| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,593.4 |
1,607.7 |
14.3 |
0.9% |
1,588.0 |
| High |
1,614.7 |
1,626.1 |
11.4 |
0.7% |
1,600.1 |
| Low |
1,593.4 |
1,607.7 |
14.3 |
0.9% |
1,577.3 |
| Close |
1,614.7 |
1,621.8 |
7.1 |
0.4% |
1,589.3 |
| Range |
21.3 |
18.4 |
-2.9 |
-13.6% |
22.8 |
| ATR |
19.6 |
19.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,793 |
3,092 |
1,299 |
72.4% |
3,846 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.7 |
1,666.2 |
1,631.9 |
|
| R3 |
1,655.3 |
1,647.8 |
1,626.9 |
|
| R2 |
1,636.9 |
1,636.9 |
1,625.2 |
|
| R1 |
1,629.4 |
1,629.4 |
1,623.5 |
1,633.2 |
| PP |
1,618.5 |
1,618.5 |
1,618.5 |
1,620.4 |
| S1 |
1,611.0 |
1,611.0 |
1,620.1 |
1,614.8 |
| S2 |
1,600.1 |
1,600.1 |
1,618.4 |
|
| S3 |
1,581.7 |
1,592.6 |
1,616.7 |
|
| S4 |
1,563.3 |
1,574.2 |
1,611.7 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.3 |
1,646.1 |
1,601.8 |
|
| R3 |
1,634.5 |
1,623.3 |
1,595.6 |
|
| R2 |
1,611.7 |
1,611.7 |
1,593.5 |
|
| R1 |
1,600.5 |
1,600.5 |
1,591.4 |
1,606.1 |
| PP |
1,588.9 |
1,588.9 |
1,588.9 |
1,591.7 |
| S1 |
1,577.7 |
1,577.7 |
1,587.2 |
1,583.3 |
| S2 |
1,566.1 |
1,566.1 |
1,585.1 |
|
| S3 |
1,543.3 |
1,554.9 |
1,583.0 |
|
| S4 |
1,520.5 |
1,532.1 |
1,576.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,626.1 |
1,569.9 |
56.2 |
3.5% |
12.7 |
0.8% |
92% |
True |
False |
1,691 |
| 10 |
1,626.1 |
1,569.9 |
56.2 |
3.5% |
14.4 |
0.9% |
92% |
True |
False |
1,236 |
| 20 |
1,628.9 |
1,556.3 |
72.6 |
4.5% |
18.1 |
1.1% |
90% |
False |
False |
1,091 |
| 40 |
1,648.6 |
1,551.9 |
96.7 |
6.0% |
19.3 |
1.2% |
72% |
False |
False |
859 |
| 60 |
1,663.3 |
1,538.1 |
125.2 |
7.7% |
18.9 |
1.2% |
67% |
False |
False |
1,025 |
| 80 |
1,689.3 |
1,538.1 |
151.2 |
9.3% |
16.9 |
1.0% |
55% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,704.3 |
|
2.618 |
1,674.3 |
|
1.618 |
1,655.9 |
|
1.000 |
1,644.5 |
|
0.618 |
1,637.5 |
|
HIGH |
1,626.1 |
|
0.618 |
1,619.1 |
|
0.500 |
1,616.9 |
|
0.382 |
1,614.7 |
|
LOW |
1,607.7 |
|
0.618 |
1,596.3 |
|
1.000 |
1,589.3 |
|
1.618 |
1,577.9 |
|
2.618 |
1,559.5 |
|
4.250 |
1,529.5 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,620.2 |
1,615.8 |
| PP |
1,618.5 |
1,609.7 |
| S1 |
1,616.9 |
1,603.7 |
|