| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,305.0 |
2,333.0 |
28.0 |
1.2% |
2,200.0 |
| High |
2,331.0 |
2,339.0 |
8.0 |
0.3% |
2,326.0 |
| Low |
2,295.0 |
2,306.0 |
11.0 |
0.5% |
2,115.0 |
| Close |
2,325.0 |
2,315.0 |
-10.0 |
-0.4% |
2,283.0 |
| Range |
36.0 |
33.0 |
-3.0 |
-8.3% |
211.0 |
| ATR |
52.7 |
51.3 |
-1.4 |
-2.7% |
0.0 |
| Volume |
7,787 |
1,861 |
-5,926 |
-76.1% |
123,956 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.0 |
2,400.0 |
2,333.2 |
|
| R3 |
2,386.0 |
2,367.0 |
2,324.1 |
|
| R2 |
2,353.0 |
2,353.0 |
2,321.1 |
|
| R1 |
2,334.0 |
2,334.0 |
2,318.0 |
2,327.0 |
| PP |
2,320.0 |
2,320.0 |
2,320.0 |
2,316.5 |
| S1 |
2,301.0 |
2,301.0 |
2,312.0 |
2,294.0 |
| S2 |
2,287.0 |
2,287.0 |
2,309.0 |
|
| S3 |
2,254.0 |
2,268.0 |
2,305.9 |
|
| S4 |
2,221.0 |
2,235.0 |
2,296.9 |
|
|
| 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 |
2,339.0 |
2,125.0 |
214.0 |
9.2% |
63.4 |
2.7% |
89% |
True |
False |
26,355 |
| 10 |
2,339.0 |
2,115.0 |
224.0 |
9.7% |
54.9 |
2.4% |
89% |
True |
False |
13,454 |
| 20 |
2,339.0 |
2,115.0 |
224.0 |
9.7% |
43.9 |
1.9% |
89% |
True |
False |
11,455 |
| 40 |
2,339.0 |
2,074.0 |
265.0 |
11.4% |
45.0 |
1.9% |
91% |
True |
False |
10,940 |
| 60 |
2,339.0 |
2,016.0 |
323.0 |
14.0% |
45.0 |
1.9% |
93% |
True |
False |
7,925 |
| 80 |
2,339.0 |
2,016.0 |
323.0 |
14.0% |
46.0 |
2.0% |
93% |
True |
False |
6,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.3 |
|
2.618 |
2,425.4 |
|
1.618 |
2,392.4 |
|
1.000 |
2,372.0 |
|
0.618 |
2,359.4 |
|
HIGH |
2,339.0 |
|
0.618 |
2,326.4 |
|
0.500 |
2,322.5 |
|
0.382 |
2,318.6 |
|
LOW |
2,306.0 |
|
0.618 |
2,285.6 |
|
1.000 |
2,273.0 |
|
1.618 |
2,252.6 |
|
2.618 |
2,219.6 |
|
4.250 |
2,165.8 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,322.5 |
2,303.5 |
| PP |
2,320.0 |
2,292.0 |
| S1 |
2,317.5 |
2,280.5 |
|