| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,546.0 |
6,440.0 |
-106.0 |
-1.6% |
6,555.0 |
| High |
6,575.5 |
6,457.5 |
-118.0 |
-1.8% |
6,781.5 |
| Low |
6,371.0 |
6,314.0 |
-57.0 |
-0.9% |
6,510.5 |
| Close |
6,427.0 |
6,405.5 |
-21.5 |
-0.3% |
6,633.5 |
| Range |
204.5 |
143.5 |
-61.0 |
-29.8% |
271.0 |
| ATR |
135.2 |
135.8 |
0.6 |
0.4% |
0.0 |
| Volume |
175,636 |
151,237 |
-24,399 |
-13.9% |
589,819 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,822.8 |
6,757.7 |
6,484.4 |
|
| R3 |
6,679.3 |
6,614.2 |
6,445.0 |
|
| R2 |
6,535.8 |
6,535.8 |
6,431.8 |
|
| R1 |
6,470.7 |
6,470.7 |
6,418.7 |
6,431.5 |
| PP |
6,392.3 |
6,392.3 |
6,392.3 |
6,372.8 |
| S1 |
6,327.2 |
6,327.2 |
6,392.3 |
6,288.0 |
| S2 |
6,248.8 |
6,248.8 |
6,379.2 |
|
| S3 |
6,105.3 |
6,183.7 |
6,366.0 |
|
| S4 |
5,961.8 |
6,040.2 |
6,326.6 |
|
|
| 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 |
6,314.0 |
467.5 |
7.3% |
141.0 |
2.2% |
20% |
False |
True |
142,880 |
| 10 |
6,781.5 |
6,314.0 |
467.5 |
7.3% |
119.8 |
1.9% |
20% |
False |
True |
127,919 |
| 20 |
6,781.5 |
6,098.0 |
683.5 |
10.7% |
125.9 |
2.0% |
45% |
False |
False |
133,115 |
| 40 |
6,781.5 |
5,917.5 |
864.0 |
13.5% |
128.6 |
2.0% |
56% |
False |
False |
102,298 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.1% |
129.7 |
2.0% |
50% |
False |
False |
68,509 |
| 80 |
7,110.0 |
5,917.5 |
1,192.5 |
18.6% |
132.4 |
2.1% |
41% |
False |
False |
51,436 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
125.2 |
2.0% |
38% |
False |
False |
41,569 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
115.5 |
1.8% |
38% |
False |
False |
34,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,067.4 |
|
2.618 |
6,833.2 |
|
1.618 |
6,689.7 |
|
1.000 |
6,601.0 |
|
0.618 |
6,546.2 |
|
HIGH |
6,457.5 |
|
0.618 |
6,402.7 |
|
0.500 |
6,385.8 |
|
0.382 |
6,368.8 |
|
LOW |
6,314.0 |
|
0.618 |
6,225.3 |
|
1.000 |
6,170.5 |
|
1.618 |
6,081.8 |
|
2.618 |
5,938.3 |
|
4.250 |
5,704.1 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,398.9 |
6,547.8 |
| PP |
6,392.3 |
6,500.3 |
| S1 |
6,385.8 |
6,452.9 |
|