| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,578.1 |
1,584.0 |
5.9 |
0.4% |
1,592.6 |
| High |
1,585.9 |
1,612.2 |
26.3 |
1.7% |
1,600.1 |
| Low |
1,570.4 |
1,581.0 |
10.6 |
0.7% |
1,570.0 |
| Close |
1,578.5 |
1,610.3 |
31.8 |
2.0% |
1,585.0 |
| Range |
15.5 |
31.2 |
15.7 |
101.3% |
30.1 |
| ATR |
23.5 |
24.2 |
0.7 |
3.1% |
0.0 |
| Volume |
6,029 |
7,338 |
1,309 |
21.7% |
12,135 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,694.8 |
1,683.7 |
1,627.5 |
|
| R3 |
1,663.6 |
1,652.5 |
1,618.9 |
|
| R2 |
1,632.4 |
1,632.4 |
1,616.0 |
|
| R1 |
1,621.3 |
1,621.3 |
1,613.2 |
1,626.9 |
| PP |
1,601.2 |
1,601.2 |
1,601.2 |
1,603.9 |
| S1 |
1,590.1 |
1,590.1 |
1,607.4 |
1,595.7 |
| S2 |
1,570.0 |
1,570.0 |
1,604.6 |
|
| S3 |
1,538.8 |
1,558.9 |
1,601.7 |
|
| S4 |
1,507.6 |
1,527.7 |
1,593.1 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.3 |
1,660.3 |
1,601.6 |
|
| R3 |
1,645.2 |
1,630.2 |
1,593.3 |
|
| R2 |
1,615.1 |
1,615.1 |
1,590.5 |
|
| R1 |
1,600.1 |
1,600.1 |
1,587.8 |
1,592.6 |
| PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,581.3 |
| S1 |
1,570.0 |
1,570.0 |
1,582.2 |
1,562.5 |
| S2 |
1,554.9 |
1,554.9 |
1,579.5 |
|
| S3 |
1,524.8 |
1,539.9 |
1,576.7 |
|
| S4 |
1,494.7 |
1,509.8 |
1,568.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,612.2 |
1,564.5 |
47.7 |
3.0% |
19.9 |
1.2% |
96% |
True |
False |
5,607 |
| 10 |
1,612.2 |
1,557.0 |
55.2 |
3.4% |
21.1 |
1.3% |
97% |
True |
False |
4,084 |
| 20 |
1,626.9 |
1,550.0 |
76.9 |
4.8% |
24.1 |
1.5% |
78% |
False |
False |
3,415 |
| 40 |
1,644.0 |
1,534.5 |
109.5 |
6.8% |
25.4 |
1.6% |
69% |
False |
False |
2,639 |
| 60 |
1,674.4 |
1,534.3 |
140.1 |
8.7% |
24.3 |
1.5% |
54% |
False |
False |
2,292 |
| 80 |
1,686.3 |
1,534.3 |
152.0 |
9.4% |
22.8 |
1.4% |
50% |
False |
False |
1,942 |
| 100 |
1,722.8 |
1,534.3 |
188.5 |
11.7% |
22.0 |
1.4% |
40% |
False |
False |
1,687 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.5% |
21.2 |
1.3% |
29% |
False |
False |
1,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,744.8 |
|
2.618 |
1,693.9 |
|
1.618 |
1,662.7 |
|
1.000 |
1,643.4 |
|
0.618 |
1,631.5 |
|
HIGH |
1,612.2 |
|
0.618 |
1,600.3 |
|
0.500 |
1,596.6 |
|
0.382 |
1,592.9 |
|
LOW |
1,581.0 |
|
0.618 |
1,561.7 |
|
1.000 |
1,549.8 |
|
1.618 |
1,530.5 |
|
2.618 |
1,499.3 |
|
4.250 |
1,448.4 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,605.7 |
1,603.0 |
| PP |
1,601.2 |
1,595.7 |
| S1 |
1,596.6 |
1,588.4 |
|