| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,202.0 |
2,188.0 |
-14.0 |
-0.6% |
2,252.0 |
| High |
2,211.0 |
2,189.0 |
-22.0 |
-1.0% |
2,309.0 |
| Low |
2,160.0 |
2,130.0 |
-30.0 |
-1.4% |
2,231.0 |
| Close |
2,181.0 |
2,155.0 |
-26.0 |
-1.2% |
2,238.0 |
| Range |
51.0 |
59.0 |
8.0 |
15.7% |
78.0 |
| ATR |
48.4 |
49.2 |
0.8 |
1.6% |
0.0 |
| Volume |
1,513,494 |
1,112,258 |
-401,236 |
-26.5% |
4,949,418 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.0 |
2,304.0 |
2,187.5 |
|
| R3 |
2,276.0 |
2,245.0 |
2,171.2 |
|
| R2 |
2,217.0 |
2,217.0 |
2,165.8 |
|
| R1 |
2,186.0 |
2,186.0 |
2,160.4 |
2,172.0 |
| PP |
2,158.0 |
2,158.0 |
2,158.0 |
2,151.0 |
| S1 |
2,127.0 |
2,127.0 |
2,149.6 |
2,113.0 |
| S2 |
2,099.0 |
2,099.0 |
2,144.2 |
|
| S3 |
2,040.0 |
2,068.0 |
2,138.8 |
|
| S4 |
1,981.0 |
2,009.0 |
2,122.6 |
|
|
| 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 |
2,130.0 |
179.0 |
8.3% |
49.0 |
2.3% |
14% |
False |
True |
1,219,334 |
| 10 |
2,309.0 |
2,130.0 |
179.0 |
8.3% |
40.5 |
1.9% |
14% |
False |
True |
1,030,034 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
10.1% |
43.2 |
2.0% |
19% |
False |
False |
1,121,860 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
14.2% |
46.6 |
2.2% |
42% |
False |
False |
953,563 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
14.2% |
48.8 |
2.3% |
42% |
False |
False |
637,775 |
| 80 |
2,437.0 |
2,026.0 |
411.0 |
19.1% |
49.7 |
2.3% |
31% |
False |
False |
478,717 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
47.6 |
2.2% |
25% |
False |
False |
383,990 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
42.8 |
2.0% |
25% |
False |
False |
320,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.8 |
|
2.618 |
2,343.5 |
|
1.618 |
2,284.5 |
|
1.000 |
2,248.0 |
|
0.618 |
2,225.5 |
|
HIGH |
2,189.0 |
|
0.618 |
2,166.5 |
|
0.500 |
2,159.5 |
|
0.382 |
2,152.5 |
|
LOW |
2,130.0 |
|
0.618 |
2,093.5 |
|
1.000 |
2,071.0 |
|
1.618 |
2,034.5 |
|
2.618 |
1,975.5 |
|
4.250 |
1,879.3 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.5 |
2,215.5 |
| PP |
2,158.0 |
2,195.3 |
| S1 |
2,156.5 |
2,175.2 |
|