| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,347.0 |
2,323.0 |
-24.0 |
-1.0% |
2,202.0 |
| High |
2,354.0 |
2,342.0 |
-12.0 |
-0.5% |
2,340.0 |
| Low |
2,316.0 |
2,320.0 |
4.0 |
0.2% |
2,130.0 |
| Close |
2,328.0 |
2,333.0 |
5.0 |
0.2% |
2,295.0 |
| Range |
38.0 |
22.0 |
-16.0 |
-42.1% |
210.0 |
| ATR |
55.3 |
52.9 |
-2.4 |
-4.3% |
0.0 |
| Volume |
1,280,315 |
895,141 |
-385,174 |
-30.1% |
6,939,589 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.7 |
2,387.3 |
2,345.1 |
|
| R3 |
2,375.7 |
2,365.3 |
2,339.1 |
|
| R2 |
2,353.7 |
2,353.7 |
2,337.0 |
|
| R1 |
2,343.3 |
2,343.3 |
2,335.0 |
2,348.5 |
| PP |
2,331.7 |
2,331.7 |
2,331.7 |
2,334.3 |
| S1 |
2,321.3 |
2,321.3 |
2,331.0 |
2,326.5 |
| S2 |
2,309.7 |
2,309.7 |
2,329.0 |
|
| S3 |
2,287.7 |
2,299.3 |
2,327.0 |
|
| S4 |
2,265.7 |
2,277.3 |
2,320.9 |
|
|
| 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 |
2,141.0 |
213.0 |
9.1% |
63.6 |
2.7% |
90% |
False |
False |
1,326,232 |
| 10 |
2,354.0 |
2,130.0 |
224.0 |
9.6% |
56.7 |
2.4% |
91% |
False |
False |
1,279,086 |
| 20 |
2,354.0 |
2,130.0 |
224.0 |
9.6% |
47.9 |
2.1% |
91% |
False |
False |
1,129,838 |
| 40 |
2,354.0 |
2,081.0 |
273.0 |
11.7% |
48.4 |
2.1% |
92% |
False |
False |
1,139,969 |
| 60 |
2,354.0 |
2,026.0 |
328.0 |
14.1% |
48.6 |
2.1% |
94% |
False |
False |
765,874 |
| 80 |
2,354.0 |
2,026.0 |
328.0 |
14.1% |
50.6 |
2.2% |
94% |
False |
False |
574,738 |
| 100 |
2,541.0 |
2,026.0 |
515.0 |
22.1% |
48.4 |
2.1% |
60% |
False |
False |
460,703 |
| 120 |
2,541.0 |
2,026.0 |
515.0 |
22.1% |
45.2 |
1.9% |
60% |
False |
False |
384,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,435.5 |
|
2.618 |
2,399.6 |
|
1.618 |
2,377.6 |
|
1.000 |
2,364.0 |
|
0.618 |
2,355.6 |
|
HIGH |
2,342.0 |
|
0.618 |
2,333.6 |
|
0.500 |
2,331.0 |
|
0.382 |
2,328.4 |
|
LOW |
2,320.0 |
|
0.618 |
2,306.4 |
|
1.000 |
2,298.0 |
|
1.618 |
2,284.4 |
|
2.618 |
2,262.4 |
|
4.250 |
2,226.5 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,332.3 |
2,332.0 |
| PP |
2,331.7 |
2,331.0 |
| S1 |
2,331.0 |
2,330.0 |
|