| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,543.00 |
2,572.75 |
29.75 |
1.2% |
2,609.00 |
| High |
2,593.50 |
2,646.00 |
52.50 |
2.0% |
2,646.00 |
| Low |
2,530.00 |
2,572.50 |
42.50 |
1.7% |
2,516.75 |
| Close |
2,572.50 |
2,642.00 |
69.50 |
2.7% |
2,642.00 |
| Range |
63.50 |
73.50 |
10.00 |
15.7% |
129.25 |
| ATR |
47.01 |
48.90 |
1.89 |
4.0% |
0.00 |
| Volume |
290,555 |
284,847 |
-5,708 |
-2.0% |
1,405,508 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.75 |
2,814.75 |
2,682.50 |
|
| R3 |
2,767.25 |
2,741.25 |
2,662.25 |
|
| R2 |
2,693.75 |
2,693.75 |
2,655.50 |
|
| R1 |
2,667.75 |
2,667.75 |
2,648.75 |
2,680.75 |
| PP |
2,620.25 |
2,620.25 |
2,620.25 |
2,626.50 |
| S1 |
2,594.25 |
2,594.25 |
2,635.25 |
2,607.25 |
| S2 |
2,546.75 |
2,546.75 |
2,628.50 |
|
| S3 |
2,473.25 |
2,520.75 |
2,621.75 |
|
| S4 |
2,399.75 |
2,447.25 |
2,601.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.25 |
2,945.00 |
2,713.00 |
|
| R3 |
2,860.00 |
2,815.75 |
2,677.50 |
|
| R2 |
2,730.75 |
2,730.75 |
2,665.75 |
|
| R1 |
2,686.50 |
2,686.50 |
2,653.75 |
2,708.50 |
| PP |
2,601.50 |
2,601.50 |
2,601.50 |
2,612.75 |
| S1 |
2,557.25 |
2,557.25 |
2,630.25 |
2,579.50 |
| S2 |
2,472.25 |
2,472.25 |
2,618.25 |
|
| S3 |
2,343.00 |
2,428.00 |
2,606.50 |
|
| S4 |
2,213.75 |
2,298.75 |
2,571.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,646.00 |
2,516.75 |
129.25 |
4.9% |
59.25 |
2.2% |
97% |
True |
False |
281,101 |
| 10 |
2,658.00 |
2,516.75 |
141.25 |
5.3% |
49.75 |
1.9% |
89% |
False |
False |
257,048 |
| 20 |
2,658.00 |
2,516.50 |
141.50 |
5.4% |
48.00 |
1.8% |
89% |
False |
False |
216,522 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.1% |
47.50 |
1.8% |
93% |
False |
False |
206,188 |
| 60 |
2,727.75 |
2,418.25 |
309.50 |
11.7% |
45.75 |
1.7% |
72% |
False |
False |
137,508 |
| 80 |
2,749.00 |
2,418.25 |
330.75 |
12.5% |
43.25 |
1.6% |
68% |
False |
False |
103,141 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
38.25 |
1.4% |
61% |
False |
False |
82,524 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
32.50 |
1.2% |
61% |
False |
False |
68,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.50 |
|
2.618 |
2,838.50 |
|
1.618 |
2,765.00 |
|
1.000 |
2,719.50 |
|
0.618 |
2,691.50 |
|
HIGH |
2,646.00 |
|
0.618 |
2,618.00 |
|
0.500 |
2,609.25 |
|
0.382 |
2,600.50 |
|
LOW |
2,572.50 |
|
0.618 |
2,527.00 |
|
1.000 |
2,499.00 |
|
1.618 |
2,453.50 |
|
2.618 |
2,380.00 |
|
4.250 |
2,260.00 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,631.00 |
2,621.75 |
| PP |
2,620.25 |
2,601.50 |
| S1 |
2,609.25 |
2,581.50 |
|