| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
6,810.5 |
6,755.0 |
-55.5 |
-0.8% |
6,546.0 |
| High |
6,838.0 |
6,803.5 |
-34.5 |
-0.5% |
6,817.5 |
| Low |
6,755.0 |
6,726.0 |
-29.0 |
-0.4% |
6,314.0 |
| Close |
6,784.0 |
6,758.0 |
-26.0 |
-0.4% |
6,682.5 |
| Range |
83.0 |
77.5 |
-5.5 |
-6.6% |
503.5 |
| ATR |
148.8 |
143.7 |
-5.1 |
-3.4% |
0.0 |
| Volume |
136,790 |
108,757 |
-28,033 |
-20.5% |
865,732 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,995.0 |
6,954.0 |
6,800.6 |
|
| R3 |
6,917.5 |
6,876.5 |
6,779.3 |
|
| R2 |
6,840.0 |
6,840.0 |
6,772.2 |
|
| R1 |
6,799.0 |
6,799.0 |
6,765.1 |
6,819.5 |
| PP |
6,762.5 |
6,762.5 |
6,762.5 |
6,772.8 |
| S1 |
6,721.5 |
6,721.5 |
6,750.9 |
6,742.0 |
| S2 |
6,685.0 |
6,685.0 |
6,743.8 |
|
| S3 |
6,607.5 |
6,644.0 |
6,736.7 |
|
| S4 |
6,530.0 |
6,566.5 |
6,715.4 |
|
|
| 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 |
6,838.0 |
6,323.0 |
515.0 |
7.6% |
166.3 |
2.5% |
84% |
False |
False |
153,204 |
| 10 |
6,838.0 |
6,314.0 |
524.0 |
7.8% |
155.3 |
2.3% |
85% |
False |
False |
151,100 |
| 20 |
6,838.0 |
6,314.0 |
524.0 |
7.8% |
132.8 |
2.0% |
85% |
False |
False |
137,086 |
| 40 |
6,838.0 |
6,000.0 |
838.0 |
12.4% |
132.8 |
2.0% |
90% |
False |
False |
124,068 |
| 60 |
6,838.0 |
5,917.5 |
920.5 |
13.6% |
129.9 |
1.9% |
91% |
False |
False |
83,720 |
| 80 |
6,885.0 |
5,917.5 |
967.5 |
14.3% |
134.5 |
2.0% |
87% |
False |
False |
62,853 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.2% |
129.2 |
1.9% |
65% |
False |
False |
50,694 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.2% |
121.6 |
1.8% |
65% |
False |
False |
42,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,132.9 |
|
2.618 |
7,006.4 |
|
1.618 |
6,928.9 |
|
1.000 |
6,881.0 |
|
0.618 |
6,851.4 |
|
HIGH |
6,803.5 |
|
0.618 |
6,773.9 |
|
0.500 |
6,764.8 |
|
0.382 |
6,755.6 |
|
LOW |
6,726.0 |
|
0.618 |
6,678.1 |
|
1.000 |
6,648.5 |
|
1.618 |
6,600.6 |
|
2.618 |
6,523.1 |
|
4.250 |
6,396.6 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,764.8 |
6,770.5 |
| PP |
6,762.5 |
6,766.3 |
| S1 |
6,760.3 |
6,762.2 |
|