| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,323.00 |
1,344.50 |
21.50 |
1.6% |
1,343.00 |
| High |
1,346.00 |
1,345.50 |
-0.50 |
0.0% |
1,349.75 |
| Low |
1,322.00 |
1,336.50 |
14.50 |
1.1% |
1,313.25 |
| Close |
1,344.75 |
1,340.50 |
-4.25 |
-0.3% |
1,344.75 |
| Range |
24.00 |
9.00 |
-15.00 |
-62.5% |
36.50 |
| ATR |
19.47 |
18.72 |
-0.75 |
-3.8% |
0.00 |
| Volume |
3,676 |
2,428 |
-1,248 |
-33.9% |
11,919 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.75 |
1,363.25 |
1,345.50 |
|
| R3 |
1,358.75 |
1,354.25 |
1,343.00 |
|
| R2 |
1,349.75 |
1,349.75 |
1,342.25 |
|
| R1 |
1,345.25 |
1,345.25 |
1,341.25 |
1,343.00 |
| PP |
1,340.75 |
1,340.75 |
1,340.75 |
1,339.75 |
| S1 |
1,336.25 |
1,336.25 |
1,339.75 |
1,334.00 |
| S2 |
1,331.75 |
1,331.75 |
1,338.75 |
|
| S3 |
1,322.75 |
1,327.25 |
1,338.00 |
|
| S4 |
1,313.75 |
1,318.25 |
1,335.50 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.50 |
1,431.50 |
1,364.75 |
|
| R3 |
1,409.00 |
1,395.00 |
1,354.75 |
|
| R2 |
1,372.50 |
1,372.50 |
1,351.50 |
|
| R1 |
1,358.50 |
1,358.50 |
1,348.00 |
1,365.50 |
| PP |
1,336.00 |
1,336.00 |
1,336.00 |
1,339.50 |
| S1 |
1,322.00 |
1,322.00 |
1,341.50 |
1,329.00 |
| S2 |
1,299.50 |
1,299.50 |
1,338.00 |
|
| S3 |
1,263.00 |
1,285.50 |
1,334.75 |
|
| S4 |
1,226.50 |
1,249.00 |
1,324.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.75 |
1,313.25 |
36.50 |
2.7% |
18.00 |
1.3% |
75% |
False |
False |
2,675 |
| 10 |
1,368.00 |
1,313.25 |
54.75 |
4.1% |
16.25 |
1.2% |
50% |
False |
False |
2,074 |
| 20 |
1,368.00 |
1,296.00 |
72.00 |
5.4% |
19.00 |
1.4% |
62% |
False |
False |
1,693 |
| 40 |
1,368.00 |
1,250.00 |
118.00 |
8.8% |
18.75 |
1.4% |
77% |
False |
False |
1,148 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
10.9% |
16.75 |
1.3% |
62% |
False |
False |
880 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
15.00 |
1.1% |
59% |
False |
False |
692 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.5% |
12.75 |
1.0% |
59% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,383.75 |
|
2.618 |
1,369.00 |
|
1.618 |
1,360.00 |
|
1.000 |
1,354.50 |
|
0.618 |
1,351.00 |
|
HIGH |
1,345.50 |
|
0.618 |
1,342.00 |
|
0.500 |
1,341.00 |
|
0.382 |
1,340.00 |
|
LOW |
1,336.50 |
|
0.618 |
1,331.00 |
|
1.000 |
1,327.50 |
|
1.618 |
1,322.00 |
|
2.618 |
1,313.00 |
|
4.250 |
1,298.25 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.00 |
1,337.00 |
| PP |
1,340.75 |
1,333.25 |
| S1 |
1,340.75 |
1,329.50 |
|