| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,320.0 |
2,347.0 |
27.0 |
1.2% |
2,202.0 |
| High |
2,345.0 |
2,354.0 |
9.0 |
0.4% |
2,340.0 |
| Low |
2,306.0 |
2,316.0 |
10.0 |
0.4% |
2,130.0 |
| Close |
2,338.0 |
2,328.0 |
-10.0 |
-0.4% |
2,295.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
210.0 |
| ATR |
56.6 |
55.3 |
-1.3 |
-2.3% |
0.0 |
| Volume |
1,204,512 |
1,280,315 |
75,803 |
6.3% |
6,939,589 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.7 |
2,425.3 |
2,348.9 |
|
| R3 |
2,408.7 |
2,387.3 |
2,338.5 |
|
| R2 |
2,370.7 |
2,370.7 |
2,335.0 |
|
| R1 |
2,349.3 |
2,349.3 |
2,331.5 |
2,341.0 |
| PP |
2,332.7 |
2,332.7 |
2,332.7 |
2,328.5 |
| S1 |
2,311.3 |
2,311.3 |
2,324.5 |
2,303.0 |
| S2 |
2,294.7 |
2,294.7 |
2,321.0 |
|
| S3 |
2,256.7 |
2,273.3 |
2,317.6 |
|
| S4 |
2,218.7 |
2,235.3 |
2,307.1 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.0 |
2,800.0 |
2,410.5 |
|
| R3 |
2,675.0 |
2,590.0 |
2,352.8 |
|
| R2 |
2,465.0 |
2,465.0 |
2,333.5 |
|
| R1 |
2,380.0 |
2,380.0 |
2,314.3 |
2,422.5 |
| PP |
2,255.0 |
2,255.0 |
2,255.0 |
2,276.3 |
| S1 |
2,170.0 |
2,170.0 |
2,275.8 |
2,212.5 |
| S2 |
2,045.0 |
2,045.0 |
2,256.5 |
|
| S3 |
1,835.0 |
1,960.0 |
2,237.3 |
|
| S4 |
1,625.0 |
1,750.0 |
2,179.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,354.0 |
2,136.0 |
218.0 |
9.4% |
67.8 |
2.9% |
88% |
True |
False |
1,359,732 |
| 10 |
2,354.0 |
2,130.0 |
224.0 |
9.6% |
58.4 |
2.5% |
88% |
True |
False |
1,289,533 |
| 20 |
2,354.0 |
2,130.0 |
224.0 |
9.6% |
48.5 |
2.1% |
88% |
True |
False |
1,138,244 |
| 40 |
2,354.0 |
2,054.0 |
300.0 |
12.9% |
48.6 |
2.1% |
91% |
True |
False |
1,118,616 |
| 60 |
2,354.0 |
2,026.0 |
328.0 |
14.1% |
49.2 |
2.1% |
92% |
True |
False |
750,979 |
| 80 |
2,354.0 |
2,026.0 |
328.0 |
14.1% |
50.9 |
2.2% |
92% |
True |
False |
563,561 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.1% |
48.8 |
2.1% |
59% |
False |
False |
451,844 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.1% |
45.2 |
1.9% |
59% |
False |
False |
376,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,515.5 |
|
2.618 |
2,453.5 |
|
1.618 |
2,415.5 |
|
1.000 |
2,392.0 |
|
0.618 |
2,377.5 |
|
HIGH |
2,354.0 |
|
0.618 |
2,339.5 |
|
0.500 |
2,335.0 |
|
0.382 |
2,330.5 |
|
LOW |
2,316.0 |
|
0.618 |
2,292.5 |
|
1.000 |
2,278.0 |
|
1.618 |
2,254.5 |
|
2.618 |
2,216.5 |
|
4.250 |
2,154.5 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,335.0 |
2,316.0 |
| PP |
2,332.7 |
2,304.0 |
| S1 |
2,330.3 |
2,292.0 |
|