| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,323.0 |
2,330.0 |
7.0 |
0.3% |
2,202.0 |
| High |
2,342.0 |
2,371.0 |
29.0 |
1.2% |
2,340.0 |
| Low |
2,320.0 |
2,243.0 |
-77.0 |
-3.3% |
2,130.0 |
| Close |
2,333.0 |
2,266.0 |
-67.0 |
-2.9% |
2,295.0 |
| Range |
22.0 |
128.0 |
106.0 |
481.8% |
210.0 |
| ATR |
52.9 |
58.3 |
5.4 |
10.1% |
0.0 |
| Volume |
895,141 |
1,962,392 |
1,067,251 |
119.2% |
6,939,589 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.3 |
2,599.7 |
2,336.4 |
|
| R3 |
2,549.3 |
2,471.7 |
2,301.2 |
|
| R2 |
2,421.3 |
2,421.3 |
2,289.5 |
|
| R1 |
2,343.7 |
2,343.7 |
2,277.7 |
2,318.5 |
| PP |
2,293.3 |
2,293.3 |
2,293.3 |
2,280.8 |
| S1 |
2,215.7 |
2,215.7 |
2,254.3 |
2,190.5 |
| S2 |
2,165.3 |
2,165.3 |
2,242.5 |
|
| S3 |
2,037.3 |
2,087.7 |
2,230.8 |
|
| S4 |
1,909.3 |
1,959.7 |
2,195.6 |
|
|
| 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 |
2,371.0 |
2,230.0 |
141.0 |
6.2% |
67.4 |
3.0% |
26% |
True |
False |
1,365,675 |
| 10 |
2,371.0 |
2,130.0 |
241.0 |
10.6% |
66.9 |
3.0% |
56% |
True |
False |
1,362,461 |
| 20 |
2,371.0 |
2,130.0 |
241.0 |
10.6% |
50.8 |
2.2% |
56% |
True |
False |
1,152,043 |
| 40 |
2,371.0 |
2,097.0 |
274.0 |
12.1% |
50.2 |
2.2% |
62% |
True |
False |
1,187,848 |
| 60 |
2,371.0 |
2,026.0 |
345.0 |
15.2% |
49.8 |
2.2% |
70% |
True |
False |
797,754 |
| 80 |
2,371.0 |
2,026.0 |
345.0 |
15.2% |
51.3 |
2.3% |
70% |
True |
False |
599,259 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.7% |
49.5 |
2.2% |
47% |
False |
False |
480,234 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.7% |
46.2 |
2.0% |
47% |
False |
False |
400,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.0 |
|
2.618 |
2,706.1 |
|
1.618 |
2,578.1 |
|
1.000 |
2,499.0 |
|
0.618 |
2,450.1 |
|
HIGH |
2,371.0 |
|
0.618 |
2,322.1 |
|
0.500 |
2,307.0 |
|
0.382 |
2,291.9 |
|
LOW |
2,243.0 |
|
0.618 |
2,163.9 |
|
1.000 |
2,115.0 |
|
1.618 |
2,035.9 |
|
2.618 |
1,907.9 |
|
4.250 |
1,699.0 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.0 |
2,307.0 |
| PP |
2,293.3 |
2,293.3 |
| S1 |
2,279.7 |
2,279.7 |
|