| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,218.0 |
2,220.0 |
2.0 |
0.1% |
2,214.0 |
| High |
2,220.0 |
2,245.0 |
25.0 |
1.1% |
2,245.0 |
| Low |
2,200.0 |
2,210.0 |
10.0 |
0.5% |
2,194.0 |
| Close |
2,211.0 |
2,236.0 |
25.0 |
1.1% |
2,236.0 |
| Range |
20.0 |
35.0 |
15.0 |
75.0% |
51.0 |
| ATR |
44.8 |
44.1 |
-0.7 |
-1.6% |
0.0 |
| Volume |
18,076 |
94 |
-17,982 |
-99.5% |
28,648 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.3 |
2,320.7 |
2,255.3 |
|
| R3 |
2,300.3 |
2,285.7 |
2,245.6 |
|
| R2 |
2,265.3 |
2,265.3 |
2,242.4 |
|
| R1 |
2,250.7 |
2,250.7 |
2,239.2 |
2,258.0 |
| PP |
2,230.3 |
2,230.3 |
2,230.3 |
2,234.0 |
| S1 |
2,215.7 |
2,215.7 |
2,232.8 |
2,223.0 |
| S2 |
2,195.3 |
2,195.3 |
2,229.6 |
|
| S3 |
2,160.3 |
2,180.7 |
2,226.4 |
|
| S4 |
2,125.3 |
2,145.7 |
2,216.8 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.0 |
2,358.0 |
2,264.1 |
|
| R3 |
2,327.0 |
2,307.0 |
2,250.0 |
|
| R2 |
2,276.0 |
2,276.0 |
2,245.4 |
|
| R1 |
2,256.0 |
2,256.0 |
2,240.7 |
2,266.0 |
| PP |
2,225.0 |
2,225.0 |
2,225.0 |
2,230.0 |
| S1 |
2,205.0 |
2,205.0 |
2,231.3 |
2,215.0 |
| S2 |
2,174.0 |
2,174.0 |
2,226.7 |
|
| S3 |
2,123.0 |
2,154.0 |
2,222.0 |
|
| S4 |
2,072.0 |
2,103.0 |
2,208.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,245.0 |
2,194.0 |
51.0 |
2.3% |
30.0 |
1.3% |
82% |
True |
False |
5,729 |
| 10 |
2,312.0 |
2,194.0 |
118.0 |
5.3% |
35.6 |
1.6% |
36% |
False |
False |
10,444 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.5% |
42.9 |
1.9% |
64% |
False |
False |
7,971 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.2% |
42.1 |
1.9% |
74% |
False |
False |
8,398 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.2% |
44.2 |
2.0% |
74% |
False |
False |
5,749 |
| 80 |
2,498.0 |
2,016.0 |
482.0 |
21.6% |
44.6 |
2.0% |
46% |
False |
False |
4,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.8 |
|
2.618 |
2,336.6 |
|
1.618 |
2,301.6 |
|
1.000 |
2,280.0 |
|
0.618 |
2,266.6 |
|
HIGH |
2,245.0 |
|
0.618 |
2,231.6 |
|
0.500 |
2,227.5 |
|
0.382 |
2,223.4 |
|
LOW |
2,210.0 |
|
0.618 |
2,188.4 |
|
1.000 |
2,175.0 |
|
1.618 |
2,153.4 |
|
2.618 |
2,118.4 |
|
4.250 |
2,061.3 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,233.2 |
2,231.5 |
| PP |
2,230.3 |
2,227.0 |
| S1 |
2,227.5 |
2,222.5 |
|