| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,333.0 |
2,312.0 |
-21.0 |
-0.9% |
2,200.0 |
| High |
2,339.0 |
2,327.0 |
-12.0 |
-0.5% |
2,326.0 |
| Low |
2,306.0 |
2,310.0 |
4.0 |
0.2% |
2,115.0 |
| Close |
2,315.0 |
2,321.0 |
6.0 |
0.3% |
2,283.0 |
| Range |
33.0 |
17.0 |
-16.0 |
-48.5% |
211.0 |
| ATR |
51.3 |
48.9 |
-2.5 |
-4.8% |
0.0 |
| Volume |
1,861 |
88 |
-1,773 |
-95.3% |
123,956 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.3 |
2,362.7 |
2,330.4 |
|
| R3 |
2,353.3 |
2,345.7 |
2,325.7 |
|
| R2 |
2,336.3 |
2,336.3 |
2,324.1 |
|
| R1 |
2,328.7 |
2,328.7 |
2,322.6 |
2,332.5 |
| PP |
2,319.3 |
2,319.3 |
2,319.3 |
2,321.3 |
| S1 |
2,311.7 |
2,311.7 |
2,319.4 |
2,315.5 |
| S2 |
2,302.3 |
2,302.3 |
2,317.9 |
|
| S3 |
2,285.3 |
2,294.7 |
2,316.3 |
|
| S4 |
2,268.3 |
2,277.7 |
2,311.7 |
|
|
| 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 |
2,130.0 |
209.0 |
9.0% |
59.6 |
2.6% |
91% |
False |
False |
5,545 |
| 10 |
2,339.0 |
2,115.0 |
224.0 |
9.7% |
52.8 |
2.3% |
92% |
False |
False |
13,454 |
| 20 |
2,339.0 |
2,115.0 |
224.0 |
9.7% |
43.8 |
1.9% |
92% |
False |
False |
10,728 |
| 40 |
2,339.0 |
2,087.0 |
252.0 |
10.9% |
44.2 |
1.9% |
93% |
False |
False |
10,777 |
| 60 |
2,339.0 |
2,016.0 |
323.0 |
13.9% |
44.4 |
1.9% |
94% |
False |
False |
7,925 |
| 80 |
2,339.0 |
2,016.0 |
323.0 |
13.9% |
45.3 |
2.0% |
94% |
False |
False |
6,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,399.3 |
|
2.618 |
2,371.5 |
|
1.618 |
2,354.5 |
|
1.000 |
2,344.0 |
|
0.618 |
2,337.5 |
|
HIGH |
2,327.0 |
|
0.618 |
2,320.5 |
|
0.500 |
2,318.5 |
|
0.382 |
2,316.5 |
|
LOW |
2,310.0 |
|
0.618 |
2,299.5 |
|
1.000 |
2,293.0 |
|
1.618 |
2,282.5 |
|
2.618 |
2,265.5 |
|
4.250 |
2,237.8 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.2 |
2,319.7 |
| PP |
2,319.3 |
2,318.3 |
| S1 |
2,318.5 |
2,317.0 |
|