| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,252.0 |
2,258.0 |
6.0 |
0.3% |
2,231.0 |
| High |
2,257.0 |
2,270.0 |
13.0 |
0.6% |
2,262.0 |
| Low |
2,232.0 |
2,240.0 |
8.0 |
0.4% |
2,208.0 |
| Close |
2,252.0 |
2,244.0 |
-8.0 |
-0.4% |
2,250.0 |
| Range |
25.0 |
30.0 |
5.0 |
20.0% |
54.0 |
| ATR |
46.7 |
45.5 |
-1.2 |
-2.5% |
0.0 |
| Volume |
639,085 |
839,414 |
200,329 |
31.3% |
4,663,110 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.3 |
2,322.7 |
2,260.5 |
|
| R3 |
2,311.3 |
2,292.7 |
2,252.3 |
|
| R2 |
2,281.3 |
2,281.3 |
2,249.5 |
|
| R1 |
2,262.7 |
2,262.7 |
2,246.8 |
2,257.0 |
| PP |
2,251.3 |
2,251.3 |
2,251.3 |
2,248.5 |
| S1 |
2,232.7 |
2,232.7 |
2,241.3 |
2,227.0 |
| S2 |
2,221.3 |
2,221.3 |
2,238.5 |
|
| S3 |
2,191.3 |
2,202.7 |
2,235.8 |
|
| S4 |
2,161.3 |
2,172.7 |
2,227.5 |
|
|
| 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 |
2,270.0 |
2,209.0 |
61.0 |
2.7% |
32.0 |
1.4% |
57% |
True |
False |
840,734 |
| 10 |
2,331.0 |
2,208.0 |
123.0 |
5.5% |
38.5 |
1.7% |
29% |
False |
False |
986,955 |
| 20 |
2,331.0 |
2,113.0 |
218.0 |
9.7% |
43.8 |
2.0% |
60% |
False |
False |
1,114,542 |
| 40 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
46.1 |
2.1% |
71% |
False |
False |
801,711 |
| 60 |
2,331.0 |
2,026.0 |
305.0 |
13.6% |
49.0 |
2.2% |
71% |
False |
False |
536,390 |
| 80 |
2,493.0 |
2,026.0 |
467.0 |
20.8% |
49.7 |
2.2% |
47% |
False |
False |
402,532 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
46.5 |
2.1% |
42% |
False |
False |
323,062 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
23.0% |
41.5 |
1.8% |
42% |
False |
False |
269,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.5 |
|
2.618 |
2,348.5 |
|
1.618 |
2,318.5 |
|
1.000 |
2,300.0 |
|
0.618 |
2,288.5 |
|
HIGH |
2,270.0 |
|
0.618 |
2,258.5 |
|
0.500 |
2,255.0 |
|
0.382 |
2,251.5 |
|
LOW |
2,240.0 |
|
0.618 |
2,221.5 |
|
1.000 |
2,210.0 |
|
1.618 |
2,191.5 |
|
2.618 |
2,161.5 |
|
4.250 |
2,112.5 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.0 |
2,246.5 |
| PP |
2,251.3 |
2,245.7 |
| S1 |
2,247.7 |
2,244.8 |
|