| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,623.00 |
2,653.50 |
30.50 |
1.2% |
2,577.25 |
| High |
2,658.00 |
2,657.50 |
-0.50 |
0.0% |
2,658.00 |
| Low |
2,623.00 |
2,612.75 |
-10.25 |
-0.4% |
2,548.00 |
| Close |
2,652.25 |
2,613.25 |
-39.00 |
-1.5% |
2,613.25 |
| Range |
35.00 |
44.75 |
9.75 |
27.9% |
110.00 |
| ATR |
44.05 |
44.10 |
0.05 |
0.1% |
0.00 |
| Volume |
254,512 |
237,989 |
-16,523 |
-6.5% |
1,164,978 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.00 |
2,732.50 |
2,637.75 |
|
| R3 |
2,717.25 |
2,687.75 |
2,625.50 |
|
| R2 |
2,672.50 |
2,672.50 |
2,621.50 |
|
| R1 |
2,643.00 |
2,643.00 |
2,617.25 |
2,635.50 |
| PP |
2,627.75 |
2,627.75 |
2,627.75 |
2,624.00 |
| S1 |
2,598.25 |
2,598.25 |
2,609.25 |
2,590.50 |
| S2 |
2,583.00 |
2,583.00 |
2,605.00 |
|
| S3 |
2,538.25 |
2,553.50 |
2,601.00 |
|
| S4 |
2,493.50 |
2,508.75 |
2,588.75 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.50 |
2,884.75 |
2,673.75 |
|
| R3 |
2,826.50 |
2,774.75 |
2,643.50 |
|
| R2 |
2,716.50 |
2,716.50 |
2,633.50 |
|
| R1 |
2,664.75 |
2,664.75 |
2,623.25 |
2,690.50 |
| PP |
2,606.50 |
2,606.50 |
2,606.50 |
2,619.25 |
| S1 |
2,554.75 |
2,554.75 |
2,603.25 |
2,580.50 |
| S2 |
2,496.50 |
2,496.50 |
2,593.00 |
|
| S3 |
2,386.50 |
2,444.75 |
2,583.00 |
|
| S4 |
2,276.50 |
2,334.75 |
2,552.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.00 |
2,548.00 |
110.00 |
4.2% |
40.25 |
1.5% |
59% |
False |
False |
232,995 |
| 10 |
2,658.00 |
2,516.50 |
141.50 |
5.4% |
42.75 |
1.6% |
68% |
False |
False |
222,937 |
| 20 |
2,658.00 |
2,503.50 |
154.50 |
5.9% |
43.50 |
1.7% |
71% |
False |
False |
200,468 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.2% |
45.00 |
1.7% |
81% |
False |
False |
171,078 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
42.75 |
1.6% |
60% |
False |
False |
114,085 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
41.00 |
1.6% |
53% |
False |
False |
85,576 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
35.50 |
1.4% |
53% |
False |
False |
68,470 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
30.25 |
1.2% |
53% |
False |
False |
57,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.75 |
|
2.618 |
2,774.75 |
|
1.618 |
2,730.00 |
|
1.000 |
2,702.25 |
|
0.618 |
2,685.25 |
|
HIGH |
2,657.50 |
|
0.618 |
2,640.50 |
|
0.500 |
2,635.00 |
|
0.382 |
2,629.75 |
|
LOW |
2,612.75 |
|
0.618 |
2,585.00 |
|
1.000 |
2,568.00 |
|
1.618 |
2,540.25 |
|
2.618 |
2,495.50 |
|
4.250 |
2,422.50 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.00 |
2,617.50 |
| PP |
2,627.75 |
2,616.00 |
| S1 |
2,620.50 |
2,614.50 |
|