| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
8,930 |
8,845 |
-85 |
-1.0% |
9,125 |
| High |
8,980 |
8,895 |
-85 |
-0.9% |
9,170 |
| Low |
8,825 |
8,815 |
-10 |
-0.1% |
8,940 |
| Close |
8,860 |
8,875 |
15 |
0.2% |
9,015 |
| Range |
155 |
80 |
-75 |
-48.4% |
230 |
| ATR |
140 |
136 |
-4 |
-3.1% |
0 |
| Volume |
4,765 |
3,458 |
-1,307 |
-27.4% |
15,780 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,102 |
9,068 |
8,919 |
|
| R3 |
9,022 |
8,988 |
8,897 |
|
| R2 |
8,942 |
8,942 |
8,890 |
|
| R1 |
8,908 |
8,908 |
8,882 |
8,925 |
| PP |
8,862 |
8,862 |
8,862 |
8,870 |
| S1 |
8,828 |
8,828 |
8,868 |
8,845 |
| S2 |
8,782 |
8,782 |
8,860 |
|
| S3 |
8,702 |
8,748 |
8,853 |
|
| S4 |
8,622 |
8,668 |
8,831 |
|
|
| 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 |
8,815 |
355 |
4.0% |
127 |
1.4% |
17% |
False |
True |
4,137 |
| 10 |
9,170 |
8,660 |
510 |
5.7% |
147 |
1.7% |
42% |
False |
False |
4,141 |
| 20 |
9,170 |
8,510 |
660 |
7.4% |
136 |
1.5% |
55% |
False |
False |
4,533 |
| 40 |
9,170 |
8,200 |
970 |
10.9% |
124 |
1.4% |
70% |
False |
False |
3,687 |
| 60 |
9,635 |
8,200 |
1,435 |
16.2% |
86 |
1.0% |
47% |
False |
False |
2,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,235 |
|
2.618 |
9,105 |
|
1.618 |
9,025 |
|
1.000 |
8,975 |
|
0.618 |
8,945 |
|
HIGH |
8,895 |
|
0.618 |
8,865 |
|
0.500 |
8,855 |
|
0.382 |
8,846 |
|
LOW |
8,815 |
|
0.618 |
8,766 |
|
1.000 |
8,735 |
|
1.618 |
8,686 |
|
2.618 |
8,606 |
|
4.250 |
8,475 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,868 |
8,908 |
| PP |
8,862 |
8,897 |
| S1 |
8,855 |
8,886 |
|