| 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 |
1,363.00 |
1,354.00 |
-9.00 |
-0.7% |
1,373.50 |
| High |
1,376.25 |
1,383.00 |
6.75 |
0.5% |
1,383.00 |
| Low |
1,343.00 |
1,353.25 |
10.25 |
0.8% |
1,343.00 |
| Close |
1,354.75 |
1,382.00 |
27.25 |
2.0% |
1,382.00 |
| Range |
33.25 |
29.75 |
-3.50 |
-10.5% |
40.00 |
| ATR |
19.82 |
20.53 |
0.71 |
3.6% |
0.00 |
| Volume |
3,884 |
4,126 |
242 |
6.2% |
13,837 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.00 |
1,451.75 |
1,398.25 |
|
| R3 |
1,432.25 |
1,422.00 |
1,390.25 |
|
| R2 |
1,402.50 |
1,402.50 |
1,387.50 |
|
| R1 |
1,392.25 |
1,392.25 |
1,384.75 |
1,397.50 |
| PP |
1,372.75 |
1,372.75 |
1,372.75 |
1,375.25 |
| S1 |
1,362.50 |
1,362.50 |
1,379.25 |
1,367.50 |
| S2 |
1,343.00 |
1,343.00 |
1,376.50 |
|
| S3 |
1,313.25 |
1,332.75 |
1,373.75 |
|
| S4 |
1,283.50 |
1,303.00 |
1,365.75 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.25 |
1,475.75 |
1,404.00 |
|
| R3 |
1,449.25 |
1,435.75 |
1,393.00 |
|
| R2 |
1,409.25 |
1,409.25 |
1,389.25 |
|
| R1 |
1,395.75 |
1,395.75 |
1,385.75 |
1,402.50 |
| PP |
1,369.25 |
1,369.25 |
1,369.25 |
1,372.75 |
| S1 |
1,355.75 |
1,355.75 |
1,378.25 |
1,362.50 |
| S2 |
1,329.25 |
1,329.25 |
1,374.75 |
|
| S3 |
1,289.25 |
1,315.75 |
1,371.00 |
|
| S4 |
1,249.25 |
1,275.75 |
1,360.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,383.00 |
1,343.00 |
40.00 |
2.9% |
20.25 |
1.5% |
98% |
True |
False |
2,767 |
| 10 |
1,383.00 |
1,314.25 |
68.75 |
5.0% |
22.75 |
1.6% |
99% |
True |
False |
2,171 |
| 20 |
1,383.00 |
1,313.25 |
69.75 |
5.0% |
19.25 |
1.4% |
99% |
True |
False |
2,160 |
| 40 |
1,383.00 |
1,292.00 |
91.00 |
6.6% |
20.25 |
1.5% |
99% |
True |
False |
1,627 |
| 60 |
1,383.00 |
1,250.00 |
133.00 |
9.6% |
19.00 |
1.4% |
99% |
True |
False |
1,259 |
| 80 |
1,396.75 |
1,250.00 |
146.75 |
10.6% |
17.00 |
1.2% |
90% |
False |
False |
1,023 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
15.25 |
1.1% |
86% |
False |
False |
847 |
| 120 |
1,404.00 |
1,250.00 |
154.00 |
11.1% |
13.25 |
1.0% |
86% |
False |
False |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,509.50 |
|
2.618 |
1,461.00 |
|
1.618 |
1,431.25 |
|
1.000 |
1,412.75 |
|
0.618 |
1,401.50 |
|
HIGH |
1,383.00 |
|
0.618 |
1,371.75 |
|
0.500 |
1,368.00 |
|
0.382 |
1,364.50 |
|
LOW |
1,353.25 |
|
0.618 |
1,334.75 |
|
1.000 |
1,323.50 |
|
1.618 |
1,305.00 |
|
2.618 |
1,275.25 |
|
4.250 |
1,226.75 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,377.50 |
1,375.75 |
| PP |
1,372.75 |
1,369.25 |
| S1 |
1,368.00 |
1,363.00 |
|