| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1,373.50 |
1,372.75 |
-0.75 |
-0.1% |
1,349.50 |
| High |
1,380.00 |
1,378.75 |
-1.25 |
-0.1% |
1,377.50 |
| Low |
1,369.25 |
1,364.25 |
-5.00 |
-0.4% |
1,314.25 |
| Close |
1,373.25 |
1,367.50 |
-5.75 |
-0.4% |
1,375.50 |
| Range |
10.75 |
14.50 |
3.75 |
34.9% |
63.25 |
| ATR |
19.58 |
19.22 |
-0.36 |
-1.9% |
0.00 |
| Volume |
2,307 |
1,889 |
-418 |
-18.1% |
7,877 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.75 |
1,405.00 |
1,375.50 |
|
| R3 |
1,399.25 |
1,390.50 |
1,371.50 |
|
| R2 |
1,384.75 |
1,384.75 |
1,370.25 |
|
| R1 |
1,376.00 |
1,376.00 |
1,368.75 |
1,373.00 |
| PP |
1,370.25 |
1,370.25 |
1,370.25 |
1,368.75 |
| S1 |
1,361.50 |
1,361.50 |
1,366.25 |
1,358.50 |
| S2 |
1,355.75 |
1,355.75 |
1,364.75 |
|
| S3 |
1,341.25 |
1,347.00 |
1,363.50 |
|
| S4 |
1,326.75 |
1,332.50 |
1,359.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.50 |
1,523.75 |
1,410.25 |
|
| R3 |
1,482.25 |
1,460.50 |
1,393.00 |
|
| R2 |
1,419.00 |
1,419.00 |
1,387.00 |
|
| R1 |
1,397.25 |
1,397.25 |
1,381.25 |
1,408.00 |
| PP |
1,355.75 |
1,355.75 |
1,355.75 |
1,361.25 |
| S1 |
1,334.00 |
1,334.00 |
1,369.75 |
1,345.00 |
| S2 |
1,292.50 |
1,292.50 |
1,364.00 |
|
| S3 |
1,229.25 |
1,270.75 |
1,358.00 |
|
| S4 |
1,166.00 |
1,207.50 |
1,340.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,380.00 |
1,314.25 |
65.75 |
4.8% |
21.00 |
1.5% |
81% |
False |
False |
1,826 |
| 10 |
1,380.00 |
1,314.25 |
65.75 |
4.8% |
19.25 |
1.4% |
81% |
False |
False |
1,782 |
| 20 |
1,380.00 |
1,313.25 |
66.75 |
4.9% |
18.25 |
1.3% |
81% |
False |
False |
1,876 |
| 40 |
1,380.00 |
1,263.75 |
116.25 |
8.5% |
19.50 |
1.4% |
89% |
False |
False |
1,451 |
| 60 |
1,380.00 |
1,250.00 |
130.00 |
9.5% |
18.75 |
1.4% |
90% |
False |
False |
1,108 |
| 80 |
1,396.75 |
1,250.00 |
146.75 |
10.7% |
16.50 |
1.2% |
80% |
False |
False |
908 |
| 100 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
14.75 |
1.1% |
76% |
False |
False |
751 |
| 120 |
1,404.00 |
1,250.00 |
154.00 |
11.3% |
12.75 |
0.9% |
76% |
False |
False |
626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.50 |
|
2.618 |
1,416.75 |
|
1.618 |
1,402.25 |
|
1.000 |
1,393.25 |
|
0.618 |
1,387.75 |
|
HIGH |
1,378.75 |
|
0.618 |
1,373.25 |
|
0.500 |
1,371.50 |
|
0.382 |
1,369.75 |
|
LOW |
1,364.25 |
|
0.618 |
1,355.25 |
|
1.000 |
1,349.75 |
|
1.618 |
1,340.75 |
|
2.618 |
1,326.25 |
|
4.250 |
1,302.50 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.50 |
1,366.00 |
| PP |
1,370.25 |
1,364.75 |
| S1 |
1,368.75 |
1,363.25 |
|