| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,609.00 |
2,579.25 |
-29.75 |
-1.1% |
2,577.25 |
| High |
2,613.00 |
2,590.00 |
-23.00 |
-0.9% |
2,658.00 |
| Low |
2,543.25 |
2,545.00 |
1.75 |
0.1% |
2,548.00 |
| Close |
2,579.25 |
2,548.50 |
-30.75 |
-1.2% |
2,613.25 |
| Range |
69.75 |
45.00 |
-24.75 |
-35.5% |
110.00 |
| ATR |
45.95 |
45.88 |
-0.07 |
-0.1% |
0.00 |
| Volume |
276,430 |
282,945 |
6,515 |
2.4% |
1,164,978 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.25 |
2,667.25 |
2,573.25 |
|
| R3 |
2,651.25 |
2,622.25 |
2,561.00 |
|
| R2 |
2,606.25 |
2,606.25 |
2,556.75 |
|
| R1 |
2,577.25 |
2,577.25 |
2,552.50 |
2,569.25 |
| PP |
2,561.25 |
2,561.25 |
2,561.25 |
2,557.00 |
| S1 |
2,532.25 |
2,532.25 |
2,544.50 |
2,524.25 |
| S2 |
2,516.25 |
2,516.25 |
2,540.25 |
|
| S3 |
2,471.25 |
2,487.25 |
2,536.00 |
|
| S4 |
2,426.25 |
2,442.25 |
2,523.75 |
|
|
| 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 |
2,543.25 |
114.75 |
4.5% |
49.25 |
1.9% |
5% |
False |
False |
259,285 |
| 10 |
2,658.00 |
2,516.50 |
141.50 |
5.6% |
46.25 |
1.8% |
23% |
False |
False |
237,502 |
| 20 |
2,658.00 |
2,503.50 |
154.50 |
6.1% |
44.75 |
1.8% |
29% |
False |
False |
206,405 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.4% |
46.00 |
1.8% |
54% |
False |
False |
185,059 |
| 60 |
2,742.50 |
2,418.25 |
324.25 |
12.7% |
44.00 |
1.7% |
40% |
False |
False |
123,407 |
| 80 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
42.00 |
1.6% |
35% |
False |
False |
92,567 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
36.50 |
1.4% |
35% |
False |
False |
74,063 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.5% |
31.25 |
1.2% |
35% |
False |
False |
61,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.25 |
|
2.618 |
2,707.75 |
|
1.618 |
2,662.75 |
|
1.000 |
2,635.00 |
|
0.618 |
2,617.75 |
|
HIGH |
2,590.00 |
|
0.618 |
2,572.75 |
|
0.500 |
2,567.50 |
|
0.382 |
2,562.25 |
|
LOW |
2,545.00 |
|
0.618 |
2,517.25 |
|
1.000 |
2,500.00 |
|
1.618 |
2,472.25 |
|
2.618 |
2,427.25 |
|
4.250 |
2,353.75 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.50 |
2,600.50 |
| PP |
2,561.25 |
2,583.00 |
| S1 |
2,554.75 |
2,565.75 |
|