| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,537.50 |
2,577.25 |
39.75 |
1.6% |
2,602.50 |
| High |
2,584.75 |
2,584.50 |
-0.25 |
0.0% |
2,625.50 |
| Low |
2,537.50 |
2,561.25 |
23.75 |
0.9% |
2,516.50 |
| Close |
2,577.00 |
2,571.50 |
-5.50 |
-0.2% |
2,577.00 |
| Range |
47.25 |
23.25 |
-24.00 |
-50.8% |
109.00 |
| ATR |
45.38 |
43.80 |
-1.58 |
-3.5% |
0.00 |
| Volume |
187,072 |
158,595 |
-28,477 |
-15.2% |
1,064,396 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.25 |
2,630.00 |
2,584.25 |
|
| R3 |
2,619.00 |
2,606.75 |
2,578.00 |
|
| R2 |
2,595.75 |
2,595.75 |
2,575.75 |
|
| R1 |
2,583.50 |
2,583.50 |
2,573.75 |
2,578.00 |
| PP |
2,572.50 |
2,572.50 |
2,572.50 |
2,569.50 |
| S1 |
2,560.25 |
2,560.25 |
2,569.25 |
2,554.75 |
| S2 |
2,549.25 |
2,549.25 |
2,567.25 |
|
| S3 |
2,526.00 |
2,537.00 |
2,565.00 |
|
| S4 |
2,502.75 |
2,513.75 |
2,558.75 |
|
|
| 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% |
50% |
False |
False |
211,912 |
| 10 |
2,655.75 |
2,516.50 |
139.25 |
5.4% |
39.00 |
1.5% |
39% |
False |
False |
166,635 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
44.00 |
1.7% |
45% |
False |
False |
199,181 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.2% |
45.50 |
1.8% |
65% |
False |
False |
145,936 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.6% |
43.00 |
1.7% |
47% |
False |
False |
97,317 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
40.00 |
1.6% |
41% |
False |
False |
73,006 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
34.00 |
1.3% |
41% |
False |
False |
58,406 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
29.00 |
1.1% |
41% |
False |
False |
48,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,683.25 |
|
2.618 |
2,645.25 |
|
1.618 |
2,622.00 |
|
1.000 |
2,607.75 |
|
0.618 |
2,598.75 |
|
HIGH |
2,584.50 |
|
0.618 |
2,575.50 |
|
0.500 |
2,573.00 |
|
0.382 |
2,570.25 |
|
LOW |
2,561.25 |
|
0.618 |
2,547.00 |
|
1.000 |
2,538.00 |
|
1.618 |
2,523.75 |
|
2.618 |
2,500.50 |
|
4.250 |
2,462.50 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,573.00 |
2,564.50 |
| PP |
2,572.50 |
2,557.50 |
| S1 |
2,572.00 |
2,550.50 |
|