| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,170.0 |
2,125.0 |
-45.0 |
-2.1% |
2,236.0 |
| High |
2,170.0 |
2,161.0 |
-9.0 |
-0.4% |
2,292.0 |
| Low |
2,115.0 |
2,125.0 |
10.0 |
0.5% |
2,219.0 |
| Close |
2,140.0 |
2,139.0 |
-1.0 |
0.0% |
2,223.0 |
| Range |
55.0 |
36.0 |
-19.0 |
-34.5% |
73.0 |
| ATR |
45.3 |
44.6 |
-0.7 |
-1.5% |
0.0 |
| Volume |
1,514 |
104,140 |
102,626 |
6,778.5% |
1,463 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.7 |
2,230.3 |
2,158.8 |
|
| R3 |
2,213.7 |
2,194.3 |
2,148.9 |
|
| R2 |
2,177.7 |
2,177.7 |
2,145.6 |
|
| R1 |
2,158.3 |
2,158.3 |
2,142.3 |
2,168.0 |
| PP |
2,141.7 |
2,141.7 |
2,141.7 |
2,146.5 |
| S1 |
2,122.3 |
2,122.3 |
2,135.7 |
2,132.0 |
| S2 |
2,105.7 |
2,105.7 |
2,132.4 |
|
| S3 |
2,069.7 |
2,086.3 |
2,129.1 |
|
| S4 |
2,033.7 |
2,050.3 |
2,119.2 |
|
|
| 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% |
46.0 |
2.2% |
14% |
False |
False |
21,364 |
| 10 |
2,292.0 |
2,115.0 |
177.0 |
8.3% |
36.8 |
1.7% |
14% |
False |
False |
12,559 |
| 20 |
2,312.0 |
2,114.0 |
198.0 |
9.3% |
38.8 |
1.8% |
13% |
False |
False |
10,654 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.8% |
42.5 |
2.0% |
42% |
False |
False |
10,688 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.8% |
44.2 |
2.1% |
42% |
False |
False |
7,501 |
| 80 |
2,424.0 |
2,016.0 |
408.0 |
19.1% |
45.1 |
2.1% |
30% |
False |
False |
5,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,314.0 |
|
2.618 |
2,255.2 |
|
1.618 |
2,219.2 |
|
1.000 |
2,197.0 |
|
0.618 |
2,183.2 |
|
HIGH |
2,161.0 |
|
0.618 |
2,147.2 |
|
0.500 |
2,143.0 |
|
0.382 |
2,138.8 |
|
LOW |
2,125.0 |
|
0.618 |
2,102.8 |
|
1.000 |
2,089.0 |
|
1.618 |
2,066.8 |
|
2.618 |
2,030.8 |
|
4.250 |
1,972.0 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.0 |
2,157.5 |
| PP |
2,141.7 |
2,151.3 |
| S1 |
2,140.3 |
2,145.2 |
|