| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,241.0 |
2,241.0 |
0.0 |
0.0% |
2,214.0 |
| High |
2,255.0 |
2,274.0 |
19.0 |
0.8% |
2,245.0 |
| Low |
2,228.0 |
2,236.0 |
8.0 |
0.4% |
2,194.0 |
| Close |
2,229.0 |
2,264.0 |
35.0 |
1.6% |
2,236.0 |
| Range |
27.0 |
38.0 |
11.0 |
40.7% |
51.0 |
| ATR |
41.2 |
41.4 |
0.3 |
0.7% |
0.0 |
| Volume |
436 |
84 |
-352 |
-80.7% |
28,648 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,372.0 |
2,356.0 |
2,284.9 |
|
| R3 |
2,334.0 |
2,318.0 |
2,274.5 |
|
| R2 |
2,296.0 |
2,296.0 |
2,271.0 |
|
| R1 |
2,280.0 |
2,280.0 |
2,267.5 |
2,288.0 |
| PP |
2,258.0 |
2,258.0 |
2,258.0 |
2,262.0 |
| S1 |
2,242.0 |
2,242.0 |
2,260.5 |
2,250.0 |
| S2 |
2,220.0 |
2,220.0 |
2,257.0 |
|
| S3 |
2,182.0 |
2,204.0 |
2,253.6 |
|
| S4 |
2,144.0 |
2,166.0 |
2,243.1 |
|
|
| 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 |
2,274.0 |
2,200.0 |
74.0 |
3.3% |
27.6 |
1.2% |
86% |
True |
False |
3,755 |
| 10 |
2,312.0 |
2,194.0 |
118.0 |
5.2% |
34.8 |
1.5% |
59% |
False |
False |
8,001 |
| 20 |
2,312.0 |
2,100.0 |
212.0 |
9.4% |
39.3 |
1.7% |
77% |
False |
False |
6,572 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.1% |
41.7 |
1.8% |
84% |
False |
False |
8,288 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.1% |
43.8 |
1.9% |
84% |
False |
False |
5,749 |
| 80 |
2,478.0 |
2,016.0 |
462.0 |
20.4% |
44.8 |
2.0% |
54% |
False |
False |
4,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.5 |
|
2.618 |
2,373.5 |
|
1.618 |
2,335.5 |
|
1.000 |
2,312.0 |
|
0.618 |
2,297.5 |
|
HIGH |
2,274.0 |
|
0.618 |
2,259.5 |
|
0.500 |
2,255.0 |
|
0.382 |
2,250.5 |
|
LOW |
2,236.0 |
|
0.618 |
2,212.5 |
|
1.000 |
2,198.0 |
|
1.618 |
2,174.5 |
|
2.618 |
2,136.5 |
|
4.250 |
2,074.5 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,261.0 |
2,258.3 |
| PP |
2,258.0 |
2,252.7 |
| S1 |
2,255.0 |
2,247.0 |
|