| 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 |
1,620.5 |
1,627.5 |
7.0 |
0.4% |
1,587.3 |
| High |
1,633.3 |
1,630.0 |
-3.3 |
-0.2% |
1,633.3 |
| Low |
1,615.4 |
1,617.6 |
2.2 |
0.1% |
1,566.8 |
| Close |
1,622.7 |
1,624.0 |
1.3 |
0.1% |
1,622.7 |
| Range |
17.9 |
12.4 |
-5.5 |
-30.7% |
66.5 |
| ATR |
23.8 |
23.0 |
-0.8 |
-3.4% |
0.0 |
| Volume |
64,146 |
118,267 |
54,121 |
84.4% |
191,041 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,661.1 |
1,654.9 |
1,630.8 |
|
| R3 |
1,648.7 |
1,642.5 |
1,627.4 |
|
| R2 |
1,636.3 |
1,636.3 |
1,626.3 |
|
| R1 |
1,630.1 |
1,630.1 |
1,625.1 |
1,627.0 |
| PP |
1,623.9 |
1,623.9 |
1,623.9 |
1,622.3 |
| S1 |
1,617.7 |
1,617.7 |
1,622.9 |
1,614.6 |
| S2 |
1,611.5 |
1,611.5 |
1,621.7 |
|
| S3 |
1,599.1 |
1,605.3 |
1,620.6 |
|
| S4 |
1,586.7 |
1,592.9 |
1,617.2 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,807.1 |
1,781.4 |
1,659.3 |
|
| R3 |
1,740.6 |
1,714.9 |
1,641.0 |
|
| R2 |
1,674.1 |
1,674.1 |
1,634.9 |
|
| R1 |
1,648.4 |
1,648.4 |
1,628.8 |
1,661.3 |
| PP |
1,607.6 |
1,607.6 |
1,607.6 |
1,614.0 |
| S1 |
1,581.9 |
1,581.9 |
1,616.6 |
1,594.8 |
| S2 |
1,541.1 |
1,541.1 |
1,610.5 |
|
| S3 |
1,474.6 |
1,515.4 |
1,604.4 |
|
| S4 |
1,408.1 |
1,448.9 |
1,586.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,633.3 |
1,572.7 |
60.6 |
3.7% |
19.9 |
1.2% |
85% |
False |
False |
59,043 |
| 10 |
1,633.3 |
1,566.8 |
66.5 |
4.1% |
19.7 |
1.2% |
86% |
False |
False |
35,862 |
| 20 |
1,633.3 |
1,559.5 |
73.8 |
4.5% |
21.8 |
1.3% |
87% |
False |
False |
24,955 |
| 40 |
1,646.4 |
1,552.0 |
94.4 |
5.8% |
23.8 |
1.5% |
76% |
False |
False |
14,287 |
| 60 |
1,652.7 |
1,535.4 |
117.3 |
7.2% |
25.5 |
1.6% |
76% |
False |
False |
11,759 |
| 80 |
1,687.4 |
1,535.4 |
152.0 |
9.4% |
23.5 |
1.4% |
58% |
False |
False |
9,530 |
| 100 |
1,725.2 |
1,535.4 |
189.8 |
11.7% |
23.9 |
1.5% |
47% |
False |
False |
8,083 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.3% |
24.3 |
1.5% |
33% |
False |
False |
7,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,682.7 |
|
2.618 |
1,662.5 |
|
1.618 |
1,650.1 |
|
1.000 |
1,642.4 |
|
0.618 |
1,637.7 |
|
HIGH |
1,630.0 |
|
0.618 |
1,625.3 |
|
0.500 |
1,623.8 |
|
0.382 |
1,622.3 |
|
LOW |
1,617.6 |
|
0.618 |
1,609.9 |
|
1.000 |
1,605.2 |
|
1.618 |
1,597.5 |
|
2.618 |
1,585.1 |
|
4.250 |
1,564.9 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,623.9 |
1,622.4 |
| PP |
1,623.9 |
1,620.7 |
| S1 |
1,623.8 |
1,619.1 |
|