| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,637.00 |
2,634.75 |
-2.25 |
-0.1% |
2,609.00 |
| High |
2,652.50 |
2,656.25 |
3.75 |
0.1% |
2,646.00 |
| Low |
2,631.00 |
2,618.50 |
-12.50 |
-0.5% |
2,516.75 |
| Close |
2,636.50 |
2,625.00 |
-11.50 |
-0.4% |
2,642.00 |
| Range |
21.50 |
37.75 |
16.25 |
75.6% |
129.25 |
| ATR |
45.66 |
45.09 |
-0.56 |
-1.2% |
0.00 |
| Volume |
215,377 |
252,194 |
36,817 |
17.1% |
1,405,508 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,746.50 |
2,723.50 |
2,645.75 |
|
| R3 |
2,708.75 |
2,685.75 |
2,635.50 |
|
| R2 |
2,671.00 |
2,671.00 |
2,632.00 |
|
| R1 |
2,648.00 |
2,648.00 |
2,628.50 |
2,640.50 |
| PP |
2,633.25 |
2,633.25 |
2,633.25 |
2,629.50 |
| S1 |
2,610.25 |
2,610.25 |
2,621.50 |
2,603.00 |
| S2 |
2,595.50 |
2,595.50 |
2,618.00 |
|
| S3 |
2,557.75 |
2,572.50 |
2,614.50 |
|
| S4 |
2,520.00 |
2,534.75 |
2,604.25 |
|
|
| 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 |
2,530.00 |
127.75 |
4.9% |
45.25 |
1.7% |
74% |
False |
False |
255,093 |
| 10 |
2,658.00 |
2,516.75 |
141.25 |
5.4% |
46.50 |
1.8% |
77% |
False |
False |
259,807 |
| 20 |
2,658.00 |
2,516.50 |
141.50 |
5.4% |
45.00 |
1.7% |
77% |
False |
False |
229,473 |
| 40 |
2,658.00 |
2,481.50 |
176.50 |
6.7% |
45.75 |
1.7% |
81% |
False |
False |
223,543 |
| 60 |
2,658.00 |
2,418.25 |
239.75 |
9.1% |
45.00 |
1.7% |
86% |
False |
False |
149,171 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
43.50 |
1.7% |
64% |
False |
False |
111,891 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
39.00 |
1.5% |
56% |
False |
False |
89,525 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
33.00 |
1.3% |
56% |
False |
False |
74,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.75 |
|
2.618 |
2,755.00 |
|
1.618 |
2,717.25 |
|
1.000 |
2,694.00 |
|
0.618 |
2,679.50 |
|
HIGH |
2,656.25 |
|
0.618 |
2,641.75 |
|
0.500 |
2,637.50 |
|
0.382 |
2,633.00 |
|
LOW |
2,618.50 |
|
0.618 |
2,595.25 |
|
1.000 |
2,580.75 |
|
1.618 |
2,557.50 |
|
2.618 |
2,519.75 |
|
4.250 |
2,458.00 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.50 |
2,638.00 |
| PP |
2,633.25 |
2,633.75 |
| S1 |
2,629.00 |
2,629.50 |
|