| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,188.0 |
2,137.0 |
-51.0 |
-2.3% |
2,252.0 |
| High |
2,189.0 |
2,179.0 |
-10.0 |
-0.5% |
2,309.0 |
| Low |
2,130.0 |
2,136.0 |
6.0 |
0.3% |
2,231.0 |
| Close |
2,155.0 |
2,155.0 |
0.0 |
0.0% |
2,238.0 |
| Range |
59.0 |
43.0 |
-16.0 |
-27.1% |
78.0 |
| ATR |
49.2 |
48.7 |
-0.4 |
-0.9% |
0.0 |
| Volume |
1,112,258 |
1,062,645 |
-49,613 |
-4.5% |
4,949,418 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.7 |
2,263.3 |
2,178.7 |
|
| R3 |
2,242.7 |
2,220.3 |
2,166.8 |
|
| R2 |
2,199.7 |
2,199.7 |
2,162.9 |
|
| R1 |
2,177.3 |
2,177.3 |
2,158.9 |
2,188.5 |
| PP |
2,156.7 |
2,156.7 |
2,156.7 |
2,162.3 |
| S1 |
2,134.3 |
2,134.3 |
2,151.1 |
2,145.5 |
| S2 |
2,113.7 |
2,113.7 |
2,147.1 |
|
| S3 |
2,070.7 |
2,091.3 |
2,143.2 |
|
| S4 |
2,027.7 |
2,048.3 |
2,131.4 |
|
|
| 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% |
49.8 |
2.3% |
14% |
False |
False |
1,231,940 |
| 10 |
2,309.0 |
2,130.0 |
179.0 |
8.3% |
41.3 |
1.9% |
14% |
False |
False |
1,048,193 |
| 20 |
2,331.0 |
2,123.0 |
208.0 |
9.7% |
44.0 |
2.0% |
15% |
False |
False |
1,127,215 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
14.2% |
46.8 |
2.2% |
42% |
False |
False |
978,802 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
14.2% |
48.7 |
2.3% |
42% |
False |
False |
655,479 |
| 80 |
2,437.0 |
2,026.0 |
411.0 |
19.1% |
49.6 |
2.3% |
31% |
False |
False |
491,998 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
47.5 |
2.2% |
25% |
False |
False |
394,600 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.9% |
43.0 |
2.0% |
25% |
False |
False |
328,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.8 |
|
2.618 |
2,291.6 |
|
1.618 |
2,248.6 |
|
1.000 |
2,222.0 |
|
0.618 |
2,205.6 |
|
HIGH |
2,179.0 |
|
0.618 |
2,162.6 |
|
0.500 |
2,157.5 |
|
0.382 |
2,152.4 |
|
LOW |
2,136.0 |
|
0.618 |
2,109.4 |
|
1.000 |
2,093.0 |
|
1.618 |
2,066.4 |
|
2.618 |
2,023.4 |
|
4.250 |
1,953.3 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.5 |
2,170.5 |
| PP |
2,156.7 |
2,165.3 |
| S1 |
2,155.8 |
2,160.2 |
|