| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,170.0 |
-30.0 |
-1.4% |
2,236.0 |
| High |
2,200.0 |
2,170.0 |
-30.0 |
-1.4% |
2,292.0 |
| Low |
2,149.0 |
2,115.0 |
-34.0 |
-1.6% |
2,219.0 |
| Close |
2,167.0 |
2,140.0 |
-27.0 |
-1.2% |
2,223.0 |
| Range |
51.0 |
55.0 |
4.0 |
7.8% |
73.0 |
| ATR |
44.6 |
45.3 |
0.7 |
1.7% |
0.0 |
| Volume |
311 |
1,514 |
1,203 |
386.8% |
1,463 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.7 |
2,278.3 |
2,170.3 |
|
| R3 |
2,251.7 |
2,223.3 |
2,155.1 |
|
| R2 |
2,196.7 |
2,196.7 |
2,150.1 |
|
| R1 |
2,168.3 |
2,168.3 |
2,145.0 |
2,155.0 |
| PP |
2,141.7 |
2,141.7 |
2,141.7 |
2,135.0 |
| S1 |
2,113.3 |
2,113.3 |
2,135.0 |
2,100.0 |
| S2 |
2,086.7 |
2,086.7 |
2,129.9 |
|
| S3 |
2,031.7 |
2,058.3 |
2,124.9 |
|
| S4 |
1,976.7 |
2,003.3 |
2,109.8 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.7 |
2,416.3 |
2,263.2 |
|
| R3 |
2,390.7 |
2,343.3 |
2,243.1 |
|
| R2 |
2,317.7 |
2,317.7 |
2,236.4 |
|
| R1 |
2,270.3 |
2,270.3 |
2,229.7 |
2,257.5 |
| PP |
2,244.7 |
2,244.7 |
2,244.7 |
2,238.3 |
| S1 |
2,197.3 |
2,197.3 |
2,216.3 |
2,184.5 |
| S2 |
2,171.7 |
2,171.7 |
2,209.6 |
|
| S3 |
2,098.7 |
2,124.3 |
2,202.9 |
|
| S4 |
2,025.7 |
2,051.3 |
2,182.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,292.0 |
2,115.0 |
177.0 |
8.3% |
46.4 |
2.2% |
14% |
False |
True |
553 |
| 10 |
2,292.0 |
2,115.0 |
177.0 |
8.3% |
36.1 |
1.7% |
14% |
False |
True |
2,157 |
| 20 |
2,312.0 |
2,111.0 |
201.0 |
9.4% |
39.1 |
1.8% |
14% |
False |
False |
6,214 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.8% |
42.9 |
2.0% |
42% |
False |
False |
8,204 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.8% |
44.7 |
2.1% |
42% |
False |
False |
5,769 |
| 80 |
2,424.0 |
2,016.0 |
408.0 |
19.1% |
45.0 |
2.1% |
30% |
False |
False |
4,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,403.8 |
|
2.618 |
2,314.0 |
|
1.618 |
2,259.0 |
|
1.000 |
2,225.0 |
|
0.618 |
2,204.0 |
|
HIGH |
2,170.0 |
|
0.618 |
2,149.0 |
|
0.500 |
2,142.5 |
|
0.382 |
2,136.0 |
|
LOW |
2,115.0 |
|
0.618 |
2,081.0 |
|
1.000 |
2,060.0 |
|
1.618 |
2,026.0 |
|
2.618 |
1,971.0 |
|
4.250 |
1,881.3 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,142.5 |
2,200.0 |
| PP |
2,141.7 |
2,180.0 |
| S1 |
2,140.8 |
2,160.0 |
|