| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,586.5 |
6,590.0 |
3.5 |
0.1% |
6,406.0 |
| High |
6,630.0 |
6,698.5 |
68.5 |
1.0% |
6,577.5 |
| Low |
6,543.5 |
6,579.5 |
36.0 |
0.6% |
6,350.5 |
| Close |
6,568.0 |
6,681.5 |
113.5 |
1.7% |
6,542.5 |
| Range |
86.5 |
119.0 |
32.5 |
37.6% |
227.0 |
| ATR |
124.4 |
124.9 |
0.4 |
0.3% |
0.0 |
| Volume |
116,029 |
117,784 |
1,755 |
1.5% |
610,626 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,010.2 |
6,964.8 |
6,747.0 |
|
| R3 |
6,891.2 |
6,845.8 |
6,714.2 |
|
| R2 |
6,772.2 |
6,772.2 |
6,703.3 |
|
| R1 |
6,726.8 |
6,726.8 |
6,692.4 |
6,749.5 |
| PP |
6,653.2 |
6,653.2 |
6,653.2 |
6,664.5 |
| S1 |
6,607.8 |
6,607.8 |
6,670.6 |
6,630.5 |
| S2 |
6,534.2 |
6,534.2 |
6,659.7 |
|
| S3 |
6,415.2 |
6,488.8 |
6,648.8 |
|
| S4 |
6,296.2 |
6,369.8 |
6,616.1 |
|
|
| 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 |
6,698.5 |
6,367.0 |
331.5 |
5.0% |
101.9 |
1.5% |
95% |
True |
False |
113,169 |
| 10 |
6,698.5 |
6,350.5 |
348.0 |
5.2% |
110.3 |
1.7% |
95% |
True |
False |
123,072 |
| 20 |
6,698.5 |
6,098.0 |
600.5 |
9.0% |
120.7 |
1.8% |
97% |
True |
False |
130,316 |
| 40 |
6,698.5 |
5,917.5 |
781.0 |
11.7% |
125.3 |
1.9% |
98% |
True |
False |
87,664 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.5% |
128.4 |
1.9% |
79% |
False |
False |
58,583 |
| 80 |
7,175.0 |
5,917.5 |
1,257.5 |
18.8% |
131.2 |
2.0% |
61% |
False |
False |
43,990 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.5% |
121.6 |
1.8% |
59% |
False |
False |
35,604 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.5% |
113.0 |
1.7% |
59% |
False |
False |
29,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,204.3 |
|
2.618 |
7,010.0 |
|
1.618 |
6,891.0 |
|
1.000 |
6,817.5 |
|
0.618 |
6,772.0 |
|
HIGH |
6,698.5 |
|
0.618 |
6,653.0 |
|
0.500 |
6,639.0 |
|
0.382 |
6,625.0 |
|
LOW |
6,579.5 |
|
0.618 |
6,506.0 |
|
1.000 |
6,460.5 |
|
1.618 |
6,387.0 |
|
2.618 |
6,268.0 |
|
4.250 |
6,073.8 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,667.3 |
6,655.8 |
| PP |
6,653.2 |
6,630.2 |
| S1 |
6,639.0 |
6,604.5 |
|