| 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 |
1,615.8 |
1,601.1 |
-14.7 |
-0.9% |
1,584.9 |
| High |
1,619.5 |
1,616.0 |
-3.5 |
-0.2% |
1,630.6 |
| Low |
1,593.0 |
1,584.2 |
-8.8 |
-0.6% |
1,564.5 |
| Close |
1,605.1 |
1,588.6 |
-16.5 |
-1.0% |
1,620.3 |
| Range |
26.5 |
31.8 |
5.3 |
20.0% |
66.1 |
| ATR |
22.6 |
23.2 |
0.7 |
2.9% |
0.0 |
| Volume |
7,572 |
9,471 |
1,899 |
25.1% |
44,814 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.7 |
1,671.9 |
1,606.1 |
|
| R3 |
1,659.9 |
1,640.1 |
1,597.3 |
|
| R2 |
1,628.1 |
1,628.1 |
1,594.4 |
|
| R1 |
1,608.3 |
1,608.3 |
1,591.5 |
1,602.3 |
| PP |
1,596.3 |
1,596.3 |
1,596.3 |
1,593.3 |
| S1 |
1,576.5 |
1,576.5 |
1,585.7 |
1,570.5 |
| S2 |
1,564.5 |
1,564.5 |
1,582.8 |
|
| S3 |
1,532.7 |
1,544.7 |
1,579.9 |
|
| S4 |
1,500.9 |
1,512.9 |
1,571.1 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,803.4 |
1,778.0 |
1,656.7 |
|
| R3 |
1,737.3 |
1,711.9 |
1,638.5 |
|
| R2 |
1,671.2 |
1,671.2 |
1,632.4 |
|
| R1 |
1,645.8 |
1,645.8 |
1,626.4 |
1,658.5 |
| PP |
1,605.1 |
1,605.1 |
1,605.1 |
1,611.5 |
| S1 |
1,579.7 |
1,579.7 |
1,614.2 |
1,592.4 |
| S2 |
1,539.0 |
1,539.0 |
1,608.2 |
|
| S3 |
1,472.9 |
1,513.6 |
1,602.1 |
|
| S4 |
1,406.8 |
1,447.5 |
1,583.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,630.6 |
1,584.2 |
46.4 |
2.9% |
21.1 |
1.3% |
9% |
False |
True |
8,657 |
| 10 |
1,630.6 |
1,564.5 |
66.1 |
4.2% |
20.7 |
1.3% |
36% |
False |
False |
7,807 |
| 20 |
1,630.6 |
1,557.0 |
73.6 |
4.6% |
21.8 |
1.4% |
43% |
False |
False |
5,440 |
| 40 |
1,636.3 |
1,550.0 |
86.3 |
5.4% |
23.7 |
1.5% |
45% |
False |
False |
3,537 |
| 60 |
1,644.0 |
1,534.3 |
109.7 |
6.9% |
24.6 |
1.6% |
49% |
False |
False |
3,052 |
| 80 |
1,685.3 |
1,534.3 |
151.0 |
9.5% |
22.7 |
1.4% |
36% |
False |
False |
2,554 |
| 100 |
1,703.6 |
1,534.3 |
169.3 |
10.7% |
22.2 |
1.4% |
32% |
False |
False |
2,158 |
| 120 |
1,799.5 |
1,534.3 |
265.2 |
16.7% |
21.3 |
1.3% |
20% |
False |
False |
1,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,751.2 |
|
2.618 |
1,699.3 |
|
1.618 |
1,667.5 |
|
1.000 |
1,647.8 |
|
0.618 |
1,635.7 |
|
HIGH |
1,616.0 |
|
0.618 |
1,603.9 |
|
0.500 |
1,600.1 |
|
0.382 |
1,596.3 |
|
LOW |
1,584.2 |
|
0.618 |
1,564.5 |
|
1.000 |
1,552.4 |
|
1.618 |
1,532.7 |
|
2.618 |
1,500.9 |
|
4.250 |
1,449.1 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,600.1 |
1,606.8 |
| PP |
1,596.3 |
1,600.7 |
| S1 |
1,592.4 |
1,594.7 |
|