| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
8,810 |
8,740 |
-70 |
-0.8% |
9,000 |
| High |
8,835 |
8,815 |
-20 |
-0.2% |
9,000 |
| Low |
8,705 |
8,730 |
25 |
0.3% |
8,670 |
| Close |
8,745 |
8,790 |
45 |
0.5% |
8,810 |
| Range |
130 |
85 |
-45 |
-34.6% |
330 |
| ATR |
141 |
137 |
-4 |
-2.8% |
0 |
| Volume |
2,391 |
3,600 |
1,209 |
50.6% |
18,579 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,033 |
8,997 |
8,837 |
|
| R3 |
8,948 |
8,912 |
8,814 |
|
| R2 |
8,863 |
8,863 |
8,806 |
|
| R1 |
8,827 |
8,827 |
8,798 |
8,845 |
| PP |
8,778 |
8,778 |
8,778 |
8,788 |
| S1 |
8,742 |
8,742 |
8,782 |
8,760 |
| S2 |
8,693 |
8,693 |
8,775 |
|
| S3 |
8,608 |
8,657 |
8,767 |
|
| S4 |
8,523 |
8,572 |
8,743 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,817 |
9,643 |
8,992 |
|
| R3 |
9,487 |
9,313 |
8,901 |
|
| R2 |
9,157 |
9,157 |
8,871 |
|
| R1 |
8,983 |
8,983 |
8,840 |
8,905 |
| PP |
8,827 |
8,827 |
8,827 |
8,788 |
| S1 |
8,653 |
8,653 |
8,780 |
8,575 |
| S2 |
8,497 |
8,497 |
8,750 |
|
| S3 |
8,167 |
8,323 |
8,719 |
|
| S4 |
7,837 |
7,993 |
8,629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,895 |
8,670 |
225 |
2.6% |
131 |
1.5% |
53% |
False |
False |
3,326 |
| 10 |
9,170 |
8,670 |
500 |
5.7% |
134 |
1.5% |
24% |
False |
False |
3,390 |
| 20 |
9,170 |
8,620 |
550 |
6.3% |
143 |
1.6% |
31% |
False |
False |
4,203 |
| 40 |
9,170 |
8,200 |
970 |
11.0% |
137 |
1.6% |
61% |
False |
False |
4,016 |
| 60 |
9,635 |
8,200 |
1,435 |
16.3% |
96 |
1.1% |
41% |
False |
False |
2,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,176 |
|
2.618 |
9,038 |
|
1.618 |
8,953 |
|
1.000 |
8,900 |
|
0.618 |
8,868 |
|
HIGH |
8,815 |
|
0.618 |
8,783 |
|
0.500 |
8,773 |
|
0.382 |
8,763 |
|
LOW |
8,730 |
|
0.618 |
8,678 |
|
1.000 |
8,645 |
|
1.618 |
8,593 |
|
2.618 |
8,508 |
|
4.250 |
8,369 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,784 |
8,781 |
| PP |
8,778 |
8,772 |
| S1 |
8,773 |
8,763 |
|