| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,440.0 |
6,345.0 |
-95.0 |
-1.5% |
6,555.0 |
| High |
6,457.5 |
6,477.0 |
19.5 |
0.3% |
6,781.5 |
| Low |
6,314.0 |
6,341.5 |
27.5 |
0.4% |
6,510.5 |
| Close |
6,405.5 |
6,402.5 |
-3.0 |
0.0% |
6,633.5 |
| Range |
143.5 |
135.5 |
-8.0 |
-5.6% |
271.0 |
| ATR |
135.8 |
135.8 |
0.0 |
0.0% |
0.0 |
| Volume |
151,237 |
148,366 |
-2,871 |
-1.9% |
589,819 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,813.5 |
6,743.5 |
6,477.0 |
|
| R3 |
6,678.0 |
6,608.0 |
6,439.8 |
|
| R2 |
6,542.5 |
6,542.5 |
6,427.3 |
|
| R1 |
6,472.5 |
6,472.5 |
6,414.9 |
6,507.5 |
| PP |
6,407.0 |
6,407.0 |
6,407.0 |
6,424.5 |
| S1 |
6,337.0 |
6,337.0 |
6,390.1 |
6,372.0 |
| S2 |
6,271.5 |
6,271.5 |
6,377.7 |
|
| S3 |
6,136.0 |
6,201.5 |
6,365.2 |
|
| S4 |
6,000.5 |
6,066.0 |
6,328.0 |
|
|
| 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 |
6,314.0 |
467.5 |
7.3% |
144.3 |
2.3% |
19% |
False |
False |
148,997 |
| 10 |
6,781.5 |
6,314.0 |
467.5 |
7.3% |
123.1 |
1.9% |
19% |
False |
False |
131,083 |
| 20 |
6,781.5 |
6,098.0 |
683.5 |
10.7% |
129.0 |
2.0% |
45% |
False |
False |
134,514 |
| 40 |
6,781.5 |
5,917.5 |
864.0 |
13.5% |
129.3 |
2.0% |
56% |
False |
False |
105,984 |
| 60 |
6,885.0 |
5,917.5 |
967.5 |
15.1% |
130.4 |
2.0% |
50% |
False |
False |
70,979 |
| 80 |
7,110.0 |
5,917.5 |
1,192.5 |
18.6% |
132.5 |
2.1% |
41% |
False |
False |
53,287 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
125.8 |
2.0% |
37% |
False |
False |
43,053 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
20.3% |
116.5 |
1.8% |
37% |
False |
False |
35,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,052.9 |
|
2.618 |
6,831.7 |
|
1.618 |
6,696.2 |
|
1.000 |
6,612.5 |
|
0.618 |
6,560.7 |
|
HIGH |
6,477.0 |
|
0.618 |
6,425.2 |
|
0.500 |
6,409.3 |
|
0.382 |
6,393.3 |
|
LOW |
6,341.5 |
|
0.618 |
6,257.8 |
|
1.000 |
6,206.0 |
|
1.618 |
6,122.3 |
|
2.618 |
5,986.8 |
|
4.250 |
5,765.6 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,409.3 |
6,444.8 |
| PP |
6,407.0 |
6,430.7 |
| S1 |
6,404.8 |
6,416.6 |
|