| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,464.0 |
6,555.0 |
91.0 |
1.4% |
6,406.0 |
| High |
6,577.5 |
6,578.5 |
1.0 |
0.0% |
6,577.5 |
| Low |
6,437.5 |
6,510.5 |
73.0 |
1.1% |
6,350.5 |
| Close |
6,542.5 |
6,576.0 |
33.5 |
0.5% |
6,542.5 |
| Range |
140.0 |
68.0 |
-72.0 |
-51.4% |
227.0 |
| ATR |
131.9 |
127.4 |
-4.6 |
-3.5% |
0.0 |
| Volume |
114,091 |
86,259 |
-27,832 |
-24.4% |
610,626 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.0 |
6,735.5 |
6,613.4 |
|
| R3 |
6,691.0 |
6,667.5 |
6,594.7 |
|
| R2 |
6,623.0 |
6,623.0 |
6,588.5 |
|
| R1 |
6,599.5 |
6,599.5 |
6,582.2 |
6,611.3 |
| PP |
6,555.0 |
6,555.0 |
6,555.0 |
6,560.9 |
| S1 |
6,531.5 |
6,531.5 |
6,569.8 |
6,543.3 |
| S2 |
6,487.0 |
6,487.0 |
6,563.5 |
|
| S3 |
6,419.0 |
6,463.5 |
6,557.3 |
|
| S4 |
6,351.0 |
6,395.5 |
6,538.6 |
|
|
| 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 |
6,578.5 |
6,350.5 |
228.0 |
3.5% |
110.0 |
1.7% |
99% |
True |
False |
117,815 |
| 10 |
6,647.5 |
6,350.5 |
297.0 |
4.5% |
113.6 |
1.7% |
76% |
False |
False |
126,054 |
| 20 |
6,647.5 |
6,098.0 |
549.5 |
8.4% |
123.5 |
1.9% |
87% |
False |
False |
135,070 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.1% |
125.5 |
1.9% |
90% |
False |
False |
81,886 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.7% |
130.3 |
2.0% |
68% |
False |
False |
54,697 |
| 80 |
7,175.0 |
5,917.5 |
1,257.5 |
19.1% |
131.5 |
2.0% |
52% |
False |
False |
41,071 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
121.5 |
1.8% |
51% |
False |
False |
33,269 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
112.9 |
1.7% |
51% |
False |
False |
27,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,867.5 |
|
2.618 |
6,756.5 |
|
1.618 |
6,688.5 |
|
1.000 |
6,646.5 |
|
0.618 |
6,620.5 |
|
HIGH |
6,578.5 |
|
0.618 |
6,552.5 |
|
0.500 |
6,544.5 |
|
0.382 |
6,536.5 |
|
LOW |
6,510.5 |
|
0.618 |
6,468.5 |
|
1.000 |
6,442.5 |
|
1.618 |
6,400.5 |
|
2.618 |
6,332.5 |
|
4.250 |
6,221.5 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,565.5 |
6,541.6 |
| PP |
6,555.0 |
6,507.2 |
| S1 |
6,544.5 |
6,472.8 |
|