| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,258.0 |
2,255.0 |
-3.0 |
-0.1% |
2,231.0 |
| High |
2,270.0 |
2,289.0 |
19.0 |
0.8% |
2,262.0 |
| Low |
2,240.0 |
2,250.0 |
10.0 |
0.4% |
2,208.0 |
| Close |
2,244.0 |
2,279.0 |
35.0 |
1.6% |
2,250.0 |
| Range |
30.0 |
39.0 |
9.0 |
30.0% |
54.0 |
| ATR |
45.5 |
45.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
839,414 |
999,612 |
160,198 |
19.1% |
4,663,110 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.7 |
2,373.3 |
2,300.5 |
|
| R3 |
2,350.7 |
2,334.3 |
2,289.7 |
|
| R2 |
2,311.7 |
2,311.7 |
2,286.2 |
|
| R1 |
2,295.3 |
2,295.3 |
2,282.6 |
2,303.5 |
| PP |
2,272.7 |
2,272.7 |
2,272.7 |
2,276.8 |
| S1 |
2,256.3 |
2,256.3 |
2,275.4 |
2,264.5 |
| S2 |
2,233.7 |
2,233.7 |
2,271.9 |
|
| S3 |
2,194.7 |
2,217.3 |
2,268.3 |
|
| S4 |
2,155.7 |
2,178.3 |
2,257.6 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.0 |
2,380.0 |
2,279.7 |
|
| R3 |
2,348.0 |
2,326.0 |
2,264.9 |
|
| R2 |
2,294.0 |
2,294.0 |
2,259.9 |
|
| R1 |
2,272.0 |
2,272.0 |
2,255.0 |
2,283.0 |
| PP |
2,240.0 |
2,240.0 |
2,240.0 |
2,245.5 |
| S1 |
2,218.0 |
2,218.0 |
2,245.1 |
2,229.0 |
| S2 |
2,186.0 |
2,186.0 |
2,240.1 |
|
| S3 |
2,132.0 |
2,164.0 |
2,235.2 |
|
| S4 |
2,078.0 |
2,110.0 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,289.0 |
2,209.0 |
80.0 |
3.5% |
32.8 |
1.4% |
88% |
True |
False |
864,446 |
| 10 |
2,331.0 |
2,208.0 |
123.0 |
5.4% |
39.1 |
1.7% |
58% |
False |
False |
980,590 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
9.6% |
42.7 |
1.9% |
76% |
False |
False |
1,097,067 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.4% |
46.0 |
2.0% |
83% |
False |
False |
826,615 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.4% |
48.7 |
2.1% |
83% |
False |
False |
552,881 |
| 80 |
2,493.0 |
2,026.0 |
467.0 |
20.5% |
49.6 |
2.2% |
54% |
False |
False |
415,025 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
46.6 |
2.0% |
49% |
False |
False |
333,058 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.6% |
41.7 |
1.8% |
49% |
False |
False |
277,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.8 |
|
2.618 |
2,391.1 |
|
1.618 |
2,352.1 |
|
1.000 |
2,328.0 |
|
0.618 |
2,313.1 |
|
HIGH |
2,289.0 |
|
0.618 |
2,274.1 |
|
0.500 |
2,269.5 |
|
0.382 |
2,264.9 |
|
LOW |
2,250.0 |
|
0.618 |
2,225.9 |
|
1.000 |
2,211.0 |
|
1.618 |
2,186.9 |
|
2.618 |
2,147.9 |
|
4.250 |
2,084.3 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.8 |
2,272.8 |
| PP |
2,272.7 |
2,266.7 |
| S1 |
2,269.5 |
2,260.5 |
|