| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,262.0 |
-68.0 |
-2.9% |
2,320.0 |
| High |
2,371.0 |
2,375.0 |
4.0 |
0.2% |
2,375.0 |
| Low |
2,243.0 |
2,258.0 |
15.0 |
0.7% |
2,243.0 |
| Close |
2,266.0 |
2,366.0 |
100.0 |
4.4% |
2,366.0 |
| Range |
128.0 |
117.0 |
-11.0 |
-8.6% |
132.0 |
| ATR |
58.3 |
62.5 |
4.2 |
7.2% |
0.0 |
| Volume |
1,962,392 |
1,508,731 |
-453,661 |
-23.1% |
6,851,091 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.0 |
2,642.0 |
2,430.4 |
|
| R3 |
2,567.0 |
2,525.0 |
2,398.2 |
|
| R2 |
2,450.0 |
2,450.0 |
2,387.5 |
|
| R1 |
2,408.0 |
2,408.0 |
2,376.7 |
2,429.0 |
| PP |
2,333.0 |
2,333.0 |
2,333.0 |
2,343.5 |
| S1 |
2,291.0 |
2,291.0 |
2,355.3 |
2,312.0 |
| S2 |
2,216.0 |
2,216.0 |
2,344.6 |
|
| S3 |
2,099.0 |
2,174.0 |
2,333.8 |
|
| S4 |
1,982.0 |
2,057.0 |
2,301.7 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.0 |
2,677.0 |
2,438.6 |
|
| R3 |
2,592.0 |
2,545.0 |
2,402.3 |
|
| R2 |
2,460.0 |
2,460.0 |
2,390.2 |
|
| R1 |
2,413.0 |
2,413.0 |
2,378.1 |
2,436.5 |
| PP |
2,328.0 |
2,328.0 |
2,328.0 |
2,339.8 |
| S1 |
2,281.0 |
2,281.0 |
2,353.9 |
2,304.5 |
| S2 |
2,196.0 |
2,196.0 |
2,341.8 |
|
| S3 |
2,064.0 |
2,149.0 |
2,329.7 |
|
| S4 |
1,932.0 |
2,017.0 |
2,293.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.0 |
2,243.0 |
132.0 |
5.6% |
68.8 |
2.9% |
93% |
True |
False |
1,370,218 |
| 10 |
2,375.0 |
2,130.0 |
245.0 |
10.4% |
71.6 |
3.0% |
96% |
True |
False |
1,379,068 |
| 20 |
2,375.0 |
2,130.0 |
245.0 |
10.4% |
54.2 |
2.3% |
96% |
True |
False |
1,170,160 |
| 40 |
2,375.0 |
2,097.0 |
278.0 |
11.7% |
52.2 |
2.2% |
97% |
True |
False |
1,219,749 |
| 60 |
2,375.0 |
2,026.0 |
349.0 |
14.8% |
50.9 |
2.2% |
97% |
True |
False |
822,810 |
| 80 |
2,375.0 |
2,026.0 |
349.0 |
14.8% |
52.2 |
2.2% |
97% |
True |
False |
618,083 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
21.8% |
50.5 |
2.1% |
66% |
False |
False |
495,304 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
21.8% |
47.1 |
2.0% |
66% |
False |
False |
413,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.3 |
|
2.618 |
2,681.3 |
|
1.618 |
2,564.3 |
|
1.000 |
2,492.0 |
|
0.618 |
2,447.3 |
|
HIGH |
2,375.0 |
|
0.618 |
2,330.3 |
|
0.500 |
2,316.5 |
|
0.382 |
2,302.7 |
|
LOW |
2,258.0 |
|
0.618 |
2,185.7 |
|
1.000 |
2,141.0 |
|
1.618 |
2,068.7 |
|
2.618 |
1,951.7 |
|
4.250 |
1,760.8 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.5 |
2,347.0 |
| PP |
2,333.0 |
2,328.0 |
| S1 |
2,316.5 |
2,309.0 |
|