| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,237.0 |
2,252.0 |
15.0 |
0.7% |
2,231.0 |
| High |
2,262.0 |
2,257.0 |
-5.0 |
-0.2% |
2,262.0 |
| Low |
2,223.0 |
2,232.0 |
9.0 |
0.4% |
2,208.0 |
| Close |
2,250.0 |
2,252.0 |
2.0 |
0.1% |
2,250.0 |
| Range |
39.0 |
25.0 |
-14.0 |
-35.9% |
54.0 |
| ATR |
48.3 |
46.7 |
-1.7 |
-3.4% |
0.0 |
| Volume |
919,011 |
639,085 |
-279,926 |
-30.5% |
4,663,110 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.0 |
2,312.0 |
2,265.8 |
|
| R3 |
2,297.0 |
2,287.0 |
2,258.9 |
|
| R2 |
2,272.0 |
2,272.0 |
2,256.6 |
|
| R1 |
2,262.0 |
2,262.0 |
2,254.3 |
2,264.5 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,248.3 |
| S1 |
2,237.0 |
2,237.0 |
2,249.7 |
2,239.5 |
| S2 |
2,222.0 |
2,222.0 |
2,247.4 |
|
| S3 |
2,197.0 |
2,212.0 |
2,245.1 |
|
| S4 |
2,172.0 |
2,187.0 |
2,238.3 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.0 |
2,380.0 |
2,279.7 |
|
| R3 |
2,348.0 |
2,326.0 |
2,264.9 |
|
| R2 |
2,294.0 |
2,294.0 |
2,259.9 |
|
| R1 |
2,272.0 |
2,272.0 |
2,255.0 |
2,283.0 |
| PP |
2,240.0 |
2,240.0 |
2,240.0 |
2,245.5 |
| S1 |
2,218.0 |
2,218.0 |
2,245.1 |
2,229.0 |
| S2 |
2,186.0 |
2,186.0 |
2,240.1 |
|
| S3 |
2,132.0 |
2,164.0 |
2,235.2 |
|
| S4 |
2,078.0 |
2,110.0 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,262.0 |
2,209.0 |
53.0 |
2.4% |
34.6 |
1.5% |
81% |
False |
False |
880,590 |
| 10 |
2,331.0 |
2,208.0 |
123.0 |
5.5% |
40.2 |
1.8% |
36% |
False |
False |
1,046,940 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
9.7% |
46.0 |
2.0% |
64% |
False |
False |
1,151,841 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.5% |
46.3 |
2.1% |
74% |
False |
False |
780,734 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.5% |
49.2 |
2.2% |
74% |
False |
False |
522,405 |
| 80 |
2,520.0 |
2,026.0 |
494.0 |
21.9% |
49.9 |
2.2% |
46% |
False |
False |
392,058 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.9% |
46.5 |
2.1% |
44% |
False |
False |
314,673 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.9% |
41.5 |
1.8% |
44% |
False |
False |
262,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.3 |
|
2.618 |
2,322.5 |
|
1.618 |
2,297.5 |
|
1.000 |
2,282.0 |
|
0.618 |
2,272.5 |
|
HIGH |
2,257.0 |
|
0.618 |
2,247.5 |
|
0.500 |
2,244.5 |
|
0.382 |
2,241.6 |
|
LOW |
2,232.0 |
|
0.618 |
2,216.6 |
|
1.000 |
2,207.0 |
|
1.618 |
2,191.6 |
|
2.618 |
2,166.6 |
|
4.250 |
2,125.8 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.5 |
2,246.5 |
| PP |
2,247.0 |
2,241.0 |
| S1 |
2,244.5 |
2,235.5 |
|