| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,555.0 |
6,586.5 |
31.5 |
0.5% |
6,406.0 |
| High |
6,578.5 |
6,630.0 |
51.5 |
0.8% |
6,577.5 |
| Low |
6,510.5 |
6,543.5 |
33.0 |
0.5% |
6,350.5 |
| Close |
6,576.0 |
6,568.0 |
-8.0 |
-0.1% |
6,542.5 |
| Range |
68.0 |
86.5 |
18.5 |
27.2% |
227.0 |
| ATR |
127.4 |
124.4 |
-2.9 |
-2.3% |
0.0 |
| Volume |
86,259 |
116,029 |
29,770 |
34.5% |
610,626 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.0 |
6,790.5 |
6,615.6 |
|
| R3 |
6,753.5 |
6,704.0 |
6,591.8 |
|
| R2 |
6,667.0 |
6,667.0 |
6,583.9 |
|
| R1 |
6,617.5 |
6,617.5 |
6,575.9 |
6,599.0 |
| PP |
6,580.5 |
6,580.5 |
6,580.5 |
6,571.3 |
| S1 |
6,531.0 |
6,531.0 |
6,560.1 |
6,512.5 |
| S2 |
6,494.0 |
6,494.0 |
6,552.1 |
|
| S3 |
6,407.5 |
6,444.5 |
6,544.2 |
|
| S4 |
6,321.0 |
6,358.0 |
6,520.4 |
|
|
| 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 |
6,630.0 |
6,367.0 |
263.0 |
4.0% |
98.5 |
1.5% |
76% |
True |
False |
112,958 |
| 10 |
6,647.5 |
6,350.5 |
297.0 |
4.5% |
107.4 |
1.6% |
73% |
False |
False |
122,488 |
| 20 |
6,647.5 |
6,098.0 |
549.5 |
8.4% |
122.1 |
1.9% |
86% |
False |
False |
131,922 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.1% |
124.6 |
1.9% |
89% |
False |
False |
84,746 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.7% |
130.0 |
2.0% |
67% |
False |
False |
56,626 |
| 80 |
7,175.0 |
5,917.5 |
1,257.5 |
19.1% |
131.4 |
2.0% |
52% |
False |
False |
42,520 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
121.6 |
1.9% |
50% |
False |
False |
34,427 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
112.9 |
1.7% |
50% |
False |
False |
28,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,997.6 |
|
2.618 |
6,856.5 |
|
1.618 |
6,770.0 |
|
1.000 |
6,716.5 |
|
0.618 |
6,683.5 |
|
HIGH |
6,630.0 |
|
0.618 |
6,597.0 |
|
0.500 |
6,586.8 |
|
0.382 |
6,576.5 |
|
LOW |
6,543.5 |
|
0.618 |
6,490.0 |
|
1.000 |
6,457.0 |
|
1.618 |
6,403.5 |
|
2.618 |
6,317.0 |
|
4.250 |
6,175.9 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,586.8 |
6,556.6 |
| PP |
6,580.5 |
6,545.2 |
| S1 |
6,574.3 |
6,533.8 |
|