| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,584.9 |
1,578.1 |
-6.8 |
-0.4% |
1,592.6 |
| High |
1,584.9 |
1,585.9 |
1.0 |
0.1% |
1,600.1 |
| Low |
1,564.5 |
1,570.4 |
5.9 |
0.4% |
1,570.0 |
| Close |
1,579.7 |
1,578.5 |
-1.2 |
-0.1% |
1,585.0 |
| Range |
20.4 |
15.5 |
-4.9 |
-24.0% |
30.1 |
| ATR |
24.1 |
23.5 |
-0.6 |
-2.5% |
0.0 |
| Volume |
7,063 |
6,029 |
-1,034 |
-14.6% |
12,135 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.8 |
1,617.1 |
1,587.0 |
|
| R3 |
1,609.3 |
1,601.6 |
1,582.8 |
|
| R2 |
1,593.8 |
1,593.8 |
1,581.3 |
|
| R1 |
1,586.1 |
1,586.1 |
1,579.9 |
1,590.0 |
| PP |
1,578.3 |
1,578.3 |
1,578.3 |
1,580.2 |
| S1 |
1,570.6 |
1,570.6 |
1,577.1 |
1,574.5 |
| S2 |
1,562.8 |
1,562.8 |
1,575.7 |
|
| S3 |
1,547.3 |
1,555.1 |
1,574.2 |
|
| S4 |
1,531.8 |
1,539.6 |
1,570.0 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.3 |
1,660.3 |
1,601.6 |
|
| R3 |
1,645.2 |
1,630.2 |
1,593.3 |
|
| R2 |
1,615.1 |
1,615.1 |
1,590.5 |
|
| R1 |
1,600.1 |
1,600.1 |
1,587.8 |
1,592.6 |
| PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,581.3 |
| S1 |
1,570.0 |
1,570.0 |
1,582.2 |
1,562.5 |
| S2 |
1,554.9 |
1,554.9 |
1,579.5 |
|
| S3 |
1,524.8 |
1,539.9 |
1,576.7 |
|
| S4 |
1,494.7 |
1,509.8 |
1,568.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,593.2 |
1,564.5 |
28.7 |
1.8% |
17.0 |
1.1% |
49% |
False |
False |
4,442 |
| 10 |
1,600.1 |
1,557.0 |
43.1 |
2.7% |
19.6 |
1.2% |
50% |
False |
False |
3,971 |
| 20 |
1,626.9 |
1,550.0 |
76.9 |
4.9% |
23.5 |
1.5% |
37% |
False |
False |
3,221 |
| 40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
25.5 |
1.6% |
40% |
False |
False |
2,501 |
| 60 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
24.1 |
1.5% |
32% |
False |
False |
2,175 |
| 80 |
1,686.3 |
1,534.3 |
152.0 |
9.6% |
22.5 |
1.4% |
29% |
False |
False |
1,855 |
| 100 |
1,731.2 |
1,534.3 |
196.9 |
12.5% |
21.8 |
1.4% |
22% |
False |
False |
1,630 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
21.0 |
1.3% |
17% |
False |
False |
1,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,651.8 |
|
2.618 |
1,626.5 |
|
1.618 |
1,611.0 |
|
1.000 |
1,601.4 |
|
0.618 |
1,595.5 |
|
HIGH |
1,585.9 |
|
0.618 |
1,580.0 |
|
0.500 |
1,578.2 |
|
0.382 |
1,576.3 |
|
LOW |
1,570.4 |
|
0.618 |
1,560.8 |
|
1.000 |
1,554.9 |
|
1.618 |
1,545.3 |
|
2.618 |
1,529.8 |
|
4.250 |
1,504.5 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,578.4 |
1,577.9 |
| PP |
1,578.3 |
1,577.3 |
| S1 |
1,578.2 |
1,576.7 |
|