| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,236.0 |
2,241.0 |
5.0 |
0.2% |
2,214.0 |
| High |
2,238.0 |
2,255.0 |
17.0 |
0.8% |
2,245.0 |
| Low |
2,220.0 |
2,228.0 |
8.0 |
0.4% |
2,194.0 |
| Close |
2,237.0 |
2,229.0 |
-8.0 |
-0.4% |
2,236.0 |
| Range |
18.0 |
27.0 |
9.0 |
50.0% |
51.0 |
| ATR |
42.2 |
41.2 |
-1.1 |
-2.6% |
0.0 |
| Volume |
86 |
436 |
350 |
407.0% |
28,648 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.3 |
2,300.7 |
2,243.9 |
|
| R3 |
2,291.3 |
2,273.7 |
2,236.4 |
|
| R2 |
2,264.3 |
2,264.3 |
2,234.0 |
|
| R1 |
2,246.7 |
2,246.7 |
2,231.5 |
2,242.0 |
| PP |
2,237.3 |
2,237.3 |
2,237.3 |
2,235.0 |
| S1 |
2,219.7 |
2,219.7 |
2,226.5 |
2,215.0 |
| S2 |
2,210.3 |
2,210.3 |
2,224.1 |
|
| S3 |
2,183.3 |
2,192.7 |
2,221.6 |
|
| S4 |
2,156.3 |
2,165.7 |
2,214.2 |
|
|
| 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 |
2,255.0 |
2,200.0 |
55.0 |
2.5% |
25.8 |
1.2% |
53% |
True |
False |
3,762 |
| 10 |
2,312.0 |
2,194.0 |
118.0 |
5.3% |
32.8 |
1.5% |
30% |
False |
False |
9,455 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.5% |
38.6 |
1.7% |
61% |
False |
False |
6,581 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
41.8 |
1.9% |
72% |
False |
False |
8,322 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
43.8 |
2.0% |
72% |
False |
False |
5,753 |
| 80 |
2,478.0 |
2,016.0 |
462.0 |
20.7% |
44.7 |
2.0% |
46% |
False |
False |
4,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,369.8 |
|
2.618 |
2,325.7 |
|
1.618 |
2,298.7 |
|
1.000 |
2,282.0 |
|
0.618 |
2,271.7 |
|
HIGH |
2,255.0 |
|
0.618 |
2,244.7 |
|
0.500 |
2,241.5 |
|
0.382 |
2,238.3 |
|
LOW |
2,228.0 |
|
0.618 |
2,211.3 |
|
1.000 |
2,201.0 |
|
1.618 |
2,184.3 |
|
2.618 |
2,157.3 |
|
4.250 |
2,113.3 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.5 |
2,232.5 |
| PP |
2,237.3 |
2,231.3 |
| S1 |
2,233.2 |
2,230.2 |
|