| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,407.5 |
6,612.5 |
205.0 |
3.2% |
6,546.0 |
| High |
6,595.0 |
6,817.5 |
222.5 |
3.4% |
6,817.5 |
| Low |
6,323.0 |
6,513.5 |
190.5 |
3.0% |
6,314.0 |
| Close |
6,575.0 |
6,682.5 |
107.5 |
1.6% |
6,682.5 |
| Range |
272.0 |
304.0 |
32.0 |
11.8% |
503.5 |
| ATR |
145.5 |
156.8 |
11.3 |
7.8% |
0.0 |
| Volume |
209,203 |
181,290 |
-27,913 |
-13.3% |
865,732 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,583.2 |
7,436.8 |
6,849.7 |
|
| R3 |
7,279.2 |
7,132.8 |
6,766.1 |
|
| R2 |
6,975.2 |
6,975.2 |
6,738.2 |
|
| R1 |
6,828.8 |
6,828.8 |
6,710.4 |
6,902.0 |
| PP |
6,671.2 |
6,671.2 |
6,671.2 |
6,707.8 |
| S1 |
6,524.8 |
6,524.8 |
6,654.6 |
6,598.0 |
| S2 |
6,367.2 |
6,367.2 |
6,626.8 |
|
| S3 |
6,063.2 |
6,220.8 |
6,598.9 |
|
| S4 |
5,759.2 |
5,916.8 |
6,515.3 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,115.2 |
7,902.3 |
6,959.4 |
|
| R3 |
7,611.7 |
7,398.8 |
6,821.0 |
|
| R2 |
7,108.2 |
7,108.2 |
6,774.8 |
|
| R1 |
6,895.3 |
6,895.3 |
6,728.7 |
7,001.8 |
| PP |
6,604.7 |
6,604.7 |
6,604.7 |
6,657.9 |
| S1 |
6,391.8 |
6,391.8 |
6,636.3 |
6,498.3 |
| S2 |
6,101.2 |
6,101.2 |
6,590.2 |
|
| S3 |
5,597.7 |
5,888.3 |
6,544.0 |
|
| S4 |
5,094.2 |
5,384.8 |
6,405.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,817.5 |
6,314.0 |
503.5 |
7.5% |
211.9 |
3.2% |
73% |
True |
False |
173,146 |
| 10 |
6,817.5 |
6,314.0 |
503.5 |
7.5% |
157.1 |
2.4% |
73% |
True |
False |
145,555 |
| 20 |
6,817.5 |
6,187.0 |
630.5 |
9.4% |
144.5 |
2.2% |
79% |
True |
False |
139,950 |
| 40 |
6,817.5 |
5,917.5 |
900.0 |
13.5% |
137.5 |
2.1% |
85% |
True |
False |
115,676 |
| 60 |
6,817.5 |
5,917.5 |
900.0 |
13.5% |
134.2 |
2.0% |
85% |
True |
False |
77,477 |
| 80 |
7,103.5 |
5,917.5 |
1,186.0 |
17.7% |
136.7 |
2.0% |
65% |
False |
False |
58,164 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.5% |
130.9 |
2.0% |
59% |
False |
False |
46,955 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.5% |
120.6 |
1.8% |
59% |
False |
False |
39,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,109.5 |
|
2.618 |
7,613.4 |
|
1.618 |
7,309.4 |
|
1.000 |
7,121.5 |
|
0.618 |
7,005.4 |
|
HIGH |
6,817.5 |
|
0.618 |
6,701.4 |
|
0.500 |
6,665.5 |
|
0.382 |
6,629.6 |
|
LOW |
6,513.5 |
|
0.618 |
6,325.6 |
|
1.000 |
6,209.5 |
|
1.618 |
6,021.6 |
|
2.618 |
5,717.6 |
|
4.250 |
5,221.5 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,676.8 |
6,645.1 |
| PP |
6,671.2 |
6,607.7 |
| S1 |
6,665.5 |
6,570.3 |
|