| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
9,000 |
8,930 |
-70 |
-0.8% |
9,125 |
| High |
9,000 |
8,980 |
-20 |
-0.2% |
9,170 |
| Low |
8,870 |
8,825 |
-45 |
-0.5% |
8,940 |
| Close |
8,935 |
8,860 |
-75 |
-0.8% |
9,015 |
| Range |
130 |
155 |
25 |
19.2% |
230 |
| ATR |
139 |
140 |
1 |
0.8% |
0 |
| Volume |
3,171 |
4,765 |
1,594 |
50.3% |
15,780 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,353 |
9,262 |
8,945 |
|
| R3 |
9,198 |
9,107 |
8,903 |
|
| R2 |
9,043 |
9,043 |
8,889 |
|
| R1 |
8,952 |
8,952 |
8,874 |
8,920 |
| PP |
8,888 |
8,888 |
8,888 |
8,873 |
| S1 |
8,797 |
8,797 |
8,846 |
8,765 |
| S2 |
8,733 |
8,733 |
8,832 |
|
| S3 |
8,578 |
8,642 |
8,818 |
|
| S4 |
8,423 |
8,487 |
8,775 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,732 |
9,603 |
9,142 |
|
| R3 |
9,502 |
9,373 |
9,078 |
|
| R2 |
9,272 |
9,272 |
9,057 |
|
| R1 |
9,143 |
9,143 |
9,036 |
9,093 |
| PP |
9,042 |
9,042 |
9,042 |
9,016 |
| S1 |
8,913 |
8,913 |
8,994 |
8,863 |
| S2 |
8,812 |
8,812 |
8,973 |
|
| S3 |
8,582 |
8,683 |
8,952 |
|
| S4 |
8,352 |
8,453 |
8,889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,170 |
8,825 |
345 |
3.9% |
137 |
1.5% |
10% |
False |
True |
3,453 |
| 10 |
9,170 |
8,620 |
550 |
6.2% |
149 |
1.7% |
44% |
False |
False |
4,163 |
| 20 |
9,170 |
8,460 |
710 |
8.0% |
139 |
1.6% |
56% |
False |
False |
4,537 |
| 40 |
9,170 |
8,200 |
970 |
10.9% |
123 |
1.4% |
68% |
False |
False |
3,601 |
| 60 |
9,635 |
8,200 |
1,435 |
16.2% |
85 |
1.0% |
46% |
False |
False |
2,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,639 |
|
2.618 |
9,386 |
|
1.618 |
9,231 |
|
1.000 |
9,135 |
|
0.618 |
9,076 |
|
HIGH |
8,980 |
|
0.618 |
8,921 |
|
0.500 |
8,903 |
|
0.382 |
8,884 |
|
LOW |
8,825 |
|
0.618 |
8,729 |
|
1.000 |
8,670 |
|
1.618 |
8,574 |
|
2.618 |
8,419 |
|
4.250 |
8,166 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,903 |
8,958 |
| PP |
8,888 |
8,925 |
| S1 |
8,874 |
8,893 |
|