| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
2,634.75 |
2,625.25 |
-9.50 |
-0.4% |
2,609.00 |
| High |
2,656.25 |
2,648.75 |
-7.50 |
-0.3% |
2,646.00 |
| Low |
2,618.50 |
2,600.50 |
-18.00 |
-0.7% |
2,516.75 |
| Close |
2,625.00 |
2,618.50 |
-6.50 |
-0.2% |
2,642.00 |
| Range |
37.75 |
48.25 |
10.50 |
27.8% |
129.25 |
| ATR |
45.09 |
45.32 |
0.23 |
0.5% |
0.00 |
| Volume |
252,194 |
303,243 |
51,049 |
20.2% |
1,405,508 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.25 |
2,741.25 |
2,645.00 |
|
| R3 |
2,719.00 |
2,693.00 |
2,631.75 |
|
| R2 |
2,670.75 |
2,670.75 |
2,627.25 |
|
| R1 |
2,644.75 |
2,644.75 |
2,623.00 |
2,633.50 |
| PP |
2,622.50 |
2,622.50 |
2,622.50 |
2,617.00 |
| S1 |
2,596.50 |
2,596.50 |
2,614.00 |
2,585.50 |
| S2 |
2,574.25 |
2,574.25 |
2,609.75 |
|
| S3 |
2,526.00 |
2,548.25 |
2,605.25 |
|
| S4 |
2,477.75 |
2,500.00 |
2,592.00 |
|
|
| 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 |
2,572.50 |
85.25 |
3.3% |
42.00 |
1.6% |
54% |
False |
False |
257,631 |
| 10 |
2,657.75 |
2,516.75 |
141.00 |
5.4% |
47.75 |
1.8% |
72% |
False |
False |
264,680 |
| 20 |
2,658.00 |
2,516.50 |
141.50 |
5.4% |
45.75 |
1.7% |
72% |
False |
False |
244,587 |
| 40 |
2,658.00 |
2,503.50 |
154.50 |
5.9% |
45.50 |
1.7% |
74% |
False |
False |
230,710 |
| 60 |
2,658.00 |
2,418.25 |
239.75 |
9.2% |
45.25 |
1.7% |
84% |
False |
False |
154,224 |
| 80 |
2,742.50 |
2,418.25 |
324.25 |
12.4% |
43.25 |
1.7% |
62% |
False |
False |
115,682 |
| 100 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
39.50 |
1.5% |
54% |
False |
False |
92,557 |
| 120 |
2,788.00 |
2,418.25 |
369.75 |
14.1% |
33.50 |
1.3% |
54% |
False |
False |
77,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.75 |
|
2.618 |
2,775.00 |
|
1.618 |
2,726.75 |
|
1.000 |
2,697.00 |
|
0.618 |
2,678.50 |
|
HIGH |
2,648.75 |
|
0.618 |
2,630.25 |
|
0.500 |
2,624.50 |
|
0.382 |
2,619.00 |
|
LOW |
2,600.50 |
|
0.618 |
2,570.75 |
|
1.000 |
2,552.25 |
|
1.618 |
2,522.50 |
|
2.618 |
2,474.25 |
|
4.250 |
2,395.50 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.50 |
2,628.50 |
| PP |
2,622.50 |
2,625.00 |
| S1 |
2,620.50 |
2,621.75 |
|