| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,334.0 |
2,247.0 |
-87.0 |
-3.7% |
2,305.0 |
| High |
2,361.0 |
2,361.0 |
0.0 |
0.0% |
2,361.0 |
| Low |
2,235.0 |
2,247.0 |
12.0 |
0.5% |
2,235.0 |
| Close |
2,253.0 |
2,354.0 |
101.0 |
4.5% |
2,354.0 |
| Range |
126.0 |
114.0 |
-12.0 |
-9.5% |
126.0 |
| ATR |
54.4 |
58.6 |
4.3 |
7.8% |
0.0 |
| Volume |
419 |
534 |
115 |
27.4% |
10,689 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,662.7 |
2,622.3 |
2,416.7 |
|
| R3 |
2,548.7 |
2,508.3 |
2,385.4 |
|
| R2 |
2,434.7 |
2,434.7 |
2,374.9 |
|
| R1 |
2,394.3 |
2,394.3 |
2,364.5 |
2,414.5 |
| PP |
2,320.7 |
2,320.7 |
2,320.7 |
2,330.8 |
| S1 |
2,280.3 |
2,280.3 |
2,343.6 |
2,300.5 |
| S2 |
2,206.7 |
2,206.7 |
2,333.1 |
|
| S3 |
2,092.7 |
2,166.3 |
2,322.7 |
|
| S4 |
1,978.7 |
2,052.3 |
2,291.3 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.7 |
2,650.3 |
2,423.3 |
|
| R3 |
2,568.7 |
2,524.3 |
2,388.7 |
|
| R2 |
2,442.7 |
2,442.7 |
2,377.1 |
|
| R1 |
2,398.3 |
2,398.3 |
2,365.6 |
2,420.5 |
| PP |
2,316.7 |
2,316.7 |
2,316.7 |
2,327.8 |
| S1 |
2,272.3 |
2,272.3 |
2,342.5 |
2,294.5 |
| S2 |
2,190.7 |
2,190.7 |
2,330.9 |
|
| S3 |
2,064.7 |
2,146.3 |
2,319.4 |
|
| S4 |
1,938.7 |
2,020.3 |
2,284.7 |
|
|
| 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 |
2,235.0 |
126.0 |
5.4% |
65.2 |
2.8% |
94% |
True |
False |
2,137 |
| 10 |
2,361.0 |
2,115.0 |
246.0 |
10.5% |
68.0 |
2.9% |
97% |
True |
False |
13,464 |
| 20 |
2,361.0 |
2,115.0 |
246.0 |
10.5% |
50.1 |
2.1% |
97% |
True |
False |
8,237 |
| 40 |
2,361.0 |
2,097.0 |
264.0 |
11.2% |
48.2 |
2.0% |
97% |
True |
False |
10,276 |
| 60 |
2,361.0 |
2,016.0 |
345.0 |
14.7% |
46.7 |
2.0% |
98% |
True |
False |
7,936 |
| 80 |
2,361.0 |
2,016.0 |
345.0 |
14.7% |
47.3 |
2.0% |
98% |
True |
False |
6,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.5 |
|
2.618 |
2,659.5 |
|
1.618 |
2,545.5 |
|
1.000 |
2,475.0 |
|
0.618 |
2,431.5 |
|
HIGH |
2,361.0 |
|
0.618 |
2,317.5 |
|
0.500 |
2,304.0 |
|
0.382 |
2,290.5 |
|
LOW |
2,247.0 |
|
0.618 |
2,176.5 |
|
1.000 |
2,133.0 |
|
1.618 |
2,062.5 |
|
2.618 |
1,948.5 |
|
4.250 |
1,762.5 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.3 |
2,335.3 |
| PP |
2,320.7 |
2,316.7 |
| S1 |
2,304.0 |
2,298.0 |
|