| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,580.1 |
1,584.7 |
4.6 |
0.3% |
1,598.2 |
| High |
1,588.5 |
1,614.5 |
26.0 |
1.6% |
1,603.3 |
| Low |
1,572.7 |
1,582.6 |
9.9 |
0.6% |
1,572.0 |
| Close |
1,580.8 |
1,612.7 |
31.9 |
2.0% |
1,587.4 |
| Range |
15.8 |
31.9 |
16.1 |
101.9% |
31.3 |
| ATR |
23.8 |
24.5 |
0.7 |
3.0% |
0.0 |
| Volume |
20,568 |
33,476 |
12,908 |
62.8% |
62,479 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,699.0 |
1,687.7 |
1,630.2 |
|
| R3 |
1,667.1 |
1,655.8 |
1,621.5 |
|
| R2 |
1,635.2 |
1,635.2 |
1,618.5 |
|
| R1 |
1,623.9 |
1,623.9 |
1,615.6 |
1,629.6 |
| PP |
1,603.3 |
1,603.3 |
1,603.3 |
1,606.1 |
| S1 |
1,592.0 |
1,592.0 |
1,609.8 |
1,597.7 |
| S2 |
1,571.4 |
1,571.4 |
1,606.9 |
|
| S3 |
1,539.5 |
1,560.1 |
1,603.9 |
|
| S4 |
1,507.6 |
1,528.2 |
1,595.2 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.5 |
1,665.7 |
1,604.6 |
|
| R3 |
1,650.2 |
1,634.4 |
1,596.0 |
|
| R2 |
1,618.9 |
1,618.9 |
1,593.1 |
|
| R1 |
1,603.1 |
1,603.1 |
1,590.3 |
1,595.4 |
| PP |
1,587.6 |
1,587.6 |
1,587.6 |
1,583.7 |
| S1 |
1,571.8 |
1,571.8 |
1,584.5 |
1,564.1 |
| S2 |
1,556.3 |
1,556.3 |
1,581.7 |
|
| S3 |
1,525.0 |
1,540.5 |
1,578.8 |
|
| S4 |
1,493.7 |
1,509.2 |
1,570.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,614.5 |
1,566.8 |
47.7 |
3.0% |
20.1 |
1.2% |
96% |
True |
False |
19,719 |
| 10 |
1,614.5 |
1,559.5 |
55.0 |
3.4% |
21.4 |
1.3% |
97% |
True |
False |
17,847 |
| 20 |
1,630.1 |
1,552.0 |
78.1 |
4.8% |
24.4 |
1.5% |
78% |
False |
False |
13,651 |
| 40 |
1,646.4 |
1,537.3 |
109.1 |
6.8% |
26.1 |
1.6% |
69% |
False |
False |
9,094 |
| 60 |
1,678.6 |
1,535.4 |
143.2 |
8.9% |
25.4 |
1.6% |
54% |
False |
False |
7,991 |
| 80 |
1,691.6 |
1,535.4 |
156.2 |
9.7% |
24.0 |
1.5% |
49% |
False |
False |
6,600 |
| 100 |
1,726.7 |
1,535.4 |
191.3 |
11.9% |
24.1 |
1.5% |
40% |
False |
False |
5,756 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.5% |
24.7 |
1.5% |
29% |
False |
False |
5,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,750.1 |
|
2.618 |
1,698.0 |
|
1.618 |
1,666.1 |
|
1.000 |
1,646.4 |
|
0.618 |
1,634.2 |
|
HIGH |
1,614.5 |
|
0.618 |
1,602.3 |
|
0.500 |
1,598.6 |
|
0.382 |
1,594.8 |
|
LOW |
1,582.6 |
|
0.618 |
1,562.9 |
|
1.000 |
1,550.7 |
|
1.618 |
1,531.0 |
|
2.618 |
1,499.1 |
|
4.250 |
1,447.0 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,608.0 |
1,605.4 |
| PP |
1,603.3 |
1,598.0 |
| S1 |
1,598.6 |
1,590.7 |
|