| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,289.0 |
34.0 |
1.5% |
2,231.0 |
| High |
2,289.0 |
2,309.0 |
20.0 |
0.9% |
2,262.0 |
| Low |
2,250.0 |
2,283.0 |
33.0 |
1.5% |
2,208.0 |
| Close |
2,279.0 |
2,297.0 |
18.0 |
0.8% |
2,250.0 |
| Range |
39.0 |
26.0 |
-13.0 |
-33.3% |
54.0 |
| ATR |
45.4 |
44.3 |
-1.1 |
-2.4% |
0.0 |
| Volume |
999,612 |
1,128,643 |
129,031 |
12.9% |
4,663,110 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.3 |
2,361.7 |
2,311.3 |
|
| R3 |
2,348.3 |
2,335.7 |
2,304.2 |
|
| R2 |
2,322.3 |
2,322.3 |
2,301.8 |
|
| R1 |
2,309.7 |
2,309.7 |
2,299.4 |
2,316.0 |
| PP |
2,296.3 |
2,296.3 |
2,296.3 |
2,299.5 |
| S1 |
2,283.7 |
2,283.7 |
2,294.6 |
2,290.0 |
| S2 |
2,270.3 |
2,270.3 |
2,292.2 |
|
| S3 |
2,244.3 |
2,257.7 |
2,289.9 |
|
| S4 |
2,218.3 |
2,231.7 |
2,282.7 |
|
|
| 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 |
2,309.0 |
2,223.0 |
86.0 |
3.7% |
31.8 |
1.4% |
86% |
True |
False |
905,153 |
| 10 |
2,309.0 |
2,208.0 |
101.0 |
4.4% |
34.6 |
1.5% |
88% |
True |
False |
941,625 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
9.5% |
42.4 |
1.8% |
84% |
False |
False |
1,099,923 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.3% |
45.5 |
2.0% |
89% |
False |
False |
854,549 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.3% |
48.4 |
2.1% |
89% |
False |
False |
571,674 |
| 80 |
2,493.0 |
2,026.0 |
467.0 |
20.3% |
49.3 |
2.1% |
58% |
False |
False |
429,132 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.4% |
46.7 |
2.0% |
53% |
False |
False |
344,312 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.4% |
41.8 |
1.8% |
53% |
False |
False |
287,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,419.5 |
|
2.618 |
2,377.1 |
|
1.618 |
2,351.1 |
|
1.000 |
2,335.0 |
|
0.618 |
2,325.1 |
|
HIGH |
2,309.0 |
|
0.618 |
2,299.1 |
|
0.500 |
2,296.0 |
|
0.382 |
2,292.9 |
|
LOW |
2,283.0 |
|
0.618 |
2,266.9 |
|
1.000 |
2,257.0 |
|
1.618 |
2,240.9 |
|
2.618 |
2,214.9 |
|
4.250 |
2,172.5 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.7 |
2,289.5 |
| PP |
2,296.3 |
2,282.0 |
| S1 |
2,296.0 |
2,274.5 |
|