| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
6,756.5 |
6,810.5 |
54.0 |
0.8% |
6,546.0 |
| High |
6,798.0 |
6,838.0 |
40.0 |
0.6% |
6,817.5 |
| Low |
6,703.0 |
6,755.0 |
52.0 |
0.8% |
6,314.0 |
| Close |
6,782.5 |
6,784.0 |
1.5 |
0.0% |
6,682.5 |
| Range |
95.0 |
83.0 |
-12.0 |
-12.6% |
503.5 |
| ATR |
153.9 |
148.8 |
-5.1 |
-3.3% |
0.0 |
| Volume |
129,980 |
136,790 |
6,810 |
5.2% |
865,732 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,041.3 |
6,995.7 |
6,829.7 |
|
| R3 |
6,958.3 |
6,912.7 |
6,806.8 |
|
| R2 |
6,875.3 |
6,875.3 |
6,799.2 |
|
| R1 |
6,829.7 |
6,829.7 |
6,791.6 |
6,811.0 |
| PP |
6,792.3 |
6,792.3 |
6,792.3 |
6,783.0 |
| S1 |
6,746.7 |
6,746.7 |
6,776.4 |
6,728.0 |
| S2 |
6,709.3 |
6,709.3 |
6,768.8 |
|
| S3 |
6,626.3 |
6,663.7 |
6,761.2 |
|
| S4 |
6,543.3 |
6,580.7 |
6,738.4 |
|
|
| 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% |
177.9 |
2.6% |
90% |
True |
False |
161,125 |
| 10 |
6,838.0 |
6,314.0 |
524.0 |
7.7% |
159.5 |
2.4% |
90% |
True |
False |
152,003 |
| 20 |
6,838.0 |
6,314.0 |
524.0 |
7.7% |
133.4 |
2.0% |
90% |
True |
False |
137,245 |
| 40 |
6,838.0 |
5,917.5 |
920.5 |
13.6% |
133.7 |
2.0% |
94% |
True |
False |
121,792 |
| 60 |
6,838.0 |
5,917.5 |
920.5 |
13.6% |
131.2 |
1.9% |
94% |
True |
False |
81,911 |
| 80 |
6,885.0 |
5,917.5 |
967.5 |
14.3% |
135.1 |
2.0% |
90% |
False |
False |
61,495 |
| 100 |
7,217.5 |
5,917.5 |
1,300.0 |
19.2% |
130.1 |
1.9% |
67% |
False |
False |
49,616 |
| 120 |
7,217.5 |
5,917.5 |
1,300.0 |
19.2% |
121.1 |
1.8% |
67% |
False |
False |
41,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,190.8 |
|
2.618 |
7,055.3 |
|
1.618 |
6,972.3 |
|
1.000 |
6,921.0 |
|
0.618 |
6,889.3 |
|
HIGH |
6,838.0 |
|
0.618 |
6,806.3 |
|
0.500 |
6,796.5 |
|
0.382 |
6,786.7 |
|
LOW |
6,755.0 |
|
0.618 |
6,703.7 |
|
1.000 |
6,672.0 |
|
1.618 |
6,620.7 |
|
2.618 |
6,537.7 |
|
4.250 |
6,402.3 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,796.5 |
6,747.9 |
| PP |
6,792.3 |
6,711.8 |
| S1 |
6,788.2 |
6,675.8 |
|