| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
8,425 |
8,545 |
120 |
1.4% |
8,625 |
| High |
8,565 |
8,740 |
175 |
2.0% |
8,740 |
| Low |
8,370 |
8,515 |
145 |
1.7% |
8,330 |
| Close |
8,535 |
8,690 |
155 |
1.8% |
8,690 |
| Range |
195 |
225 |
30 |
15.4% |
410 |
| ATR |
143 |
149 |
6 |
4.1% |
0 |
| Volume |
5,590 |
5,027 |
-563 |
-10.1% |
26,716 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,323 |
9,232 |
8,814 |
|
| R3 |
9,098 |
9,007 |
8,752 |
|
| R2 |
8,873 |
8,873 |
8,731 |
|
| R1 |
8,782 |
8,782 |
8,711 |
8,828 |
| PP |
8,648 |
8,648 |
8,648 |
8,671 |
| S1 |
8,557 |
8,557 |
8,670 |
8,603 |
| S2 |
8,423 |
8,423 |
8,649 |
|
| S3 |
8,198 |
8,332 |
8,628 |
|
| S4 |
7,973 |
8,107 |
8,566 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,817 |
9,663 |
8,916 |
|
| R3 |
9,407 |
9,253 |
8,803 |
|
| R2 |
8,997 |
8,997 |
8,765 |
|
| R1 |
8,843 |
8,843 |
8,728 |
8,920 |
| PP |
8,587 |
8,587 |
8,587 |
8,625 |
| S1 |
8,433 |
8,433 |
8,653 |
8,510 |
| S2 |
8,177 |
8,177 |
8,615 |
|
| S3 |
7,767 |
8,023 |
8,577 |
|
| S4 |
7,357 |
7,613 |
8,465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,740 |
8,330 |
410 |
4.7% |
177 |
2.0% |
88% |
True |
False |
5,343 |
| 10 |
8,840 |
8,330 |
510 |
5.9% |
148 |
1.7% |
71% |
False |
False |
4,355 |
| 20 |
9,170 |
8,330 |
840 |
9.7% |
152 |
1.8% |
43% |
False |
False |
4,196 |
| 40 |
9,170 |
8,200 |
970 |
11.2% |
154 |
1.8% |
51% |
False |
False |
4,949 |
| 60 |
9,365 |
8,200 |
1,165 |
13.4% |
115 |
1.3% |
42% |
False |
False |
3,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,696 |
|
2.618 |
9,329 |
|
1.618 |
9,104 |
|
1.000 |
8,965 |
|
0.618 |
8,879 |
|
HIGH |
8,740 |
|
0.618 |
8,654 |
|
0.500 |
8,628 |
|
0.382 |
8,601 |
|
LOW |
8,515 |
|
0.618 |
8,376 |
|
1.000 |
8,290 |
|
1.618 |
8,151 |
|
2.618 |
7,926 |
|
4.250 |
7,559 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,669 |
8,638 |
| PP |
8,648 |
8,587 |
| S1 |
8,628 |
8,535 |
|