| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,612.5 |
6,756.5 |
144.0 |
2.2% |
6,546.0 |
| High |
6,817.5 |
6,798.0 |
-19.5 |
-0.3% |
6,817.5 |
| Low |
6,513.5 |
6,703.0 |
189.5 |
2.9% |
6,314.0 |
| Close |
6,682.5 |
6,782.5 |
100.0 |
1.5% |
6,682.5 |
| Range |
304.0 |
95.0 |
-209.0 |
-68.8% |
503.5 |
| ATR |
156.8 |
153.9 |
-3.0 |
-1.9% |
0.0 |
| Volume |
181,290 |
129,980 |
-51,310 |
-28.3% |
865,732 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,046.2 |
7,009.3 |
6,834.8 |
|
| R3 |
6,951.2 |
6,914.3 |
6,808.6 |
|
| R2 |
6,856.2 |
6,856.2 |
6,799.9 |
|
| R1 |
6,819.3 |
6,819.3 |
6,791.2 |
6,837.8 |
| PP |
6,761.2 |
6,761.2 |
6,761.2 |
6,770.4 |
| S1 |
6,724.3 |
6,724.3 |
6,773.8 |
6,742.8 |
| S2 |
6,666.2 |
6,666.2 |
6,765.1 |
|
| S3 |
6,571.2 |
6,629.3 |
6,756.4 |
|
| S4 |
6,476.2 |
6,534.3 |
6,730.3 |
|
|
| 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 |
7.4% |
190.0 |
2.8% |
93% |
False |
False |
164,015 |
| 10 |
6,817.5 |
6,314.0 |
503.5 |
7.4% |
159.8 |
2.4% |
93% |
False |
False |
149,927 |
| 20 |
6,817.5 |
6,314.0 |
503.5 |
7.4% |
136.7 |
2.0% |
93% |
False |
False |
137,990 |
| 40 |
6,817.5 |
5,917.5 |
900.0 |
13.3% |
133.7 |
2.0% |
96% |
False |
False |
118,698 |
| 60 |
6,817.5 |
5,917.5 |
900.0 |
13.3% |
133.4 |
2.0% |
96% |
False |
False |
79,636 |
| 80 |
6,956.0 |
5,917.5 |
1,038.5 |
15.3% |
136.1 |
2.0% |
83% |
False |
False |
59,787 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.2% |
129.8 |
1.9% |
67% |
False |
False |
48,253 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.2% |
120.8 |
1.8% |
67% |
False |
False |
40,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,201.8 |
|
2.618 |
7,046.7 |
|
1.618 |
6,951.7 |
|
1.000 |
6,893.0 |
|
0.618 |
6,856.7 |
|
HIGH |
6,798.0 |
|
0.618 |
6,761.7 |
|
0.500 |
6,750.5 |
|
0.382 |
6,739.3 |
|
LOW |
6,703.0 |
|
0.618 |
6,644.3 |
|
1.000 |
6,608.0 |
|
1.618 |
6,549.3 |
|
2.618 |
6,454.3 |
|
4.250 |
6,299.3 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,771.8 |
6,711.8 |
| PP |
6,761.2 |
6,641.0 |
| S1 |
6,750.5 |
6,570.3 |
|