| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,577.25 |
2,571.75 |
-5.50 |
-0.2% |
2,602.50 |
| High |
2,584.50 |
2,594.00 |
9.50 |
0.4% |
2,625.50 |
| Low |
2,561.25 |
2,548.00 |
-13.25 |
-0.5% |
2,516.50 |
| Close |
2,571.50 |
2,587.00 |
15.50 |
0.6% |
2,577.00 |
| Range |
23.25 |
46.00 |
22.75 |
97.8% |
109.00 |
| ATR |
43.80 |
43.95 |
0.16 |
0.4% |
0.00 |
| Volume |
158,595 |
269,331 |
110,736 |
69.8% |
1,064,396 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.25 |
2,696.75 |
2,612.25 |
|
| R3 |
2,668.25 |
2,650.75 |
2,599.75 |
|
| R2 |
2,622.25 |
2,622.25 |
2,595.50 |
|
| R1 |
2,604.75 |
2,604.75 |
2,591.25 |
2,613.50 |
| PP |
2,576.25 |
2,576.25 |
2,576.25 |
2,580.75 |
| S1 |
2,558.75 |
2,558.75 |
2,582.75 |
2,567.50 |
| S2 |
2,530.25 |
2,530.25 |
2,578.50 |
|
| S3 |
2,484.25 |
2,512.75 |
2,574.25 |
|
| S4 |
2,438.25 |
2,466.75 |
2,561.75 |
|
|
| 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 |
2,594.00 |
2,516.50 |
77.50 |
3.0% |
43.25 |
1.7% |
91% |
True |
False |
215,719 |
| 10 |
2,655.75 |
2,516.50 |
139.25 |
5.4% |
41.50 |
1.6% |
51% |
False |
False |
174,802 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.9% |
44.25 |
1.7% |
55% |
False |
False |
201,861 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.2% |
45.25 |
1.7% |
71% |
False |
False |
152,666 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.5% |
43.25 |
1.7% |
52% |
False |
False |
101,805 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
40.25 |
1.6% |
46% |
False |
False |
76,373 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
34.50 |
1.3% |
46% |
False |
False |
61,099 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
29.50 |
1.1% |
46% |
False |
False |
50,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.50 |
|
2.618 |
2,714.50 |
|
1.618 |
2,668.50 |
|
1.000 |
2,640.00 |
|
0.618 |
2,622.50 |
|
HIGH |
2,594.00 |
|
0.618 |
2,576.50 |
|
0.500 |
2,571.00 |
|
0.382 |
2,565.50 |
|
LOW |
2,548.00 |
|
0.618 |
2,519.50 |
|
1.000 |
2,502.00 |
|
1.618 |
2,473.50 |
|
2.618 |
2,427.50 |
|
4.250 |
2,352.50 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,581.75 |
2,580.00 |
| PP |
2,576.25 |
2,572.75 |
| S1 |
2,571.00 |
2,565.75 |
|