| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,349.50 |
1,335.50 |
-14.00 |
-1.0% |
1,344.50 |
| High |
1,349.50 |
1,338.75 |
-10.75 |
-0.8% |
1,368.75 |
| Low |
1,325.50 |
1,317.00 |
-8.50 |
-0.6% |
1,333.00 |
| Close |
1,336.50 |
1,322.50 |
-14.00 |
-1.0% |
1,351.25 |
| Range |
24.00 |
21.75 |
-2.25 |
-9.4% |
35.75 |
| ATR |
18.38 |
18.62 |
0.24 |
1.3% |
0.00 |
| Volume |
1,079 |
1,862 |
783 |
72.6% |
9,569 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,391.25 |
1,378.75 |
1,334.50 |
|
| R3 |
1,369.50 |
1,357.00 |
1,328.50 |
|
| R2 |
1,347.75 |
1,347.75 |
1,326.50 |
|
| R1 |
1,335.25 |
1,335.25 |
1,324.50 |
1,330.50 |
| PP |
1,326.00 |
1,326.00 |
1,326.00 |
1,323.75 |
| S1 |
1,313.50 |
1,313.50 |
1,320.50 |
1,309.00 |
| S2 |
1,304.25 |
1,304.25 |
1,318.50 |
|
| S3 |
1,282.50 |
1,291.75 |
1,316.50 |
|
| S4 |
1,260.75 |
1,270.00 |
1,310.50 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.25 |
1,440.50 |
1,371.00 |
|
| R3 |
1,422.50 |
1,404.75 |
1,361.00 |
|
| R2 |
1,386.75 |
1,386.75 |
1,357.75 |
|
| R1 |
1,369.00 |
1,369.00 |
1,354.50 |
1,378.00 |
| PP |
1,351.00 |
1,351.00 |
1,351.00 |
1,355.50 |
| S1 |
1,333.25 |
1,333.25 |
1,348.00 |
1,342.00 |
| S2 |
1,315.25 |
1,315.25 |
1,344.75 |
|
| S3 |
1,279.50 |
1,297.50 |
1,341.50 |
|
| S4 |
1,243.75 |
1,261.75 |
1,331.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.75 |
1,317.00 |
51.75 |
3.9% |
17.25 |
1.3% |
11% |
False |
True |
1,737 |
| 10 |
1,368.75 |
1,313.25 |
55.50 |
4.2% |
17.25 |
1.3% |
17% |
False |
False |
2,227 |
| 20 |
1,368.75 |
1,297.00 |
71.75 |
5.4% |
18.00 |
1.4% |
36% |
False |
False |
1,800 |
| 40 |
1,368.75 |
1,250.00 |
118.75 |
9.0% |
19.00 |
1.4% |
61% |
False |
False |
1,277 |
| 60 |
1,396.75 |
1,250.00 |
146.75 |
11.1% |
18.00 |
1.4% |
49% |
False |
False |
1,012 |
| 80 |
1,402.25 |
1,250.00 |
152.25 |
11.5% |
15.75 |
1.2% |
48% |
False |
False |
797 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.6% |
13.75 |
1.0% |
47% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,431.25 |
|
2.618 |
1,395.75 |
|
1.618 |
1,374.00 |
|
1.000 |
1,360.50 |
|
0.618 |
1,352.25 |
|
HIGH |
1,338.75 |
|
0.618 |
1,330.50 |
|
0.500 |
1,328.00 |
|
0.382 |
1,325.25 |
|
LOW |
1,317.00 |
|
0.618 |
1,303.50 |
|
1.000 |
1,295.25 |
|
1.618 |
1,281.75 |
|
2.618 |
1,260.00 |
|
4.250 |
1,224.50 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,328.00 |
1,341.00 |
| PP |
1,326.00 |
1,334.75 |
| S1 |
1,324.25 |
1,328.50 |
|