| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,245.0 |
2,320.0 |
75.0 |
3.3% |
2,202.0 |
| High |
2,340.0 |
2,345.0 |
5.0 |
0.2% |
2,340.0 |
| Low |
2,230.0 |
2,306.0 |
76.0 |
3.4% |
2,130.0 |
| Close |
2,295.0 |
2,338.0 |
43.0 |
1.9% |
2,295.0 |
| Range |
110.0 |
39.0 |
-71.0 |
-64.5% |
210.0 |
| ATR |
57.1 |
56.6 |
-0.5 |
-0.9% |
0.0 |
| Volume |
1,486,019 |
1,204,512 |
-281,507 |
-18.9% |
6,939,589 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.7 |
2,431.3 |
2,359.5 |
|
| R3 |
2,407.7 |
2,392.3 |
2,348.7 |
|
| R2 |
2,368.7 |
2,368.7 |
2,345.2 |
|
| R1 |
2,353.3 |
2,353.3 |
2,341.6 |
2,361.0 |
| PP |
2,329.7 |
2,329.7 |
2,329.7 |
2,333.5 |
| S1 |
2,314.3 |
2,314.3 |
2,334.4 |
2,322.0 |
| S2 |
2,290.7 |
2,290.7 |
2,330.9 |
|
| S3 |
2,251.7 |
2,275.3 |
2,327.3 |
|
| S4 |
2,212.7 |
2,236.3 |
2,316.6 |
|
|
| 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 |
2,345.0 |
2,130.0 |
215.0 |
9.2% |
72.0 |
3.1% |
97% |
True |
False |
1,326,121 |
| 10 |
2,345.0 |
2,130.0 |
215.0 |
9.2% |
57.6 |
2.5% |
97% |
True |
False |
1,245,443 |
| 20 |
2,345.0 |
2,130.0 |
215.0 |
9.2% |
48.9 |
2.1% |
97% |
True |
False |
1,146,191 |
| 40 |
2,345.0 |
2,026.0 |
319.0 |
13.6% |
49.0 |
2.1% |
98% |
True |
False |
1,087,169 |
| 60 |
2,345.0 |
2,026.0 |
319.0 |
13.6% |
50.2 |
2.1% |
98% |
True |
False |
729,705 |
| 80 |
2,370.0 |
2,026.0 |
344.0 |
14.7% |
51.0 |
2.2% |
91% |
False |
False |
547,691 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.0% |
48.7 |
2.1% |
61% |
False |
False |
439,083 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.0% |
45.1 |
1.9% |
61% |
False |
False |
366,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.8 |
|
2.618 |
2,447.1 |
|
1.618 |
2,408.1 |
|
1.000 |
2,384.0 |
|
0.618 |
2,369.1 |
|
HIGH |
2,345.0 |
|
0.618 |
2,330.1 |
|
0.500 |
2,325.5 |
|
0.382 |
2,320.9 |
|
LOW |
2,306.0 |
|
0.618 |
2,281.9 |
|
1.000 |
2,267.0 |
|
1.618 |
2,242.9 |
|
2.618 |
2,203.9 |
|
4.250 |
2,140.3 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,333.8 |
2,306.3 |
| PP |
2,329.7 |
2,274.7 |
| S1 |
2,325.5 |
2,243.0 |
|