| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,640.00 |
2,637.00 |
-3.00 |
-0.1% |
2,609.00 |
| High |
2,657.75 |
2,652.50 |
-5.25 |
-0.2% |
2,646.00 |
| Low |
2,628.25 |
2,631.00 |
2.75 |
0.1% |
2,516.75 |
| Close |
2,635.75 |
2,636.50 |
0.75 |
0.0% |
2,642.00 |
| Range |
29.50 |
21.50 |
-8.00 |
-27.1% |
129.25 |
| ATR |
47.52 |
45.66 |
-1.86 |
-3.9% |
0.00 |
| Volume |
232,494 |
215,377 |
-17,117 |
-7.4% |
1,405,508 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.50 |
2,692.00 |
2,648.25 |
|
| R3 |
2,683.00 |
2,670.50 |
2,642.50 |
|
| R2 |
2,661.50 |
2,661.50 |
2,640.50 |
|
| R1 |
2,649.00 |
2,649.00 |
2,638.50 |
2,644.50 |
| PP |
2,640.00 |
2,640.00 |
2,640.00 |
2,637.75 |
| S1 |
2,627.50 |
2,627.50 |
2,634.50 |
2,623.00 |
| S2 |
2,618.50 |
2,618.50 |
2,632.50 |
|
| S3 |
2,597.00 |
2,606.00 |
2,630.50 |
|
| S4 |
2,575.50 |
2,584.50 |
2,624.75 |
|
|
| 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 |
2,657.75 |
2,516.75 |
141.00 |
5.3% |
46.50 |
1.8% |
85% |
False |
False |
258,800 |
| 10 |
2,658.00 |
2,516.75 |
141.25 |
5.4% |
47.75 |
1.8% |
85% |
False |
False |
259,043 |
| 20 |
2,658.00 |
2,516.50 |
141.50 |
5.4% |
44.75 |
1.7% |
85% |
False |
False |
216,922 |
| 40 |
2,658.00 |
2,454.00 |
204.00 |
7.7% |
45.75 |
1.7% |
89% |
False |
False |
217,330 |
| 60 |
2,658.00 |
2,418.25 |
239.75 |
9.1% |
45.25 |
1.7% |
91% |
False |
False |
144,969 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.3% |
43.25 |
1.6% |
67% |
False |
False |
108,739 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
38.75 |
1.5% |
59% |
False |
False |
87,003 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
32.75 |
1.2% |
59% |
False |
False |
72,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,744.00 |
|
2.618 |
2,708.75 |
|
1.618 |
2,687.25 |
|
1.000 |
2,674.00 |
|
0.618 |
2,665.75 |
|
HIGH |
2,652.50 |
|
0.618 |
2,644.25 |
|
0.500 |
2,641.75 |
|
0.382 |
2,639.25 |
|
LOW |
2,631.00 |
|
0.618 |
2,617.75 |
|
1.000 |
2,609.50 |
|
1.618 |
2,596.25 |
|
2.618 |
2,574.75 |
|
4.250 |
2,539.50 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.75 |
2,629.50 |
| PP |
2,640.00 |
2,622.25 |
| S1 |
2,638.25 |
2,615.00 |
|