| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,592.6 |
1,591.1 |
-1.5 |
-0.1% |
1,579.8 |
| High |
1,596.8 |
1,600.1 |
3.3 |
0.2% |
1,603.5 |
| Low |
1,579.8 |
1,573.5 |
-6.3 |
-0.4% |
1,557.0 |
| Close |
1,593.9 |
1,591.8 |
-2.1 |
-0.1% |
1,594.4 |
| Range |
17.0 |
26.6 |
9.6 |
56.5% |
46.5 |
| ATR |
25.8 |
25.9 |
0.1 |
0.2% |
0.0 |
| Volume |
811 |
2,202 |
1,391 |
171.5% |
19,858 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,668.3 |
1,656.6 |
1,606.4 |
|
| R3 |
1,641.7 |
1,630.0 |
1,599.1 |
|
| R2 |
1,615.1 |
1,615.1 |
1,596.7 |
|
| R1 |
1,603.4 |
1,603.4 |
1,594.2 |
1,609.3 |
| PP |
1,588.5 |
1,588.5 |
1,588.5 |
1,591.4 |
| S1 |
1,576.8 |
1,576.8 |
1,589.4 |
1,582.7 |
| S2 |
1,561.9 |
1,561.9 |
1,586.9 |
|
| S3 |
1,535.3 |
1,550.2 |
1,584.5 |
|
| S4 |
1,508.7 |
1,523.6 |
1,577.2 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,724.5 |
1,705.9 |
1,620.0 |
|
| R3 |
1,678.0 |
1,659.4 |
1,607.2 |
|
| R2 |
1,631.5 |
1,631.5 |
1,602.9 |
|
| R1 |
1,612.9 |
1,612.9 |
1,598.7 |
1,622.2 |
| PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,589.6 |
| S1 |
1,566.4 |
1,566.4 |
1,590.1 |
1,575.7 |
| S2 |
1,538.5 |
1,538.5 |
1,585.9 |
|
| S3 |
1,492.0 |
1,519.9 |
1,581.6 |
|
| S4 |
1,445.5 |
1,473.4 |
1,568.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,600.1 |
1,557.0 |
43.1 |
2.7% |
22.1 |
1.4% |
81% |
True |
False |
3,501 |
| 10 |
1,626.9 |
1,557.0 |
69.9 |
4.4% |
25.0 |
1.6% |
50% |
False |
False |
2,994 |
| 20 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
25.3 |
1.6% |
48% |
False |
False |
2,426 |
| 40 |
1,644.0 |
1,534.5 |
109.5 |
6.9% |
26.4 |
1.7% |
52% |
False |
False |
2,145 |
| 60 |
1,674.4 |
1,534.3 |
140.1 |
8.8% |
24.0 |
1.5% |
41% |
False |
False |
1,895 |
| 80 |
1,701.5 |
1,534.3 |
167.2 |
10.5% |
22.7 |
1.4% |
34% |
False |
False |
1,609 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
22.1 |
1.4% |
22% |
False |
False |
1,431 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
20.8 |
1.3% |
22% |
False |
False |
1,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,713.2 |
|
2.618 |
1,669.7 |
|
1.618 |
1,643.1 |
|
1.000 |
1,626.7 |
|
0.618 |
1,616.5 |
|
HIGH |
1,600.1 |
|
0.618 |
1,589.9 |
|
0.500 |
1,586.8 |
|
0.382 |
1,583.7 |
|
LOW |
1,573.5 |
|
0.618 |
1,557.1 |
|
1.000 |
1,546.9 |
|
1.618 |
1,530.5 |
|
2.618 |
1,503.9 |
|
4.250 |
1,460.5 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,590.1 |
1,589.6 |
| PP |
1,588.5 |
1,587.3 |
| S1 |
1,586.8 |
1,585.1 |
|