| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,587.75 |
2,623.00 |
35.25 |
1.4% |
2,602.50 |
| High |
2,628.50 |
2,658.00 |
29.50 |
1.1% |
2,625.50 |
| Low |
2,576.75 |
2,623.00 |
46.25 |
1.8% |
2,516.50 |
| Close |
2,620.00 |
2,652.25 |
32.25 |
1.2% |
2,577.00 |
| Range |
51.75 |
35.00 |
-16.75 |
-32.4% |
109.00 |
| ATR |
44.51 |
44.05 |
-0.47 |
-1.0% |
0.00 |
| Volume |
244,551 |
254,512 |
9,961 |
4.1% |
1,064,396 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.50 |
2,735.75 |
2,671.50 |
|
| R3 |
2,714.50 |
2,700.75 |
2,662.00 |
|
| R2 |
2,679.50 |
2,679.50 |
2,658.75 |
|
| R1 |
2,665.75 |
2,665.75 |
2,655.50 |
2,672.50 |
| PP |
2,644.50 |
2,644.50 |
2,644.50 |
2,647.75 |
| S1 |
2,630.75 |
2,630.75 |
2,649.00 |
2,637.50 |
| S2 |
2,609.50 |
2,609.50 |
2,645.75 |
|
| S3 |
2,574.50 |
2,595.75 |
2,642.50 |
|
| S4 |
2,539.50 |
2,560.75 |
2,633.00 |
|
|
| 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 |
2,658.00 |
2,537.50 |
120.50 |
4.5% |
40.75 |
1.5% |
95% |
True |
False |
222,812 |
| 10 |
2,658.00 |
2,516.50 |
141.50 |
5.3% |
43.75 |
1.7% |
96% |
True |
False |
224,494 |
| 20 |
2,658.00 |
2,503.50 |
154.50 |
5.8% |
45.00 |
1.7% |
96% |
True |
False |
203,021 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.0% |
45.00 |
1.7% |
98% |
True |
False |
165,134 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.2% |
43.00 |
1.6% |
72% |
False |
False |
110,119 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
13.9% |
40.75 |
1.5% |
63% |
False |
False |
82,611 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.9% |
35.25 |
1.3% |
63% |
False |
False |
66,090 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.9% |
30.00 |
1.1% |
63% |
False |
False |
55,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,806.75 |
|
2.618 |
2,749.75 |
|
1.618 |
2,714.75 |
|
1.000 |
2,693.00 |
|
0.618 |
2,679.75 |
|
HIGH |
2,658.00 |
|
0.618 |
2,644.75 |
|
0.500 |
2,640.50 |
|
0.382 |
2,636.25 |
|
LOW |
2,623.00 |
|
0.618 |
2,601.25 |
|
1.000 |
2,588.00 |
|
1.618 |
2,566.25 |
|
2.618 |
2,531.25 |
|
4.250 |
2,474.25 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.25 |
2,635.75 |
| PP |
2,644.50 |
2,619.50 |
| S1 |
2,640.50 |
2,603.00 |
|