| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,587.3 |
1,580.1 |
-7.2 |
-0.5% |
1,598.2 |
| High |
1,587.3 |
1,588.5 |
1.2 |
0.1% |
1,603.3 |
| Low |
1,566.8 |
1,572.7 |
5.9 |
0.4% |
1,572.0 |
| Close |
1,582.0 |
1,580.8 |
-1.2 |
-0.1% |
1,587.4 |
| Range |
20.5 |
15.8 |
-4.7 |
-22.9% |
31.3 |
| ATR |
24.4 |
23.8 |
-0.6 |
-2.5% |
0.0 |
| Volume |
14,091 |
20,568 |
6,477 |
46.0% |
62,479 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.1 |
1,620.2 |
1,589.5 |
|
| R3 |
1,612.3 |
1,604.4 |
1,585.1 |
|
| R2 |
1,596.5 |
1,596.5 |
1,583.7 |
|
| R1 |
1,588.6 |
1,588.6 |
1,582.2 |
1,592.6 |
| PP |
1,580.7 |
1,580.7 |
1,580.7 |
1,582.6 |
| S1 |
1,572.8 |
1,572.8 |
1,579.4 |
1,576.8 |
| S2 |
1,564.9 |
1,564.9 |
1,577.9 |
|
| S3 |
1,549.1 |
1,557.0 |
1,576.5 |
|
| S4 |
1,533.3 |
1,541.2 |
1,572.1 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.5 |
1,665.7 |
1,604.6 |
|
| R3 |
1,650.2 |
1,634.4 |
1,596.0 |
|
| R2 |
1,618.9 |
1,618.9 |
1,593.1 |
|
| R1 |
1,603.1 |
1,603.1 |
1,590.3 |
1,595.4 |
| PP |
1,587.6 |
1,587.6 |
1,587.6 |
1,583.7 |
| S1 |
1,571.8 |
1,571.8 |
1,584.5 |
1,564.1 |
| S2 |
1,556.3 |
1,556.3 |
1,581.7 |
|
| S3 |
1,525.0 |
1,540.5 |
1,578.8 |
|
| S4 |
1,493.7 |
1,509.2 |
1,570.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,596.0 |
1,566.8 |
29.2 |
1.8% |
17.2 |
1.1% |
48% |
False |
False |
14,524 |
| 10 |
1,603.3 |
1,559.5 |
43.8 |
2.8% |
19.8 |
1.3% |
49% |
False |
False |
16,093 |
| 20 |
1,630.1 |
1,552.0 |
78.1 |
4.9% |
23.7 |
1.5% |
37% |
False |
False |
12,217 |
| 40 |
1,646.4 |
1,537.3 |
109.1 |
6.9% |
26.2 |
1.7% |
40% |
False |
False |
8,455 |
| 60 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
25.2 |
1.6% |
32% |
False |
False |
7,456 |
| 80 |
1,691.6 |
1,535.4 |
156.2 |
9.9% |
23.8 |
1.5% |
29% |
False |
False |
6,218 |
| 100 |
1,735.2 |
1,535.4 |
199.8 |
12.6% |
24.0 |
1.5% |
23% |
False |
False |
5,438 |
| 120 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.6 |
1.6% |
17% |
False |
False |
4,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,655.7 |
|
2.618 |
1,629.9 |
|
1.618 |
1,614.1 |
|
1.000 |
1,604.3 |
|
0.618 |
1,598.3 |
|
HIGH |
1,588.5 |
|
0.618 |
1,582.5 |
|
0.500 |
1,580.6 |
|
0.382 |
1,578.7 |
|
LOW |
1,572.7 |
|
0.618 |
1,562.9 |
|
1.000 |
1,556.9 |
|
1.618 |
1,547.1 |
|
2.618 |
1,531.3 |
|
4.250 |
1,505.6 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,580.7 |
1,580.2 |
| PP |
1,580.7 |
1,579.6 |
| S1 |
1,580.6 |
1,579.0 |
|