| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,653.50 |
2,609.00 |
-44.50 |
-1.7% |
2,577.25 |
| High |
2,657.50 |
2,613.00 |
-44.50 |
-1.7% |
2,658.00 |
| Low |
2,612.75 |
2,543.25 |
-69.50 |
-2.7% |
2,548.00 |
| Close |
2,613.25 |
2,579.25 |
-34.00 |
-1.3% |
2,613.25 |
| Range |
44.75 |
69.75 |
25.00 |
55.9% |
110.00 |
| ATR |
44.10 |
45.95 |
1.85 |
4.2% |
0.00 |
| Volume |
237,989 |
276,430 |
38,441 |
16.2% |
1,164,978 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.75 |
2,753.25 |
2,617.50 |
|
| R3 |
2,718.00 |
2,683.50 |
2,598.50 |
|
| R2 |
2,648.25 |
2,648.25 |
2,592.00 |
|
| R1 |
2,613.75 |
2,613.75 |
2,585.75 |
2,596.00 |
| PP |
2,578.50 |
2,578.50 |
2,578.50 |
2,569.75 |
| S1 |
2,544.00 |
2,544.00 |
2,572.75 |
2,526.50 |
| S2 |
2,508.75 |
2,508.75 |
2,566.50 |
|
| S3 |
2,439.00 |
2,474.25 |
2,560.00 |
|
| S4 |
2,369.25 |
2,404.50 |
2,541.00 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.50 |
2,884.75 |
2,673.75 |
|
| R3 |
2,826.50 |
2,774.75 |
2,643.50 |
|
| R2 |
2,716.50 |
2,716.50 |
2,633.50 |
|
| R1 |
2,664.75 |
2,664.75 |
2,623.25 |
2,690.50 |
| PP |
2,606.50 |
2,606.50 |
2,606.50 |
2,619.25 |
| S1 |
2,554.75 |
2,554.75 |
2,603.25 |
2,580.50 |
| S2 |
2,496.50 |
2,496.50 |
2,593.00 |
|
| S3 |
2,386.50 |
2,444.75 |
2,583.00 |
|
| S4 |
2,276.50 |
2,334.75 |
2,552.75 |
|
|
| 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 |
2,543.25 |
114.75 |
4.4% |
49.50 |
1.9% |
31% |
False |
True |
256,562 |
| 10 |
2,658.00 |
2,516.50 |
141.50 |
5.5% |
47.50 |
1.8% |
44% |
False |
False |
234,237 |
| 20 |
2,658.00 |
2,503.50 |
154.50 |
6.0% |
45.50 |
1.8% |
49% |
False |
False |
201,606 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.3% |
45.50 |
1.8% |
67% |
False |
False |
177,987 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.6% |
43.50 |
1.7% |
50% |
False |
False |
118,692 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
41.50 |
1.6% |
44% |
False |
False |
89,031 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
36.25 |
1.4% |
44% |
False |
False |
71,234 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.3% |
30.75 |
1.2% |
44% |
False |
False |
59,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.50 |
|
2.618 |
2,795.50 |
|
1.618 |
2,725.75 |
|
1.000 |
2,682.75 |
|
0.618 |
2,656.00 |
|
HIGH |
2,613.00 |
|
0.618 |
2,586.25 |
|
0.500 |
2,578.00 |
|
0.382 |
2,570.00 |
|
LOW |
2,543.25 |
|
0.618 |
2,500.25 |
|
1.000 |
2,473.50 |
|
1.618 |
2,430.50 |
|
2.618 |
2,360.75 |
|
4.250 |
2,246.75 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.00 |
2,600.50 |
| PP |
2,578.50 |
2,593.50 |
| S1 |
2,578.00 |
2,586.50 |
|