| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,125.0 |
2,146.0 |
21.0 |
1.0% |
2,236.0 |
| High |
2,161.0 |
2,238.0 |
77.0 |
3.6% |
2,292.0 |
| Low |
2,125.0 |
2,130.0 |
5.0 |
0.2% |
2,219.0 |
| Close |
2,139.0 |
2,231.0 |
92.0 |
4.3% |
2,223.0 |
| Range |
36.0 |
108.0 |
72.0 |
200.0% |
73.0 |
| ATR |
44.6 |
49.2 |
4.5 |
10.1% |
0.0 |
| Volume |
104,140 |
13,035 |
-91,105 |
-87.5% |
1,463 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.7 |
2,485.3 |
2,290.4 |
|
| R3 |
2,415.7 |
2,377.3 |
2,260.7 |
|
| R2 |
2,307.7 |
2,307.7 |
2,250.8 |
|
| R1 |
2,269.3 |
2,269.3 |
2,240.9 |
2,288.5 |
| PP |
2,199.7 |
2,199.7 |
2,199.7 |
2,209.3 |
| S1 |
2,161.3 |
2,161.3 |
2,221.1 |
2,180.5 |
| S2 |
2,091.7 |
2,091.7 |
2,211.2 |
|
| S3 |
1,983.7 |
2,053.3 |
2,201.3 |
|
| S4 |
1,875.7 |
1,945.3 |
2,171.6 |
|
|
| 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 |
2,285.0 |
2,115.0 |
170.0 |
7.6% |
63.2 |
2.8% |
68% |
False |
False |
23,943 |
| 10 |
2,292.0 |
2,115.0 |
177.0 |
7.9% |
45.6 |
2.0% |
66% |
False |
False |
12,055 |
| 20 |
2,312.0 |
2,115.0 |
197.0 |
8.8% |
42.3 |
1.9% |
59% |
False |
False |
11,299 |
| 40 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
44.3 |
2.0% |
73% |
False |
False |
10,929 |
| 60 |
2,312.0 |
2,016.0 |
296.0 |
13.3% |
45.1 |
2.0% |
73% |
False |
False |
7,714 |
| 80 |
2,410.0 |
2,016.0 |
394.0 |
17.7% |
45.7 |
2.0% |
55% |
False |
False |
5,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.0 |
|
2.618 |
2,520.7 |
|
1.618 |
2,412.7 |
|
1.000 |
2,346.0 |
|
0.618 |
2,304.7 |
|
HIGH |
2,238.0 |
|
0.618 |
2,196.7 |
|
0.500 |
2,184.0 |
|
0.382 |
2,171.3 |
|
LOW |
2,130.0 |
|
0.618 |
2,063.3 |
|
1.000 |
2,022.0 |
|
1.618 |
1,955.3 |
|
2.618 |
1,847.3 |
|
4.250 |
1,671.0 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.3 |
2,212.8 |
| PP |
2,199.7 |
2,194.7 |
| S1 |
2,184.0 |
2,176.5 |
|