| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,220.0 |
2,236.0 |
16.0 |
0.7% |
2,214.0 |
| High |
2,245.0 |
2,238.0 |
-7.0 |
-0.3% |
2,245.0 |
| Low |
2,210.0 |
2,220.0 |
10.0 |
0.5% |
2,194.0 |
| Close |
2,236.0 |
2,237.0 |
1.0 |
0.0% |
2,236.0 |
| Range |
35.0 |
18.0 |
-17.0 |
-48.6% |
51.0 |
| ATR |
44.1 |
42.2 |
-1.9 |
-4.2% |
0.0 |
| Volume |
94 |
86 |
-8 |
-8.5% |
28,648 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.7 |
2,279.3 |
2,246.9 |
|
| R3 |
2,267.7 |
2,261.3 |
2,242.0 |
|
| R2 |
2,249.7 |
2,249.7 |
2,240.3 |
|
| R1 |
2,243.3 |
2,243.3 |
2,238.7 |
2,246.5 |
| PP |
2,231.7 |
2,231.7 |
2,231.7 |
2,233.3 |
| S1 |
2,225.3 |
2,225.3 |
2,235.4 |
2,228.5 |
| S2 |
2,213.7 |
2,213.7 |
2,233.7 |
|
| S3 |
2,195.7 |
2,207.3 |
2,232.1 |
|
| S4 |
2,177.7 |
2,189.3 |
2,227.1 |
|
|
| 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 |
2,200.0 |
45.0 |
2.0% |
28.4 |
1.3% |
82% |
False |
False |
3,697 |
| 10 |
2,312.0 |
2,194.0 |
118.0 |
5.3% |
33.1 |
1.5% |
36% |
False |
False |
10,430 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.5% |
40.3 |
1.8% |
65% |
False |
False |
7,566 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.2% |
42.0 |
1.9% |
75% |
False |
False |
8,391 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.2% |
43.9 |
2.0% |
75% |
False |
False |
5,750 |
| 80 |
2,478.0 |
2,016.0 |
462.0 |
20.7% |
44.4 |
2.0% |
48% |
False |
False |
4,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.5 |
|
2.618 |
2,285.1 |
|
1.618 |
2,267.1 |
|
1.000 |
2,256.0 |
|
0.618 |
2,249.1 |
|
HIGH |
2,238.0 |
|
0.618 |
2,231.1 |
|
0.500 |
2,229.0 |
|
0.382 |
2,226.9 |
|
LOW |
2,220.0 |
|
0.618 |
2,208.9 |
|
1.000 |
2,202.0 |
|
1.618 |
2,190.9 |
|
2.618 |
2,172.9 |
|
4.250 |
2,143.5 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.3 |
2,232.2 |
| PP |
2,231.7 |
2,227.3 |
| S1 |
2,229.0 |
2,222.5 |
|