| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,713.0 |
6,758.0 |
45.0 |
0.7% |
6,555.0 |
| High |
6,776.5 |
6,781.5 |
5.0 |
0.1% |
6,781.5 |
| Low |
6,699.0 |
6,621.0 |
-78.0 |
-1.2% |
6,510.5 |
| Close |
6,753.0 |
6,633.5 |
-119.5 |
-1.8% |
6,633.5 |
| Range |
77.5 |
160.5 |
83.0 |
107.1% |
271.0 |
| ATR |
122.7 |
125.4 |
2.7 |
2.2% |
0.0 |
| Volume |
119,645 |
150,102 |
30,457 |
25.5% |
589,819 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,160.2 |
7,057.3 |
6,721.8 |
|
| R3 |
6,999.7 |
6,896.8 |
6,677.6 |
|
| R2 |
6,839.2 |
6,839.2 |
6,662.9 |
|
| R1 |
6,736.3 |
6,736.3 |
6,648.2 |
6,707.5 |
| PP |
6,678.7 |
6,678.7 |
6,678.7 |
6,664.3 |
| S1 |
6,575.8 |
6,575.8 |
6,618.8 |
6,547.0 |
| S2 |
6,518.2 |
6,518.2 |
6,604.1 |
|
| S3 |
6,357.7 |
6,415.3 |
6,589.4 |
|
| S4 |
6,197.2 |
6,254.8 |
6,545.2 |
|
|
| 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 |
6,510.5 |
271.0 |
4.1% |
102.3 |
1.5% |
45% |
True |
False |
117,963 |
| 10 |
6,781.5 |
6,350.5 |
431.0 |
6.5% |
104.1 |
1.6% |
66% |
True |
False |
120,044 |
| 20 |
6,781.5 |
6,098.0 |
683.5 |
10.3% |
119.2 |
1.8% |
78% |
True |
False |
129,427 |
| 40 |
6,781.5 |
5,917.5 |
864.0 |
13.0% |
125.8 |
1.9% |
83% |
True |
False |
94,290 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
14.6% |
129.1 |
1.9% |
74% |
False |
False |
63,072 |
| 80 |
7,175.0 |
5,917.5 |
1,257.5 |
19.0% |
131.1 |
2.0% |
57% |
False |
False |
47,355 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.6% |
123.1 |
1.9% |
55% |
False |
False |
38,302 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.6% |
114.0 |
1.7% |
55% |
False |
False |
31,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,463.6 |
|
2.618 |
7,201.7 |
|
1.618 |
7,041.2 |
|
1.000 |
6,942.0 |
|
0.618 |
6,880.7 |
|
HIGH |
6,781.5 |
|
0.618 |
6,720.2 |
|
0.500 |
6,701.3 |
|
0.382 |
6,682.3 |
|
LOW |
6,621.0 |
|
0.618 |
6,521.8 |
|
1.000 |
6,460.5 |
|
1.618 |
6,361.3 |
|
2.618 |
6,200.8 |
|
4.250 |
5,938.9 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,701.3 |
6,680.5 |
| PP |
6,678.7 |
6,664.8 |
| S1 |
6,656.1 |
6,649.2 |
|