| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,579.25 |
2,555.00 |
-24.25 |
-0.9% |
2,577.25 |
| High |
2,590.00 |
2,560.75 |
-29.25 |
-1.1% |
2,658.00 |
| Low |
2,545.00 |
2,516.75 |
-28.25 |
-1.1% |
2,548.00 |
| Close |
2,548.50 |
2,543.50 |
-5.00 |
-0.2% |
2,613.25 |
| Range |
45.00 |
44.00 |
-1.00 |
-2.2% |
110.00 |
| ATR |
45.88 |
45.74 |
-0.13 |
-0.3% |
0.00 |
| Volume |
282,945 |
270,731 |
-12,214 |
-4.3% |
1,164,978 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.25 |
2,652.00 |
2,567.75 |
|
| R3 |
2,628.25 |
2,608.00 |
2,555.50 |
|
| R2 |
2,584.25 |
2,584.25 |
2,551.50 |
|
| R1 |
2,564.00 |
2,564.00 |
2,547.50 |
2,552.00 |
| PP |
2,540.25 |
2,540.25 |
2,540.25 |
2,534.50 |
| S1 |
2,520.00 |
2,520.00 |
2,539.50 |
2,508.00 |
| S2 |
2,496.25 |
2,496.25 |
2,535.50 |
|
| S3 |
2,452.25 |
2,476.00 |
2,531.50 |
|
| S4 |
2,408.25 |
2,432.00 |
2,519.25 |
|
|
| 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 |
2,516.75 |
141.25 |
5.6% |
47.75 |
1.9% |
19% |
False |
True |
264,521 |
| 10 |
2,658.00 |
2,516.50 |
141.50 |
5.6% |
46.00 |
1.8% |
19% |
False |
False |
241,743 |
| 20 |
2,658.00 |
2,503.50 |
154.50 |
6.1% |
45.75 |
1.8% |
26% |
False |
False |
210,232 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.4% |
46.00 |
1.8% |
52% |
False |
False |
191,826 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
44.50 |
1.8% |
39% |
False |
False |
127,918 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
42.50 |
1.7% |
34% |
False |
False |
95,952 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
37.00 |
1.5% |
34% |
False |
False |
76,771 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
31.25 |
1.2% |
34% |
False |
False |
63,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,747.75 |
|
2.618 |
2,676.00 |
|
1.618 |
2,632.00 |
|
1.000 |
2,604.75 |
|
0.618 |
2,588.00 |
|
HIGH |
2,560.75 |
|
0.618 |
2,544.00 |
|
0.500 |
2,538.75 |
|
0.382 |
2,533.50 |
|
LOW |
2,516.75 |
|
0.618 |
2,489.50 |
|
1.000 |
2,472.75 |
|
1.618 |
2,445.50 |
|
2.618 |
2,401.50 |
|
4.250 |
2,329.75 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,542.00 |
2,565.00 |
| PP |
2,540.25 |
2,557.75 |
| S1 |
2,538.75 |
2,550.50 |
|