| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,572.75 |
2,640.00 |
67.25 |
2.6% |
2,609.00 |
| High |
2,646.00 |
2,657.75 |
11.75 |
0.4% |
2,646.00 |
| Low |
2,572.50 |
2,628.25 |
55.75 |
2.2% |
2,516.75 |
| Close |
2,642.00 |
2,635.75 |
-6.25 |
-0.2% |
2,642.00 |
| Range |
73.50 |
29.50 |
-44.00 |
-59.9% |
129.25 |
| ATR |
48.90 |
47.52 |
-1.39 |
-2.8% |
0.00 |
| Volume |
284,847 |
232,494 |
-52,353 |
-18.4% |
1,405,508 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.00 |
2,712.00 |
2,652.00 |
|
| R3 |
2,699.50 |
2,682.50 |
2,643.75 |
|
| R2 |
2,670.00 |
2,670.00 |
2,641.25 |
|
| R1 |
2,653.00 |
2,653.00 |
2,638.50 |
2,646.75 |
| PP |
2,640.50 |
2,640.50 |
2,640.50 |
2,637.50 |
| S1 |
2,623.50 |
2,623.50 |
2,633.00 |
2,617.25 |
| S2 |
2,611.00 |
2,611.00 |
2,630.25 |
|
| S3 |
2,581.50 |
2,594.00 |
2,627.75 |
|
| S4 |
2,552.00 |
2,564.50 |
2,619.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.25 |
2,945.00 |
2,713.00 |
|
| R3 |
2,860.00 |
2,815.75 |
2,677.50 |
|
| R2 |
2,730.75 |
2,730.75 |
2,665.75 |
|
| R1 |
2,686.50 |
2,686.50 |
2,653.75 |
2,708.50 |
| PP |
2,601.50 |
2,601.50 |
2,601.50 |
2,612.75 |
| S1 |
2,557.25 |
2,557.25 |
2,630.25 |
2,579.50 |
| S2 |
2,472.25 |
2,472.25 |
2,618.25 |
|
| S3 |
2,343.00 |
2,428.00 |
2,606.50 |
|
| S4 |
2,213.75 |
2,298.75 |
2,571.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,657.75 |
2,516.75 |
141.00 |
5.3% |
51.00 |
1.9% |
84% |
True |
False |
272,314 |
| 10 |
2,658.00 |
2,516.75 |
141.25 |
5.4% |
50.25 |
1.9% |
84% |
False |
False |
264,438 |
| 20 |
2,658.00 |
2,516.50 |
141.50 |
5.4% |
44.50 |
1.7% |
84% |
False |
False |
215,536 |
| 40 |
2,658.00 |
2,418.25 |
239.75 |
9.1% |
46.50 |
1.8% |
91% |
False |
False |
211,989 |
| 60 |
2,666.00 |
2,418.25 |
247.75 |
9.4% |
45.75 |
1.7% |
88% |
False |
False |
141,383 |
| 80 |
2,748.25 |
2,418.25 |
330.00 |
12.5% |
43.25 |
1.6% |
66% |
False |
False |
106,047 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
38.50 |
1.5% |
59% |
False |
False |
84,849 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.0% |
32.75 |
1.2% |
59% |
False |
False |
70,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,783.00 |
|
2.618 |
2,735.00 |
|
1.618 |
2,705.50 |
|
1.000 |
2,687.25 |
|
0.618 |
2,676.00 |
|
HIGH |
2,657.75 |
|
0.618 |
2,646.50 |
|
0.500 |
2,643.00 |
|
0.382 |
2,639.50 |
|
LOW |
2,628.25 |
|
0.618 |
2,610.00 |
|
1.000 |
2,598.75 |
|
1.618 |
2,580.50 |
|
2.618 |
2,551.00 |
|
4.250 |
2,503.00 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.00 |
2,621.75 |
| PP |
2,640.50 |
2,607.75 |
| S1 |
2,638.25 |
2,594.00 |
|