| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,289.0 |
2,300.0 |
11.0 |
0.5% |
2,252.0 |
| High |
2,309.0 |
2,301.0 |
-8.0 |
-0.3% |
2,309.0 |
| Low |
2,283.0 |
2,231.0 |
-52.0 |
-2.3% |
2,231.0 |
| Close |
2,297.0 |
2,238.0 |
-59.0 |
-2.6% |
2,238.0 |
| Range |
26.0 |
70.0 |
44.0 |
169.2% |
78.0 |
| ATR |
44.3 |
46.2 |
1.8 |
4.1% |
0.0 |
| Volume |
1,128,643 |
1,342,664 |
214,021 |
19.0% |
4,949,418 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.7 |
2,422.3 |
2,276.5 |
|
| R3 |
2,396.7 |
2,352.3 |
2,257.3 |
|
| R2 |
2,326.7 |
2,326.7 |
2,250.8 |
|
| R1 |
2,282.3 |
2,282.3 |
2,244.4 |
2,269.5 |
| PP |
2,256.7 |
2,256.7 |
2,256.7 |
2,250.3 |
| S1 |
2,212.3 |
2,212.3 |
2,231.6 |
2,199.5 |
| S2 |
2,186.7 |
2,186.7 |
2,225.2 |
|
| S3 |
2,116.7 |
2,142.3 |
2,218.8 |
|
| S4 |
2,046.7 |
2,072.3 |
2,199.5 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.3 |
2,443.7 |
2,280.9 |
|
| R3 |
2,415.3 |
2,365.7 |
2,259.5 |
|
| R2 |
2,337.3 |
2,337.3 |
2,252.3 |
|
| R1 |
2,287.7 |
2,287.7 |
2,245.2 |
2,273.5 |
| PP |
2,259.3 |
2,259.3 |
2,259.3 |
2,252.3 |
| S1 |
2,209.7 |
2,209.7 |
2,230.9 |
2,195.5 |
| S2 |
2,181.3 |
2,181.3 |
2,223.7 |
|
| S3 |
2,103.3 |
2,131.7 |
2,216.6 |
|
| S4 |
2,025.3 |
2,053.7 |
2,195.1 |
|
|
| 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 |
2,231.0 |
78.0 |
3.5% |
38.0 |
1.7% |
9% |
False |
True |
989,883 |
| 10 |
2,309.0 |
2,208.0 |
101.0 |
4.5% |
36.7 |
1.6% |
30% |
False |
False |
961,252 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
9.7% |
42.7 |
1.9% |
57% |
False |
False |
1,096,953 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
46.1 |
2.1% |
70% |
False |
False |
888,102 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
48.8 |
2.2% |
70% |
False |
False |
594,049 |
| 80 |
2,493.0 |
2,026.0 |
467.0 |
20.9% |
49.6 |
2.2% |
45% |
False |
False |
445,913 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
47.0 |
2.1% |
41% |
False |
False |
357,738 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
42.2 |
1.9% |
41% |
False |
False |
298,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,598.5 |
|
2.618 |
2,484.3 |
|
1.618 |
2,414.3 |
|
1.000 |
2,371.0 |
|
0.618 |
2,344.3 |
|
HIGH |
2,301.0 |
|
0.618 |
2,274.3 |
|
0.500 |
2,266.0 |
|
0.382 |
2,257.7 |
|
LOW |
2,231.0 |
|
0.618 |
2,187.7 |
|
1.000 |
2,161.0 |
|
1.618 |
2,117.7 |
|
2.618 |
2,047.7 |
|
4.250 |
1,933.5 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.0 |
2,270.0 |
| PP |
2,256.7 |
2,259.3 |
| S1 |
2,247.3 |
2,248.7 |
|