| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
4,067.0 |
4,109.0 |
42.0 |
1.0% |
4,092.0 |
| High |
4,121.0 |
4,111.0 |
-10.0 |
-0.2% |
4,104.0 |
| Low |
4,062.0 |
4,083.0 |
21.0 |
0.5% |
4,025.0 |
| Close |
4,106.0 |
4,092.0 |
-14.0 |
-0.3% |
4,049.0 |
| Range |
59.0 |
28.0 |
-31.0 |
-52.5% |
79.0 |
| ATR |
45.5 |
44.2 |
-1.2 |
-2.7% |
0.0 |
| Volume |
29,209 |
21,578 |
-7,631 |
-26.1% |
95,818 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,179.3 |
4,163.7 |
4,107.4 |
|
| R3 |
4,151.3 |
4,135.7 |
4,099.7 |
|
| R2 |
4,123.3 |
4,123.3 |
4,097.1 |
|
| R1 |
4,107.7 |
4,107.7 |
4,094.6 |
4,101.5 |
| PP |
4,095.3 |
4,095.3 |
4,095.3 |
4,092.3 |
| S1 |
4,079.7 |
4,079.7 |
4,089.4 |
4,073.5 |
| S2 |
4,067.3 |
4,067.3 |
4,086.9 |
|
| S3 |
4,039.3 |
4,051.7 |
4,084.3 |
|
| S4 |
4,011.3 |
4,023.7 |
4,076.6 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,296.3 |
4,251.7 |
4,092.5 |
|
| R3 |
4,217.3 |
4,172.7 |
4,070.7 |
|
| R2 |
4,138.3 |
4,138.3 |
4,063.5 |
|
| R1 |
4,093.7 |
4,093.7 |
4,056.2 |
4,076.5 |
| PP |
4,059.3 |
4,059.3 |
4,059.3 |
4,050.8 |
| S1 |
4,014.7 |
4,014.7 |
4,041.8 |
3,997.5 |
| S2 |
3,980.3 |
3,980.3 |
4,034.5 |
|
| S3 |
3,901.3 |
3,935.7 |
4,027.3 |
|
| S4 |
3,822.3 |
3,856.7 |
4,005.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,121.0 |
4,025.0 |
96.0 |
2.3% |
41.0 |
1.0% |
70% |
False |
False |
22,068 |
| 10 |
4,146.0 |
4,025.0 |
121.0 |
3.0% |
35.1 |
0.9% |
55% |
False |
False |
19,682 |
| 20 |
4,146.0 |
3,959.0 |
187.0 |
4.6% |
38.8 |
0.9% |
71% |
False |
False |
21,615 |
| 40 |
4,146.0 |
3,950.0 |
196.0 |
4.8% |
35.3 |
0.9% |
72% |
False |
False |
17,503 |
| 60 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
32.4 |
0.8% |
31% |
False |
False |
11,722 |
| 80 |
4,410.0 |
3,950.0 |
460.0 |
11.2% |
28.2 |
0.7% |
31% |
False |
False |
8,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,230.0 |
|
2.618 |
4,184.3 |
|
1.618 |
4,156.3 |
|
1.000 |
4,139.0 |
|
0.618 |
4,128.3 |
|
HIGH |
4,111.0 |
|
0.618 |
4,100.3 |
|
0.500 |
4,097.0 |
|
0.382 |
4,093.7 |
|
LOW |
4,083.0 |
|
0.618 |
4,065.7 |
|
1.000 |
4,055.0 |
|
1.618 |
4,037.7 |
|
2.618 |
4,009.7 |
|
4.250 |
3,964.0 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,097.0 |
4,091.8 |
| PP |
4,095.3 |
4,091.7 |
| S1 |
4,093.7 |
4,091.5 |
|