| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,617.3 |
1,626.5 |
9.2 |
0.6% |
1,584.9 |
| High |
1,630.6 |
1,627.5 |
-3.1 |
-0.2% |
1,630.6 |
| Low |
1,613.2 |
1,615.3 |
2.1 |
0.1% |
1,564.5 |
| Close |
1,620.3 |
1,621.7 |
1.4 |
0.1% |
1,620.3 |
| Range |
17.4 |
12.2 |
-5.2 |
-29.9% |
66.1 |
| ATR |
23.5 |
22.7 |
-0.8 |
-3.4% |
0.0 |
| Volume |
14,327 |
5,112 |
-9,215 |
-64.3% |
44,814 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,658.1 |
1,652.1 |
1,628.4 |
|
| R3 |
1,645.9 |
1,639.9 |
1,625.1 |
|
| R2 |
1,633.7 |
1,633.7 |
1,623.9 |
|
| R1 |
1,627.7 |
1,627.7 |
1,622.8 |
1,624.6 |
| PP |
1,621.5 |
1,621.5 |
1,621.5 |
1,620.0 |
| S1 |
1,615.5 |
1,615.5 |
1,620.6 |
1,612.4 |
| S2 |
1,609.3 |
1,609.3 |
1,619.5 |
|
| S3 |
1,597.1 |
1,603.3 |
1,618.3 |
|
| S4 |
1,584.9 |
1,591.1 |
1,615.0 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.4 |
1,778.0 |
1,656.7 |
|
| R3 |
1,737.3 |
1,711.9 |
1,638.5 |
|
| R2 |
1,671.2 |
1,671.2 |
1,632.4 |
|
| R1 |
1,645.8 |
1,645.8 |
1,626.4 |
1,658.5 |
| PP |
1,605.1 |
1,605.1 |
1,605.1 |
1,611.5 |
| S1 |
1,579.7 |
1,579.7 |
1,614.2 |
1,592.4 |
| S2 |
1,539.0 |
1,539.0 |
1,608.2 |
|
| S3 |
1,472.9 |
1,513.6 |
1,602.1 |
|
| S4 |
1,406.8 |
1,447.5 |
1,583.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,630.6 |
1,570.4 |
60.2 |
3.7% |
19.3 |
1.2% |
85% |
False |
False |
8,572 |
| 10 |
1,630.6 |
1,564.5 |
66.1 |
4.1% |
19.3 |
1.2% |
87% |
False |
False |
6,125 |
| 20 |
1,630.6 |
1,557.0 |
73.6 |
4.5% |
21.5 |
1.3% |
88% |
False |
False |
4,652 |
| 40 |
1,644.0 |
1,550.0 |
94.0 |
5.8% |
23.1 |
1.4% |
76% |
False |
False |
3,121 |
| 60 |
1,649.8 |
1,534.3 |
115.5 |
7.1% |
24.4 |
1.5% |
76% |
False |
False |
2,695 |
| 80 |
1,685.3 |
1,534.3 |
151.0 |
9.3% |
22.4 |
1.4% |
58% |
False |
False |
2,293 |
| 100 |
1,719.4 |
1,534.3 |
185.1 |
11.4% |
22.0 |
1.4% |
47% |
False |
False |
1,946 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.4% |
21.0 |
1.3% |
33% |
False |
False |
1,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.4 |
|
2.618 |
1,659.4 |
|
1.618 |
1,647.2 |
|
1.000 |
1,639.7 |
|
0.618 |
1,635.0 |
|
HIGH |
1,627.5 |
|
0.618 |
1,622.8 |
|
0.500 |
1,621.4 |
|
0.382 |
1,620.0 |
|
LOW |
1,615.3 |
|
0.618 |
1,607.8 |
|
1.000 |
1,603.1 |
|
1.618 |
1,595.6 |
|
2.618 |
1,583.4 |
|
4.250 |
1,563.5 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.6 |
1,620.0 |
| PP |
1,621.5 |
1,618.3 |
| S1 |
1,621.4 |
1,616.7 |
|