| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,155.0 |
2,245.0 |
90.0 |
4.2% |
2,202.0 |
| High |
2,250.0 |
2,340.0 |
90.0 |
4.0% |
2,340.0 |
| Low |
2,141.0 |
2,230.0 |
89.0 |
4.2% |
2,130.0 |
| Close |
2,243.0 |
2,295.0 |
52.0 |
2.3% |
2,295.0 |
| Range |
109.0 |
110.0 |
1.0 |
0.9% |
210.0 |
| ATR |
53.1 |
57.1 |
4.1 |
7.7% |
0.0 |
| Volume |
1,765,173 |
1,486,019 |
-279,154 |
-15.8% |
6,939,589 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.3 |
2,566.7 |
2,355.5 |
|
| R3 |
2,508.3 |
2,456.7 |
2,325.3 |
|
| R2 |
2,398.3 |
2,398.3 |
2,315.2 |
|
| R1 |
2,346.7 |
2,346.7 |
2,305.1 |
2,372.5 |
| PP |
2,288.3 |
2,288.3 |
2,288.3 |
2,301.3 |
| S1 |
2,236.7 |
2,236.7 |
2,284.9 |
2,262.5 |
| S2 |
2,178.3 |
2,178.3 |
2,274.8 |
|
| S3 |
2,068.3 |
2,126.7 |
2,264.8 |
|
| S4 |
1,958.3 |
2,016.7 |
2,234.5 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.0 |
2,800.0 |
2,410.5 |
|
| R3 |
2,675.0 |
2,590.0 |
2,352.8 |
|
| R2 |
2,465.0 |
2,465.0 |
2,333.5 |
|
| R1 |
2,380.0 |
2,380.0 |
2,314.3 |
2,422.5 |
| PP |
2,255.0 |
2,255.0 |
2,255.0 |
2,276.3 |
| S1 |
2,170.0 |
2,170.0 |
2,275.8 |
2,212.5 |
| S2 |
2,045.0 |
2,045.0 |
2,256.5 |
|
| S3 |
1,835.0 |
1,960.0 |
2,237.3 |
|
| S4 |
1,625.0 |
1,750.0 |
2,179.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,340.0 |
2,130.0 |
210.0 |
9.2% |
74.4 |
3.2% |
79% |
True |
False |
1,387,917 |
| 10 |
2,340.0 |
2,130.0 |
210.0 |
9.2% |
56.2 |
2.4% |
79% |
True |
False |
1,188,900 |
| 20 |
2,340.0 |
2,130.0 |
210.0 |
9.2% |
50.7 |
2.2% |
79% |
True |
False |
1,181,776 |
| 40 |
2,340.0 |
2,026.0 |
314.0 |
13.7% |
49.9 |
2.2% |
86% |
True |
False |
1,059,279 |
| 60 |
2,340.0 |
2,026.0 |
314.0 |
13.7% |
50.4 |
2.2% |
86% |
True |
False |
709,650 |
| 80 |
2,423.0 |
2,026.0 |
397.0 |
17.3% |
51.3 |
2.2% |
68% |
False |
False |
532,636 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.4% |
49.2 |
2.1% |
52% |
False |
False |
427,068 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.4% |
44.9 |
2.0% |
52% |
False |
False |
355,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,807.5 |
|
2.618 |
2,628.0 |
|
1.618 |
2,518.0 |
|
1.000 |
2,450.0 |
|
0.618 |
2,408.0 |
|
HIGH |
2,340.0 |
|
0.618 |
2,298.0 |
|
0.500 |
2,285.0 |
|
0.382 |
2,272.0 |
|
LOW |
2,230.0 |
|
0.618 |
2,162.0 |
|
1.000 |
2,120.0 |
|
1.618 |
2,052.0 |
|
2.618 |
1,942.0 |
|
4.250 |
1,762.5 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.7 |
2,276.0 |
| PP |
2,288.3 |
2,257.0 |
| S1 |
2,285.0 |
2,238.0 |
|