| 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 |
2,571.75 |
2,587.75 |
16.00 |
0.6% |
2,602.50 |
| High |
2,594.00 |
2,628.50 |
34.50 |
1.3% |
2,625.50 |
| Low |
2,548.00 |
2,576.75 |
28.75 |
1.1% |
2,516.50 |
| Close |
2,587.00 |
2,620.00 |
33.00 |
1.3% |
2,577.00 |
| Range |
46.00 |
51.75 |
5.75 |
12.5% |
109.00 |
| ATR |
43.95 |
44.51 |
0.56 |
1.3% |
0.00 |
| Volume |
269,331 |
244,551 |
-24,780 |
-9.2% |
1,064,396 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.75 |
2,743.50 |
2,648.50 |
|
| R3 |
2,712.00 |
2,691.75 |
2,634.25 |
|
| R2 |
2,660.25 |
2,660.25 |
2,629.50 |
|
| R1 |
2,640.00 |
2,640.00 |
2,624.75 |
2,650.00 |
| PP |
2,608.50 |
2,608.50 |
2,608.50 |
2,613.50 |
| S1 |
2,588.25 |
2,588.25 |
2,615.25 |
2,598.50 |
| S2 |
2,556.75 |
2,556.75 |
2,610.50 |
|
| S3 |
2,505.00 |
2,536.50 |
2,605.75 |
|
| S4 |
2,453.25 |
2,484.75 |
2,591.50 |
|
|
| 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 |
2,628.50 |
2,516.50 |
112.00 |
4.3% |
44.25 |
1.7% |
92% |
True |
False |
218,964 |
| 10 |
2,655.75 |
2,516.50 |
139.25 |
5.3% |
43.75 |
1.7% |
74% |
False |
False |
199,139 |
| 20 |
2,655.75 |
2,503.50 |
152.25 |
5.8% |
44.75 |
1.7% |
77% |
False |
False |
203,173 |
| 40 |
2,655.75 |
2,418.25 |
237.50 |
9.1% |
44.75 |
1.7% |
85% |
False |
False |
158,777 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
43.25 |
1.6% |
62% |
False |
False |
105,879 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
40.50 |
1.5% |
55% |
False |
False |
79,430 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
35.00 |
1.3% |
55% |
False |
False |
63,545 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
29.75 |
1.1% |
55% |
False |
False |
52,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.50 |
|
2.618 |
2,764.00 |
|
1.618 |
2,712.25 |
|
1.000 |
2,680.25 |
|
0.618 |
2,660.50 |
|
HIGH |
2,628.50 |
|
0.618 |
2,608.75 |
|
0.500 |
2,602.50 |
|
0.382 |
2,596.50 |
|
LOW |
2,576.75 |
|
0.618 |
2,544.75 |
|
1.000 |
2,525.00 |
|
1.618 |
2,493.00 |
|
2.618 |
2,441.25 |
|
4.250 |
2,356.75 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.25 |
2,609.50 |
| PP |
2,608.50 |
2,598.75 |
| S1 |
2,602.50 |
2,588.25 |
|