| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,590.0 |
6,713.0 |
123.0 |
1.9% |
6,406.0 |
| High |
6,698.5 |
6,776.5 |
78.0 |
1.2% |
6,577.5 |
| Low |
6,579.5 |
6,699.0 |
119.5 |
1.8% |
6,350.5 |
| Close |
6,681.5 |
6,753.0 |
71.5 |
1.1% |
6,542.5 |
| Range |
119.0 |
77.5 |
-41.5 |
-34.9% |
227.0 |
| ATR |
124.9 |
122.7 |
-2.1 |
-1.7% |
0.0 |
| Volume |
117,784 |
119,645 |
1,861 |
1.6% |
610,626 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,975.3 |
6,941.7 |
6,795.6 |
|
| R3 |
6,897.8 |
6,864.2 |
6,774.3 |
|
| R2 |
6,820.3 |
6,820.3 |
6,767.2 |
|
| R1 |
6,786.7 |
6,786.7 |
6,760.1 |
6,803.5 |
| PP |
6,742.8 |
6,742.8 |
6,742.8 |
6,751.3 |
| S1 |
6,709.2 |
6,709.2 |
6,745.9 |
6,726.0 |
| S2 |
6,665.3 |
6,665.3 |
6,738.8 |
|
| S3 |
6,587.8 |
6,631.7 |
6,731.7 |
|
| S4 |
6,510.3 |
6,554.2 |
6,710.4 |
|
|
| 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 |
6,776.5 |
6,437.5 |
339.0 |
5.0% |
98.2 |
1.5% |
93% |
True |
False |
110,761 |
| 10 |
6,776.5 |
6,350.5 |
426.0 |
6.3% |
101.1 |
1.5% |
94% |
True |
False |
117,630 |
| 20 |
6,776.5 |
6,098.0 |
678.5 |
10.0% |
119.4 |
1.8% |
97% |
True |
False |
129,564 |
| 40 |
6,776.5 |
5,917.5 |
859.0 |
12.7% |
124.5 |
1.8% |
97% |
True |
False |
90,639 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.3% |
128.3 |
1.9% |
86% |
False |
False |
60,574 |
| 80 |
7,175.0 |
5,917.5 |
1,257.5 |
18.6% |
130.8 |
1.9% |
66% |
False |
False |
45,484 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.3% |
122.4 |
1.8% |
64% |
False |
False |
36,801 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.3% |
113.2 |
1.7% |
64% |
False |
False |
30,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,105.9 |
|
2.618 |
6,979.4 |
|
1.618 |
6,901.9 |
|
1.000 |
6,854.0 |
|
0.618 |
6,824.4 |
|
HIGH |
6,776.5 |
|
0.618 |
6,746.9 |
|
0.500 |
6,737.8 |
|
0.382 |
6,728.6 |
|
LOW |
6,699.0 |
|
0.618 |
6,651.1 |
|
1.000 |
6,621.5 |
|
1.618 |
6,573.6 |
|
2.618 |
6,496.1 |
|
4.250 |
6,369.6 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,747.9 |
6,722.0 |
| PP |
6,742.8 |
6,691.0 |
| S1 |
6,737.8 |
6,660.0 |
|