| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,555.00 |
2,543.00 |
-12.00 |
-0.5% |
2,577.25 |
| High |
2,560.75 |
2,593.50 |
32.75 |
1.3% |
2,658.00 |
| Low |
2,516.75 |
2,530.00 |
13.25 |
0.5% |
2,548.00 |
| Close |
2,543.50 |
2,572.50 |
29.00 |
1.1% |
2,613.25 |
| Range |
44.00 |
63.50 |
19.50 |
44.3% |
110.00 |
| ATR |
45.74 |
47.01 |
1.27 |
2.8% |
0.00 |
| Volume |
270,731 |
290,555 |
19,824 |
7.3% |
1,164,978 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,755.75 |
2,727.75 |
2,607.50 |
|
| R3 |
2,692.25 |
2,664.25 |
2,590.00 |
|
| R2 |
2,628.75 |
2,628.75 |
2,584.25 |
|
| R1 |
2,600.75 |
2,600.75 |
2,578.25 |
2,614.75 |
| PP |
2,565.25 |
2,565.25 |
2,565.25 |
2,572.50 |
| S1 |
2,537.25 |
2,537.25 |
2,566.75 |
2,551.25 |
| S2 |
2,501.75 |
2,501.75 |
2,560.75 |
|
| S3 |
2,438.25 |
2,473.75 |
2,555.00 |
|
| S4 |
2,374.75 |
2,410.25 |
2,537.50 |
|
|
| 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 |
2,657.50 |
2,516.75 |
140.75 |
5.5% |
53.50 |
2.1% |
40% |
False |
False |
271,730 |
| 10 |
2,658.00 |
2,516.75 |
141.25 |
5.5% |
47.00 |
1.8% |
39% |
False |
False |
247,271 |
| 20 |
2,658.00 |
2,503.50 |
154.50 |
6.0% |
47.50 |
1.8% |
45% |
False |
False |
215,529 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.3% |
46.50 |
1.8% |
64% |
False |
False |
199,087 |
| 60 |
2,727.75 |
2,418.25 |
309.50 |
12.0% |
45.00 |
1.8% |
50% |
False |
False |
132,761 |
| 80 |
2,771.00 |
2,418.25 |
352.75 |
13.7% |
43.00 |
1.7% |
44% |
False |
False |
99,584 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
37.50 |
1.5% |
42% |
False |
False |
79,676 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.4% |
31.75 |
1.2% |
42% |
False |
False |
66,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.50 |
|
2.618 |
2,759.75 |
|
1.618 |
2,696.25 |
|
1.000 |
2,657.00 |
|
0.618 |
2,632.75 |
|
HIGH |
2,593.50 |
|
0.618 |
2,569.25 |
|
0.500 |
2,561.75 |
|
0.382 |
2,554.25 |
|
LOW |
2,530.00 |
|
0.618 |
2,490.75 |
|
1.000 |
2,466.50 |
|
1.618 |
2,427.25 |
|
2.618 |
2,363.75 |
|
4.250 |
2,260.00 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,569.00 |
2,566.75 |
| PP |
2,565.25 |
2,561.00 |
| S1 |
2,561.75 |
2,555.00 |
|