| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,607.7 |
1,619.6 |
11.9 |
0.7% |
1,569.9 |
| High |
1,626.1 |
1,633.6 |
7.5 |
0.5% |
1,633.6 |
| Low |
1,607.7 |
1,617.5 |
9.8 |
0.6% |
1,569.9 |
| Close |
1,621.8 |
1,624.8 |
3.0 |
0.2% |
1,624.8 |
| Range |
18.4 |
16.1 |
-2.3 |
-12.5% |
63.7 |
| ATR |
19.5 |
19.3 |
-0.2 |
-1.3% |
0.0 |
| Volume |
3,092 |
1,288 |
-1,804 |
-58.3% |
8,785 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.6 |
1,665.3 |
1,633.7 |
|
| R3 |
1,657.5 |
1,649.2 |
1,629.2 |
|
| R2 |
1,641.4 |
1,641.4 |
1,627.8 |
|
| R1 |
1,633.1 |
1,633.1 |
1,626.3 |
1,637.3 |
| PP |
1,625.3 |
1,625.3 |
1,625.3 |
1,627.4 |
| S1 |
1,617.0 |
1,617.0 |
1,623.3 |
1,621.2 |
| S2 |
1,609.2 |
1,609.2 |
1,621.8 |
|
| S3 |
1,593.1 |
1,600.9 |
1,620.4 |
|
| S4 |
1,577.0 |
1,584.8 |
1,615.9 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,800.5 |
1,776.4 |
1,659.8 |
|
| R3 |
1,736.8 |
1,712.7 |
1,642.3 |
|
| R2 |
1,673.1 |
1,673.1 |
1,636.5 |
|
| R1 |
1,649.0 |
1,649.0 |
1,630.6 |
1,661.1 |
| PP |
1,609.4 |
1,609.4 |
1,609.4 |
1,615.5 |
| S1 |
1,585.3 |
1,585.3 |
1,619.0 |
1,597.4 |
| S2 |
1,545.7 |
1,545.7 |
1,613.1 |
|
| S3 |
1,482.0 |
1,521.6 |
1,607.3 |
|
| S4 |
1,418.3 |
1,457.9 |
1,589.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,633.6 |
1,569.9 |
63.7 |
3.9% |
14.5 |
0.9% |
86% |
True |
False |
1,757 |
| 10 |
1,633.6 |
1,569.9 |
63.7 |
3.9% |
13.1 |
0.8% |
86% |
True |
False |
1,263 |
| 20 |
1,633.6 |
1,558.7 |
74.9 |
4.6% |
17.8 |
1.1% |
88% |
True |
False |
1,102 |
| 40 |
1,648.6 |
1,551.9 |
96.7 |
6.0% |
19.6 |
1.2% |
75% |
False |
False |
870 |
| 60 |
1,657.8 |
1,538.1 |
119.7 |
7.4% |
19.0 |
1.2% |
72% |
False |
False |
999 |
| 80 |
1,689.3 |
1,538.1 |
151.2 |
9.3% |
16.8 |
1.0% |
57% |
False |
False |
954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,702.0 |
|
2.618 |
1,675.7 |
|
1.618 |
1,659.6 |
|
1.000 |
1,649.7 |
|
0.618 |
1,643.5 |
|
HIGH |
1,633.6 |
|
0.618 |
1,627.4 |
|
0.500 |
1,625.6 |
|
0.382 |
1,623.7 |
|
LOW |
1,617.5 |
|
0.618 |
1,607.6 |
|
1.000 |
1,601.4 |
|
1.618 |
1,591.5 |
|
2.618 |
1,575.4 |
|
4.250 |
1,549.1 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,625.6 |
1,621.0 |
| PP |
1,625.3 |
1,617.3 |
| S1 |
1,625.1 |
1,613.5 |
|