| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,300.0 |
2,202.0 |
-98.0 |
-4.3% |
2,252.0 |
| High |
2,301.0 |
2,211.0 |
-90.0 |
-3.9% |
2,309.0 |
| Low |
2,231.0 |
2,160.0 |
-71.0 |
-3.2% |
2,231.0 |
| Close |
2,238.0 |
2,181.0 |
-57.0 |
-2.5% |
2,238.0 |
| Range |
70.0 |
51.0 |
-19.0 |
-27.1% |
78.0 |
| ATR |
46.2 |
48.4 |
2.3 |
4.9% |
0.0 |
| Volume |
1,342,664 |
1,513,494 |
170,830 |
12.7% |
4,949,418 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.0 |
2,310.0 |
2,209.1 |
|
| R3 |
2,286.0 |
2,259.0 |
2,195.0 |
|
| R2 |
2,235.0 |
2,235.0 |
2,190.4 |
|
| R1 |
2,208.0 |
2,208.0 |
2,185.7 |
2,196.0 |
| PP |
2,184.0 |
2,184.0 |
2,184.0 |
2,178.0 |
| S1 |
2,157.0 |
2,157.0 |
2,176.3 |
2,145.0 |
| S2 |
2,133.0 |
2,133.0 |
2,171.7 |
|
| S3 |
2,082.0 |
2,106.0 |
2,167.0 |
|
| S4 |
2,031.0 |
2,055.0 |
2,153.0 |
|
|
| 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 |
2,160.0 |
149.0 |
6.8% |
43.2 |
2.0% |
14% |
False |
True |
1,164,765 |
| 10 |
2,309.0 |
2,160.0 |
149.0 |
6.8% |
38.9 |
1.8% |
14% |
False |
True |
1,022,677 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
10.0% |
43.4 |
2.0% |
31% |
False |
False |
1,124,783 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
14.0% |
46.3 |
2.1% |
51% |
False |
False |
925,780 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
14.0% |
49.0 |
2.2% |
51% |
False |
False |
619,246 |
| 80 |
2,457.0 |
2,026.0 |
431.0 |
19.8% |
49.6 |
2.3% |
36% |
False |
False |
464,820 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.6% |
47.3 |
2.2% |
30% |
False |
False |
372,868 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.6% |
42.5 |
1.9% |
30% |
False |
False |
310,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.8 |
|
2.618 |
2,344.5 |
|
1.618 |
2,293.5 |
|
1.000 |
2,262.0 |
|
0.618 |
2,242.5 |
|
HIGH |
2,211.0 |
|
0.618 |
2,191.5 |
|
0.500 |
2,185.5 |
|
0.382 |
2,179.5 |
|
LOW |
2,160.0 |
|
0.618 |
2,128.5 |
|
1.000 |
2,109.0 |
|
1.618 |
2,077.5 |
|
2.618 |
2,026.5 |
|
4.250 |
1,943.3 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,185.5 |
2,234.5 |
| PP |
2,184.0 |
2,216.7 |
| S1 |
2,182.5 |
2,198.8 |
|