| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,340.00 |
1,351.00 |
11.00 |
0.8% |
1,343.00 |
| High |
1,353.50 |
1,363.25 |
9.75 |
0.7% |
1,349.75 |
| Low |
1,333.00 |
1,345.75 |
12.75 |
1.0% |
1,313.25 |
| Close |
1,351.50 |
1,360.25 |
8.75 |
0.6% |
1,344.75 |
| Range |
20.50 |
17.50 |
-3.00 |
-14.6% |
36.50 |
| ATR |
18.85 |
18.75 |
-0.10 |
-0.5% |
0.00 |
| Volume |
1,393 |
1,996 |
603 |
43.3% |
11,919 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.00 |
1,402.00 |
1,370.00 |
|
| R3 |
1,391.50 |
1,384.50 |
1,365.00 |
|
| R2 |
1,374.00 |
1,374.00 |
1,363.50 |
|
| R1 |
1,367.00 |
1,367.00 |
1,361.75 |
1,370.50 |
| PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,358.00 |
| S1 |
1,349.50 |
1,349.50 |
1,358.75 |
1,353.00 |
| S2 |
1,339.00 |
1,339.00 |
1,357.00 |
|
| S3 |
1,321.50 |
1,332.00 |
1,355.50 |
|
| S4 |
1,304.00 |
1,314.50 |
1,350.50 |
|
|
| 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 |
1,363.25 |
1,313.25 |
50.00 |
3.7% |
17.75 |
1.3% |
94% |
True |
False |
2,632 |
| 10 |
1,368.00 |
1,313.25 |
54.75 |
4.0% |
17.50 |
1.3% |
86% |
False |
False |
2,052 |
| 20 |
1,368.00 |
1,296.00 |
72.00 |
5.3% |
19.00 |
1.4% |
89% |
False |
False |
1,697 |
| 40 |
1,368.00 |
1,250.00 |
118.00 |
8.7% |
18.75 |
1.4% |
93% |
False |
False |
1,197 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
10.8% |
17.25 |
1.3% |
75% |
False |
False |
935 |
| 80 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
15.25 |
1.1% |
72% |
False |
False |
726 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
13.25 |
1.0% |
72% |
False |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,437.50 |
|
2.618 |
1,409.00 |
|
1.618 |
1,391.50 |
|
1.000 |
1,380.75 |
|
0.618 |
1,374.00 |
|
HIGH |
1,363.25 |
|
0.618 |
1,356.50 |
|
0.500 |
1,354.50 |
|
0.382 |
1,352.50 |
|
LOW |
1,345.75 |
|
0.618 |
1,335.00 |
|
1.000 |
1,328.25 |
|
1.618 |
1,317.50 |
|
2.618 |
1,300.00 |
|
4.250 |
1,271.50 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,358.25 |
1,356.25 |
| PP |
1,356.50 |
1,352.25 |
| S1 |
1,354.50 |
1,348.00 |
|