| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,625.25 |
2,619.75 |
-5.50 |
-0.2% |
2,640.00 |
| High |
2,648.75 |
2,681.25 |
32.50 |
1.2% |
2,681.25 |
| Low |
2,600.50 |
2,616.00 |
15.50 |
0.6% |
2,600.50 |
| Close |
2,618.50 |
2,671.00 |
52.50 |
2.0% |
2,671.00 |
| Range |
48.25 |
65.25 |
17.00 |
35.2% |
80.75 |
| ATR |
45.32 |
46.74 |
1.42 |
3.1% |
0.00 |
| Volume |
303,243 |
225,449 |
-77,794 |
-25.7% |
1,228,757 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.75 |
2,826.75 |
2,707.00 |
|
| R3 |
2,786.50 |
2,761.50 |
2,689.00 |
|
| R2 |
2,721.25 |
2,721.25 |
2,683.00 |
|
| R1 |
2,696.25 |
2,696.25 |
2,677.00 |
2,708.75 |
| PP |
2,656.00 |
2,656.00 |
2,656.00 |
2,662.50 |
| S1 |
2,631.00 |
2,631.00 |
2,665.00 |
2,643.50 |
| S2 |
2,590.75 |
2,590.75 |
2,659.00 |
|
| S3 |
2,525.50 |
2,565.75 |
2,653.00 |
|
| S4 |
2,460.25 |
2,500.50 |
2,635.00 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.25 |
2,862.75 |
2,715.50 |
|
| R3 |
2,812.50 |
2,782.00 |
2,693.25 |
|
| R2 |
2,731.75 |
2,731.75 |
2,685.75 |
|
| R1 |
2,701.25 |
2,701.25 |
2,678.50 |
2,716.50 |
| PP |
2,651.00 |
2,651.00 |
2,651.00 |
2,658.50 |
| S1 |
2,620.50 |
2,620.50 |
2,663.50 |
2,635.75 |
| S2 |
2,570.25 |
2,570.25 |
2,656.25 |
|
| S3 |
2,489.50 |
2,539.75 |
2,648.75 |
|
| S4 |
2,408.75 |
2,459.00 |
2,626.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,681.25 |
2,600.50 |
80.75 |
3.0% |
40.50 |
1.5% |
87% |
True |
False |
245,751 |
| 10 |
2,681.25 |
2,516.75 |
164.50 |
6.2% |
49.75 |
1.9% |
94% |
True |
False |
263,426 |
| 20 |
2,681.25 |
2,516.50 |
164.75 |
6.2% |
46.25 |
1.7% |
94% |
True |
False |
243,181 |
| 40 |
2,681.25 |
2,503.50 |
177.75 |
6.7% |
46.00 |
1.7% |
94% |
True |
False |
234,330 |
| 60 |
2,681.25 |
2,418.25 |
263.00 |
9.8% |
45.50 |
1.7% |
96% |
True |
False |
157,978 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.1% |
43.75 |
1.6% |
78% |
False |
False |
118,500 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
13.8% |
40.00 |
1.5% |
68% |
False |
False |
94,812 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
13.8% |
34.00 |
1.3% |
68% |
False |
False |
79,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.50 |
|
2.618 |
2,852.00 |
|
1.618 |
2,786.75 |
|
1.000 |
2,746.50 |
|
0.618 |
2,721.50 |
|
HIGH |
2,681.25 |
|
0.618 |
2,656.25 |
|
0.500 |
2,648.50 |
|
0.382 |
2,641.00 |
|
LOW |
2,616.00 |
|
0.618 |
2,575.75 |
|
1.000 |
2,550.75 |
|
1.618 |
2,510.50 |
|
2.618 |
2,445.25 |
|
4.250 |
2,338.75 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.50 |
2,661.00 |
| PP |
2,656.00 |
2,651.00 |
| S1 |
2,648.50 |
2,641.00 |
|