| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,312.0 |
2,334.0 |
22.0 |
1.0% |
2,200.0 |
| High |
2,327.0 |
2,361.0 |
34.0 |
1.5% |
2,326.0 |
| Low |
2,310.0 |
2,235.0 |
-75.0 |
-3.2% |
2,115.0 |
| Close |
2,321.0 |
2,253.0 |
-68.0 |
-2.9% |
2,283.0 |
| Range |
17.0 |
126.0 |
109.0 |
641.2% |
211.0 |
| ATR |
48.9 |
54.4 |
5.5 |
11.3% |
0.0 |
| Volume |
88 |
419 |
331 |
376.1% |
123,956 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,661.0 |
2,583.0 |
2,322.3 |
|
| R3 |
2,535.0 |
2,457.0 |
2,287.7 |
|
| R2 |
2,409.0 |
2,409.0 |
2,276.1 |
|
| R1 |
2,331.0 |
2,331.0 |
2,264.6 |
2,307.0 |
| PP |
2,283.0 |
2,283.0 |
2,283.0 |
2,271.0 |
| S1 |
2,205.0 |
2,205.0 |
2,241.5 |
2,181.0 |
| S2 |
2,157.0 |
2,157.0 |
2,229.9 |
|
| S3 |
2,031.0 |
2,079.0 |
2,218.4 |
|
| S4 |
1,905.0 |
1,953.0 |
2,183.7 |
|
|
| 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 |
2,361.0 |
2,222.0 |
139.0 |
6.2% |
63.2 |
2.8% |
22% |
True |
False |
3,022 |
| 10 |
2,361.0 |
2,115.0 |
246.0 |
10.9% |
63.2 |
2.8% |
56% |
True |
False |
13,482 |
| 20 |
2,361.0 |
2,115.0 |
246.0 |
10.9% |
46.8 |
2.1% |
56% |
True |
False |
8,228 |
| 40 |
2,361.0 |
2,087.0 |
274.0 |
12.2% |
46.4 |
2.1% |
61% |
True |
False |
10,323 |
| 60 |
2,361.0 |
2,016.0 |
345.0 |
15.3% |
45.6 |
2.0% |
69% |
True |
False |
7,929 |
| 80 |
2,361.0 |
2,016.0 |
345.0 |
15.3% |
46.3 |
2.1% |
69% |
True |
False |
6,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,896.5 |
|
2.618 |
2,690.9 |
|
1.618 |
2,564.9 |
|
1.000 |
2,487.0 |
|
0.618 |
2,438.9 |
|
HIGH |
2,361.0 |
|
0.618 |
2,312.9 |
|
0.500 |
2,298.0 |
|
0.382 |
2,283.1 |
|
LOW |
2,235.0 |
|
0.618 |
2,157.1 |
|
1.000 |
2,109.0 |
|
1.618 |
2,031.1 |
|
2.618 |
1,905.1 |
|
4.250 |
1,699.5 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,298.0 |
2,298.0 |
| PP |
2,283.0 |
2,283.0 |
| S1 |
2,268.0 |
2,268.0 |
|