| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,584.0 |
1,606.1 |
22.1 |
1.4% |
1,592.6 |
| High |
1,612.2 |
1,622.9 |
10.7 |
0.7% |
1,600.1 |
| Low |
1,581.0 |
1,602.7 |
21.7 |
1.4% |
1,570.0 |
| Close |
1,610.3 |
1,617.4 |
7.1 |
0.4% |
1,585.0 |
| Range |
31.2 |
20.2 |
-11.0 |
-35.3% |
30.1 |
| ATR |
24.2 |
23.9 |
-0.3 |
-1.2% |
0.0 |
| Volume |
7,338 |
10,057 |
2,719 |
37.1% |
12,135 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,674.9 |
1,666.4 |
1,628.5 |
|
| R3 |
1,654.7 |
1,646.2 |
1,623.0 |
|
| R2 |
1,634.5 |
1,634.5 |
1,621.1 |
|
| R1 |
1,626.0 |
1,626.0 |
1,619.3 |
1,630.3 |
| PP |
1,614.3 |
1,614.3 |
1,614.3 |
1,616.5 |
| S1 |
1,605.8 |
1,605.8 |
1,615.5 |
1,610.1 |
| S2 |
1,594.1 |
1,594.1 |
1,613.7 |
|
| S3 |
1,573.9 |
1,585.6 |
1,611.8 |
|
| S4 |
1,553.7 |
1,565.4 |
1,606.3 |
|
|
| 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 |
1,622.9 |
1,564.5 |
58.4 |
3.6% |
20.3 |
1.3% |
91% |
True |
False |
6,957 |
| 10 |
1,622.9 |
1,564.5 |
58.4 |
3.6% |
20.8 |
1.3% |
91% |
True |
False |
4,647 |
| 20 |
1,626.9 |
1,550.0 |
76.9 |
4.8% |
24.2 |
1.5% |
88% |
False |
False |
3,892 |
| 40 |
1,644.0 |
1,548.3 |
95.7 |
5.9% |
24.9 |
1.5% |
72% |
False |
False |
2,811 |
| 60 |
1,664.0 |
1,534.3 |
129.7 |
8.0% |
24.5 |
1.5% |
64% |
False |
False |
2,429 |
| 80 |
1,686.3 |
1,534.3 |
152.0 |
9.4% |
22.9 |
1.4% |
55% |
False |
False |
2,060 |
| 100 |
1,719.4 |
1,534.3 |
185.1 |
11.4% |
22.0 |
1.4% |
45% |
False |
False |
1,784 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.1 |
1.3% |
31% |
False |
False |
1,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,708.8 |
|
2.618 |
1,675.8 |
|
1.618 |
1,655.6 |
|
1.000 |
1,643.1 |
|
0.618 |
1,635.4 |
|
HIGH |
1,622.9 |
|
0.618 |
1,615.2 |
|
0.500 |
1,612.8 |
|
0.382 |
1,610.4 |
|
LOW |
1,602.7 |
|
0.618 |
1,590.2 |
|
1.000 |
1,582.5 |
|
1.618 |
1,570.0 |
|
2.618 |
1,549.8 |
|
4.250 |
1,516.9 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,615.9 |
1,610.5 |
| PP |
1,614.3 |
1,603.6 |
| S1 |
1,612.8 |
1,596.7 |
|