| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,345.0 |
6,407.5 |
62.5 |
1.0% |
6,555.0 |
| High |
6,477.0 |
6,595.0 |
118.0 |
1.8% |
6,781.5 |
| Low |
6,341.5 |
6,323.0 |
-18.5 |
-0.3% |
6,510.5 |
| Close |
6,402.5 |
6,575.0 |
172.5 |
2.7% |
6,633.5 |
| Range |
135.5 |
272.0 |
136.5 |
100.7% |
271.0 |
| ATR |
135.8 |
145.5 |
9.7 |
7.2% |
0.0 |
| Volume |
148,366 |
209,203 |
60,837 |
41.0% |
589,819 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,313.7 |
7,216.3 |
6,724.6 |
|
| R3 |
7,041.7 |
6,944.3 |
6,649.8 |
|
| R2 |
6,769.7 |
6,769.7 |
6,624.9 |
|
| R1 |
6,672.3 |
6,672.3 |
6,599.9 |
6,721.0 |
| PP |
6,497.7 |
6,497.7 |
6,497.7 |
6,522.0 |
| S1 |
6,400.3 |
6,400.3 |
6,550.1 |
6,449.0 |
| S2 |
6,225.7 |
6,225.7 |
6,525.1 |
|
| S3 |
5,953.7 |
6,128.3 |
6,500.2 |
|
| S4 |
5,681.7 |
5,856.3 |
6,425.4 |
|
|
| 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 |
7.1% |
183.2 |
2.8% |
56% |
False |
False |
166,908 |
| 10 |
6,781.5 |
6,314.0 |
467.5 |
7.1% |
140.7 |
2.1% |
56% |
False |
False |
138,835 |
| 20 |
6,781.5 |
6,098.0 |
683.5 |
10.4% |
136.9 |
2.1% |
70% |
False |
False |
139,193 |
| 40 |
6,781.5 |
5,917.5 |
864.0 |
13.1% |
132.7 |
2.0% |
76% |
False |
False |
111,166 |
| 60 |
6,805.0 |
5,917.5 |
887.5 |
13.5% |
131.5 |
2.0% |
74% |
False |
False |
74,461 |
| 80 |
7,110.0 |
5,917.5 |
1,192.5 |
18.1% |
135.1 |
2.1% |
55% |
False |
False |
55,900 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
128.2 |
1.9% |
51% |
False |
False |
45,144 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.8% |
118.1 |
1.8% |
51% |
False |
False |
37,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,751.0 |
|
2.618 |
7,307.1 |
|
1.618 |
7,035.1 |
|
1.000 |
6,867.0 |
|
0.618 |
6,763.1 |
|
HIGH |
6,595.0 |
|
0.618 |
6,491.1 |
|
0.500 |
6,459.0 |
|
0.382 |
6,426.9 |
|
LOW |
6,323.0 |
|
0.618 |
6,154.9 |
|
1.000 |
6,051.0 |
|
1.618 |
5,882.9 |
|
2.618 |
5,610.9 |
|
4.250 |
5,167.0 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,536.3 |
6,534.8 |
| PP |
6,497.7 |
6,494.7 |
| S1 |
6,459.0 |
6,454.5 |
|