| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,758.0 |
6,546.0 |
-212.0 |
-3.1% |
6,555.0 |
| High |
6,781.5 |
6,575.5 |
-206.0 |
-3.0% |
6,781.5 |
| Low |
6,621.0 |
6,371.0 |
-250.0 |
-3.8% |
6,510.5 |
| Close |
6,633.5 |
6,427.0 |
-206.5 |
-3.1% |
6,633.5 |
| Range |
160.5 |
204.5 |
44.0 |
27.4% |
271.0 |
| ATR |
125.4 |
135.2 |
9.8 |
7.8% |
0.0 |
| Volume |
150,102 |
175,636 |
25,534 |
17.0% |
589,819 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.3 |
6,953.7 |
6,539.5 |
|
| R3 |
6,866.8 |
6,749.2 |
6,483.2 |
|
| R2 |
6,662.3 |
6,662.3 |
6,464.5 |
|
| R1 |
6,544.7 |
6,544.7 |
6,445.7 |
6,501.3 |
| PP |
6,457.8 |
6,457.8 |
6,457.8 |
6,436.1 |
| S1 |
6,340.2 |
6,340.2 |
6,408.3 |
6,296.8 |
| S2 |
6,253.3 |
6,253.3 |
6,389.5 |
|
| S3 |
6,048.8 |
6,135.7 |
6,370.8 |
|
| S4 |
5,844.3 |
5,931.2 |
6,314.5 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,454.8 |
7,315.2 |
6,782.6 |
|
| R3 |
7,183.8 |
7,044.2 |
6,708.0 |
|
| R2 |
6,912.8 |
6,912.8 |
6,683.2 |
|
| R1 |
6,773.2 |
6,773.2 |
6,658.3 |
6,843.0 |
| PP |
6,641.8 |
6,641.8 |
6,641.8 |
6,676.8 |
| S1 |
6,502.2 |
6,502.2 |
6,608.7 |
6,572.0 |
| S2 |
6,370.8 |
6,370.8 |
6,583.8 |
|
| S3 |
6,099.8 |
6,231.2 |
6,559.0 |
|
| S4 |
5,828.8 |
5,960.2 |
6,484.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,781.5 |
6,371.0 |
410.5 |
6.4% |
129.6 |
2.0% |
14% |
False |
True |
135,839 |
| 10 |
6,781.5 |
6,350.5 |
431.0 |
6.7% |
119.8 |
1.9% |
18% |
False |
False |
126,827 |
| 20 |
6,781.5 |
6,098.0 |
683.5 |
10.6% |
126.2 |
2.0% |
48% |
False |
False |
131,945 |
| 40 |
6,781.5 |
5,917.5 |
864.0 |
13.4% |
127.8 |
2.0% |
59% |
False |
False |
98,520 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.1% |
130.3 |
2.0% |
53% |
False |
False |
65,995 |
| 80 |
7,127.0 |
5,917.5 |
1,209.5 |
18.8% |
132.6 |
2.1% |
42% |
False |
False |
49,548 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
124.9 |
1.9% |
39% |
False |
False |
40,058 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
115.5 |
1.8% |
39% |
False |
False |
33,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,444.6 |
|
2.618 |
7,110.9 |
|
1.618 |
6,906.4 |
|
1.000 |
6,780.0 |
|
0.618 |
6,701.9 |
|
HIGH |
6,575.5 |
|
0.618 |
6,497.4 |
|
0.500 |
6,473.3 |
|
0.382 |
6,449.1 |
|
LOW |
6,371.0 |
|
0.618 |
6,244.6 |
|
1.000 |
6,166.5 |
|
1.618 |
6,040.1 |
|
2.618 |
5,835.6 |
|
4.250 |
5,501.9 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,473.3 |
6,576.3 |
| PP |
6,457.8 |
6,526.5 |
| S1 |
6,442.4 |
6,476.8 |
|