| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,336.50 |
1,329.25 |
-7.25 |
-0.5% |
1,349.25 |
| High |
1,339.50 |
1,353.25 |
13.75 |
1.0% |
1,356.50 |
| Low |
1,319.75 |
1,328.75 |
9.00 |
0.7% |
1,319.75 |
| Close |
1,329.25 |
1,351.75 |
22.50 |
1.7% |
1,351.75 |
| Range |
19.75 |
24.50 |
4.75 |
24.1% |
36.75 |
| ATR |
20.44 |
20.73 |
0.29 |
1.4% |
0.00 |
| Volume |
1,904,845 |
1,758,313 |
-146,532 |
-7.7% |
9,061,368 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.00 |
1,409.50 |
1,365.25 |
|
| R3 |
1,393.50 |
1,385.00 |
1,358.50 |
|
| R2 |
1,369.00 |
1,369.00 |
1,356.25 |
|
| R1 |
1,360.50 |
1,360.50 |
1,354.00 |
1,364.75 |
| PP |
1,344.50 |
1,344.50 |
1,344.50 |
1,346.75 |
| S1 |
1,336.00 |
1,336.00 |
1,349.50 |
1,340.25 |
| S2 |
1,320.00 |
1,320.00 |
1,347.25 |
|
| S3 |
1,295.50 |
1,311.50 |
1,345.00 |
|
| S4 |
1,271.00 |
1,287.00 |
1,338.25 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.00 |
1,439.00 |
1,372.00 |
|
| R3 |
1,416.25 |
1,402.25 |
1,361.75 |
|
| R2 |
1,379.50 |
1,379.50 |
1,358.50 |
|
| R1 |
1,365.50 |
1,365.50 |
1,355.00 |
1,372.50 |
| PP |
1,342.75 |
1,342.75 |
1,342.75 |
1,346.00 |
| S1 |
1,328.75 |
1,328.75 |
1,348.50 |
1,335.75 |
| S2 |
1,306.00 |
1,306.00 |
1,345.00 |
|
| S3 |
1,269.25 |
1,292.00 |
1,341.75 |
|
| S4 |
1,232.50 |
1,255.25 |
1,331.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,356.50 |
1,319.75 |
36.75 |
2.7% |
18.75 |
1.4% |
87% |
False |
False |
1,812,273 |
| 10 |
1,375.00 |
1,316.00 |
59.00 |
4.4% |
20.50 |
1.5% |
61% |
False |
False |
1,520,073 |
| 20 |
1,375.00 |
1,302.50 |
72.50 |
5.4% |
20.00 |
1.5% |
68% |
False |
False |
1,767,071 |
| 40 |
1,375.00 |
1,255.50 |
119.50 |
8.8% |
21.75 |
1.6% |
81% |
False |
False |
1,254,469 |
| 60 |
1,405.00 |
1,255.50 |
149.50 |
11.1% |
20.75 |
1.5% |
64% |
False |
False |
836,999 |
| 80 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
19.75 |
1.5% |
61% |
False |
False |
628,138 |
| 100 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
18.00 |
1.3% |
61% |
False |
False |
502,538 |
| 120 |
1,413.50 |
1,255.50 |
158.00 |
11.7% |
16.50 |
1.2% |
61% |
False |
False |
418,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.50 |
|
2.618 |
1,417.50 |
|
1.618 |
1,393.00 |
|
1.000 |
1,377.75 |
|
0.618 |
1,368.50 |
|
HIGH |
1,353.25 |
|
0.618 |
1,344.00 |
|
0.500 |
1,341.00 |
|
0.382 |
1,338.00 |
|
LOW |
1,328.75 |
|
0.618 |
1,313.50 |
|
1.000 |
1,304.25 |
|
1.618 |
1,289.00 |
|
2.618 |
1,264.50 |
|
4.250 |
1,224.50 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,348.25 |
1,346.75 |
| PP |
1,344.50 |
1,341.50 |
| S1 |
1,341.00 |
1,336.50 |
|