| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,146.0 |
2,240.0 |
94.0 |
4.4% |
2,200.0 |
| High |
2,238.0 |
2,326.0 |
88.0 |
3.9% |
2,326.0 |
| Low |
2,130.0 |
2,222.0 |
92.0 |
4.3% |
2,115.0 |
| Close |
2,231.0 |
2,283.0 |
52.0 |
2.3% |
2,283.0 |
| Range |
108.0 |
104.0 |
-4.0 |
-3.7% |
211.0 |
| ATR |
49.2 |
53.1 |
3.9 |
8.0% |
0.0 |
| Volume |
13,035 |
4,956 |
-8,079 |
-62.0% |
123,956 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,589.0 |
2,540.0 |
2,340.2 |
|
| R3 |
2,485.0 |
2,436.0 |
2,311.6 |
|
| R2 |
2,381.0 |
2,381.0 |
2,302.1 |
|
| R1 |
2,332.0 |
2,332.0 |
2,292.5 |
2,356.5 |
| PP |
2,277.0 |
2,277.0 |
2,277.0 |
2,289.3 |
| S1 |
2,228.0 |
2,228.0 |
2,273.5 |
2,252.5 |
| S2 |
2,173.0 |
2,173.0 |
2,263.9 |
|
| S3 |
2,069.0 |
2,124.0 |
2,254.4 |
|
| S4 |
1,965.0 |
2,020.0 |
2,225.8 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.3 |
2,789.7 |
2,399.1 |
|
| R3 |
2,663.3 |
2,578.7 |
2,341.0 |
|
| R2 |
2,452.3 |
2,452.3 |
2,321.7 |
|
| R1 |
2,367.7 |
2,367.7 |
2,302.3 |
2,410.0 |
| PP |
2,241.3 |
2,241.3 |
2,241.3 |
2,262.5 |
| S1 |
2,156.7 |
2,156.7 |
2,263.7 |
2,199.0 |
| S2 |
2,030.3 |
2,030.3 |
2,244.3 |
|
| S3 |
1,819.3 |
1,945.7 |
2,225.0 |
|
| S4 |
1,608.3 |
1,734.7 |
2,167.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,326.0 |
2,115.0 |
211.0 |
9.2% |
70.8 |
3.1% |
80% |
True |
False |
24,791 |
| 10 |
2,326.0 |
2,115.0 |
211.0 |
9.2% |
52.5 |
2.3% |
80% |
True |
False |
12,541 |
| 20 |
2,326.0 |
2,115.0 |
211.0 |
9.2% |
44.1 |
1.9% |
80% |
True |
False |
11,492 |
| 40 |
2,326.0 |
2,016.0 |
310.0 |
13.6% |
45.3 |
2.0% |
86% |
True |
False |
10,949 |
| 60 |
2,326.0 |
2,016.0 |
310.0 |
13.6% |
46.1 |
2.0% |
86% |
True |
False |
7,790 |
| 80 |
2,357.0 |
2,016.0 |
341.0 |
14.9% |
46.3 |
2.0% |
78% |
False |
False |
5,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.0 |
|
2.618 |
2,598.3 |
|
1.618 |
2,494.3 |
|
1.000 |
2,430.0 |
|
0.618 |
2,390.3 |
|
HIGH |
2,326.0 |
|
0.618 |
2,286.3 |
|
0.500 |
2,274.0 |
|
0.382 |
2,261.7 |
|
LOW |
2,222.0 |
|
0.618 |
2,157.7 |
|
1.000 |
2,118.0 |
|
1.618 |
2,053.7 |
|
2.618 |
1,949.7 |
|
4.250 |
1,780.0 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.0 |
2,263.8 |
| PP |
2,277.0 |
2,244.7 |
| S1 |
2,274.0 |
2,225.5 |
|