| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,240.0 |
2,305.0 |
65.0 |
2.9% |
2,200.0 |
| High |
2,326.0 |
2,331.0 |
5.0 |
0.2% |
2,326.0 |
| Low |
2,222.0 |
2,295.0 |
73.0 |
3.3% |
2,115.0 |
| Close |
2,283.0 |
2,325.0 |
42.0 |
1.8% |
2,283.0 |
| Range |
104.0 |
36.0 |
-68.0 |
-65.4% |
211.0 |
| ATR |
53.1 |
52.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
4,956 |
7,787 |
2,831 |
57.1% |
123,956 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.0 |
2,411.0 |
2,344.8 |
|
| R3 |
2,389.0 |
2,375.0 |
2,334.9 |
|
| R2 |
2,353.0 |
2,353.0 |
2,331.6 |
|
| R1 |
2,339.0 |
2,339.0 |
2,328.3 |
2,346.0 |
| PP |
2,317.0 |
2,317.0 |
2,317.0 |
2,320.5 |
| S1 |
2,303.0 |
2,303.0 |
2,321.7 |
2,310.0 |
| S2 |
2,281.0 |
2,281.0 |
2,318.4 |
|
| S3 |
2,245.0 |
2,267.0 |
2,315.1 |
|
| S4 |
2,209.0 |
2,231.0 |
2,305.2 |
|
|
| 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 |
2,331.0 |
2,115.0 |
216.0 |
9.3% |
67.8 |
2.9% |
97% |
True |
False |
26,286 |
| 10 |
2,331.0 |
2,115.0 |
216.0 |
9.3% |
54.3 |
2.3% |
97% |
True |
False |
13,312 |
| 20 |
2,331.0 |
2,115.0 |
216.0 |
9.3% |
43.7 |
1.9% |
97% |
True |
False |
11,871 |
| 40 |
2,331.0 |
2,042.0 |
289.0 |
12.4% |
44.9 |
1.9% |
98% |
True |
False |
10,977 |
| 60 |
2,331.0 |
2,016.0 |
315.0 |
13.5% |
45.3 |
1.9% |
98% |
True |
False |
7,916 |
| 80 |
2,331.0 |
2,016.0 |
315.0 |
13.5% |
46.1 |
2.0% |
98% |
True |
False |
5,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.0 |
|
2.618 |
2,425.2 |
|
1.618 |
2,389.2 |
|
1.000 |
2,367.0 |
|
0.618 |
2,353.2 |
|
HIGH |
2,331.0 |
|
0.618 |
2,317.2 |
|
0.500 |
2,313.0 |
|
0.382 |
2,308.8 |
|
LOW |
2,295.0 |
|
0.618 |
2,272.8 |
|
1.000 |
2,259.0 |
|
1.618 |
2,236.8 |
|
2.618 |
2,200.8 |
|
4.250 |
2,142.0 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,321.0 |
2,293.5 |
| PP |
2,317.0 |
2,262.0 |
| S1 |
2,313.0 |
2,230.5 |
|