| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,428.0 |
6,464.0 |
36.0 |
0.6% |
6,406.0 |
| High |
6,463.0 |
6,577.5 |
114.5 |
1.8% |
6,577.5 |
| Low |
6,367.0 |
6,437.5 |
70.5 |
1.1% |
6,350.5 |
| Close |
6,425.0 |
6,542.5 |
117.5 |
1.8% |
6,542.5 |
| Range |
96.0 |
140.0 |
44.0 |
45.8% |
227.0 |
| ATR |
130.3 |
131.9 |
1.6 |
1.2% |
0.0 |
| Volume |
131,686 |
114,091 |
-17,595 |
-13.4% |
610,626 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,939.2 |
6,880.8 |
6,619.5 |
|
| R3 |
6,799.2 |
6,740.8 |
6,581.0 |
|
| R2 |
6,659.2 |
6,659.2 |
6,568.2 |
|
| R1 |
6,600.8 |
6,600.8 |
6,555.3 |
6,630.0 |
| PP |
6,519.2 |
6,519.2 |
6,519.2 |
6,533.8 |
| S1 |
6,460.8 |
6,460.8 |
6,529.7 |
6,490.0 |
| S2 |
6,379.2 |
6,379.2 |
6,516.8 |
|
| S3 |
6,239.2 |
6,320.8 |
6,504.0 |
|
| S4 |
6,099.2 |
6,180.8 |
6,465.5 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,171.2 |
7,083.8 |
6,667.4 |
|
| R3 |
6,944.2 |
6,856.8 |
6,604.9 |
|
| R2 |
6,717.2 |
6,717.2 |
6,584.1 |
|
| R1 |
6,629.8 |
6,629.8 |
6,563.3 |
6,673.5 |
| PP |
6,490.2 |
6,490.2 |
6,490.2 |
6,512.0 |
| S1 |
6,402.8 |
6,402.8 |
6,521.7 |
6,446.5 |
| S2 |
6,263.2 |
6,263.2 |
6,500.9 |
|
| S3 |
6,036.2 |
6,175.8 |
6,480.1 |
|
| S4 |
5,809.2 |
5,948.8 |
6,417.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,577.5 |
6,350.5 |
227.0 |
3.5% |
105.8 |
1.6% |
85% |
True |
False |
122,125 |
| 10 |
6,647.5 |
6,187.0 |
460.5 |
7.0% |
132.0 |
2.0% |
77% |
False |
False |
134,346 |
| 20 |
6,647.5 |
6,098.0 |
549.5 |
8.4% |
126.5 |
1.9% |
81% |
False |
False |
140,134 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.2% |
126.4 |
1.9% |
86% |
False |
False |
79,737 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.8% |
132.0 |
2.0% |
65% |
False |
False |
53,266 |
| 80 |
7,175.0 |
5,917.5 |
1,257.5 |
19.2% |
131.8 |
2.0% |
50% |
False |
False |
39,995 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.9% |
121.8 |
1.9% |
48% |
False |
False |
32,409 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.9% |
112.5 |
1.7% |
48% |
False |
False |
27,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,172.5 |
|
2.618 |
6,944.0 |
|
1.618 |
6,804.0 |
|
1.000 |
6,717.5 |
|
0.618 |
6,664.0 |
|
HIGH |
6,577.5 |
|
0.618 |
6,524.0 |
|
0.500 |
6,507.5 |
|
0.382 |
6,491.0 |
|
LOW |
6,437.5 |
|
0.618 |
6,351.0 |
|
1.000 |
6,297.5 |
|
1.618 |
6,211.0 |
|
2.618 |
6,071.0 |
|
4.250 |
5,842.5 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.8 |
6,519.1 |
| PP |
6,519.2 |
6,495.7 |
| S1 |
6,507.5 |
6,472.3 |
|