| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,137.0 |
2,155.0 |
18.0 |
0.8% |
2,252.0 |
| High |
2,179.0 |
2,250.0 |
71.0 |
3.3% |
2,309.0 |
| Low |
2,136.0 |
2,141.0 |
5.0 |
0.2% |
2,231.0 |
| Close |
2,155.0 |
2,243.0 |
88.0 |
4.1% |
2,238.0 |
| Range |
43.0 |
109.0 |
66.0 |
153.5% |
78.0 |
| ATR |
48.7 |
53.1 |
4.3 |
8.8% |
0.0 |
| Volume |
1,062,645 |
1,765,173 |
702,528 |
66.1% |
4,949,418 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.3 |
2,499.7 |
2,303.0 |
|
| R3 |
2,429.3 |
2,390.7 |
2,273.0 |
|
| R2 |
2,320.3 |
2,320.3 |
2,263.0 |
|
| R1 |
2,281.7 |
2,281.7 |
2,253.0 |
2,301.0 |
| PP |
2,211.3 |
2,211.3 |
2,211.3 |
2,221.0 |
| S1 |
2,172.7 |
2,172.7 |
2,233.0 |
2,192.0 |
| S2 |
2,102.3 |
2,102.3 |
2,223.0 |
|
| S3 |
1,993.3 |
2,063.7 |
2,213.0 |
|
| S4 |
1,884.3 |
1,954.7 |
2,183.1 |
|
|
| 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 |
2,301.0 |
2,130.0 |
171.0 |
7.6% |
66.4 |
3.0% |
66% |
False |
False |
1,359,246 |
| 10 |
2,309.0 |
2,130.0 |
179.0 |
8.0% |
49.1 |
2.2% |
63% |
False |
False |
1,132,199 |
| 20 |
2,331.0 |
2,126.0 |
205.0 |
9.1% |
47.3 |
2.1% |
57% |
False |
False |
1,167,458 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
48.1 |
2.1% |
71% |
False |
False |
1,022,365 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
49.5 |
2.2% |
71% |
False |
False |
684,891 |
| 80 |
2,437.0 |
2,026.0 |
411.0 |
18.3% |
50.6 |
2.3% |
53% |
False |
False |
514,062 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
48.4 |
2.2% |
42% |
False |
False |
412,214 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
44.0 |
2.0% |
42% |
False |
False |
343,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,713.3 |
|
2.618 |
2,535.4 |
|
1.618 |
2,426.4 |
|
1.000 |
2,359.0 |
|
0.618 |
2,317.4 |
|
HIGH |
2,250.0 |
|
0.618 |
2,208.4 |
|
0.500 |
2,195.5 |
|
0.382 |
2,182.6 |
|
LOW |
2,141.0 |
|
0.618 |
2,073.6 |
|
1.000 |
2,032.0 |
|
1.618 |
1,964.6 |
|
2.618 |
1,855.6 |
|
4.250 |
1,677.8 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.2 |
2,225.3 |
| PP |
2,211.3 |
2,207.7 |
| S1 |
2,195.5 |
2,190.0 |
|