| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,563.50 |
2,537.50 |
-26.00 |
-1.0% |
2,602.50 |
| High |
2,569.75 |
2,584.75 |
15.00 |
0.6% |
2,625.50 |
| Low |
2,516.50 |
2,537.50 |
21.00 |
0.8% |
2,516.50 |
| Close |
2,537.75 |
2,577.00 |
39.25 |
1.5% |
2,577.00 |
| Range |
53.25 |
47.25 |
-6.00 |
-11.3% |
109.00 |
| ATR |
45.23 |
45.38 |
0.14 |
0.3% |
0.00 |
| Volume |
235,274 |
187,072 |
-48,202 |
-20.5% |
1,064,396 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.25 |
2,689.75 |
2,603.00 |
|
| R3 |
2,661.00 |
2,642.50 |
2,590.00 |
|
| R2 |
2,613.75 |
2,613.75 |
2,585.75 |
|
| R1 |
2,595.25 |
2,595.25 |
2,581.25 |
2,604.50 |
| PP |
2,566.50 |
2,566.50 |
2,566.50 |
2,571.00 |
| S1 |
2,548.00 |
2,548.00 |
2,572.75 |
2,557.25 |
| S2 |
2,519.25 |
2,519.25 |
2,568.25 |
|
| S3 |
2,472.00 |
2,500.75 |
2,564.00 |
|
| S4 |
2,424.75 |
2,453.50 |
2,551.00 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.00 |
2,847.50 |
2,637.00 |
|
| R3 |
2,791.00 |
2,738.50 |
2,607.00 |
|
| R2 |
2,682.00 |
2,682.00 |
2,597.00 |
|
| R1 |
2,629.50 |
2,629.50 |
2,587.00 |
2,601.25 |
| PP |
2,573.00 |
2,573.00 |
2,573.00 |
2,559.00 |
| S1 |
2,520.50 |
2,520.50 |
2,567.00 |
2,492.25 |
| S2 |
2,464.00 |
2,464.00 |
2,557.00 |
|
| S3 |
2,355.00 |
2,411.50 |
2,547.00 |
|
| S4 |
2,246.00 |
2,302.50 |
2,517.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,625.50 |
2,516.50 |
109.00 |
4.2% |
45.50 |
1.8% |
56% |
False |
False |
212,879 |
| 10 |
2,655.75 |
2,516.50 |
139.25 |
5.4% |
46.50 |
1.8% |
43% |
False |
False |
175,996 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
44.75 |
1.7% |
48% |
False |
False |
202,435 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.2% |
46.50 |
1.8% |
67% |
False |
False |
141,977 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.6% |
43.50 |
1.7% |
49% |
False |
False |
94,675 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
40.00 |
1.5% |
43% |
False |
False |
71,024 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
33.75 |
1.3% |
43% |
False |
False |
56,820 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
29.00 |
1.1% |
43% |
False |
False |
47,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.50 |
|
2.618 |
2,708.50 |
|
1.618 |
2,661.25 |
|
1.000 |
2,632.00 |
|
0.618 |
2,614.00 |
|
HIGH |
2,584.75 |
|
0.618 |
2,566.75 |
|
0.500 |
2,561.00 |
|
0.382 |
2,555.50 |
|
LOW |
2,537.50 |
|
0.618 |
2,508.25 |
|
1.000 |
2,490.25 |
|
1.618 |
2,461.00 |
|
2.618 |
2,413.75 |
|
4.250 |
2,336.75 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,571.75 |
2,569.00 |
| PP |
2,566.50 |
2,561.00 |
| S1 |
2,561.00 |
2,553.00 |
|