| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,419.0 |
6,428.0 |
9.0 |
0.1% |
6,445.0 |
| High |
6,503.5 |
6,463.0 |
-40.5 |
-0.6% |
6,647.5 |
| Low |
6,401.5 |
6,367.0 |
-34.5 |
-0.5% |
6,395.0 |
| Close |
6,451.5 |
6,425.0 |
-26.5 |
-0.4% |
6,414.5 |
| Range |
102.0 |
96.0 |
-6.0 |
-5.9% |
252.5 |
| ATR |
133.0 |
130.3 |
-2.6 |
-2.0% |
0.0 |
| Volume |
116,729 |
131,686 |
14,957 |
12.8% |
563,657 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,706.3 |
6,661.7 |
6,477.8 |
|
| R3 |
6,610.3 |
6,565.7 |
6,451.4 |
|
| R2 |
6,514.3 |
6,514.3 |
6,442.6 |
|
| R1 |
6,469.7 |
6,469.7 |
6,433.8 |
6,444.0 |
| PP |
6,418.3 |
6,418.3 |
6,418.3 |
6,405.5 |
| S1 |
6,373.7 |
6,373.7 |
6,416.2 |
6,348.0 |
| S2 |
6,322.3 |
6,322.3 |
6,407.4 |
|
| S3 |
6,226.3 |
6,277.7 |
6,398.6 |
|
| S4 |
6,130.3 |
6,181.7 |
6,372.2 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,243.2 |
7,081.3 |
6,553.4 |
|
| R3 |
6,990.7 |
6,828.8 |
6,483.9 |
|
| R2 |
6,738.2 |
6,738.2 |
6,460.8 |
|
| R1 |
6,576.3 |
6,576.3 |
6,437.6 |
6,531.0 |
| PP |
6,485.7 |
6,485.7 |
6,485.7 |
6,463.0 |
| S1 |
6,323.8 |
6,323.8 |
6,391.4 |
6,278.5 |
| S2 |
6,233.2 |
6,233.2 |
6,368.2 |
|
| S3 |
5,980.7 |
6,071.3 |
6,345.1 |
|
| S4 |
5,728.2 |
5,818.8 |
6,275.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,537.0 |
6,350.5 |
186.5 |
2.9% |
104.0 |
1.6% |
40% |
False |
False |
124,499 |
| 10 |
6,647.5 |
6,098.0 |
549.5 |
8.6% |
133.2 |
2.1% |
60% |
False |
False |
139,552 |
| 20 |
6,647.5 |
6,081.5 |
566.0 |
8.8% |
124.0 |
1.9% |
61% |
False |
False |
139,283 |
| 40 |
6,647.5 |
5,917.5 |
730.0 |
11.4% |
126.7 |
2.0% |
70% |
False |
False |
76,891 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.1% |
131.2 |
2.0% |
52% |
False |
False |
51,366 |
| 80 |
7,189.5 |
5,917.5 |
1,272.0 |
19.8% |
130.8 |
2.0% |
40% |
False |
False |
38,570 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
121.0 |
1.9% |
39% |
False |
False |
31,269 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.2% |
111.5 |
1.7% |
39% |
False |
False |
26,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,871.0 |
|
2.618 |
6,714.3 |
|
1.618 |
6,618.3 |
|
1.000 |
6,559.0 |
|
0.618 |
6,522.3 |
|
HIGH |
6,463.0 |
|
0.618 |
6,426.3 |
|
0.500 |
6,415.0 |
|
0.382 |
6,403.7 |
|
LOW |
6,367.0 |
|
0.618 |
6,307.7 |
|
1.000 |
6,271.0 |
|
1.618 |
6,211.7 |
|
2.618 |
6,115.7 |
|
4.250 |
5,959.0 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,421.7 |
6,427.0 |
| PP |
6,418.3 |
6,426.3 |
| S1 |
6,415.0 |
6,425.7 |
|