| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
12,500 |
12,714 |
214 |
1.7% |
12,708 |
| High |
12,723 |
12,718 |
-5 |
0.0% |
12,767 |
| Low |
12,500 |
12,624 |
124 |
1.0% |
12,425 |
| Close |
12,712 |
12,648 |
-64 |
-0.5% |
12,712 |
| Range |
223 |
94 |
-129 |
-57.8% |
342 |
| ATR |
178 |
172 |
-6 |
-3.4% |
0 |
| Volume |
116,885 |
90,015 |
-26,870 |
-23.0% |
629,424 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,945 |
12,891 |
12,700 |
|
| R3 |
12,851 |
12,797 |
12,674 |
|
| R2 |
12,757 |
12,757 |
12,665 |
|
| R1 |
12,703 |
12,703 |
12,657 |
12,683 |
| PP |
12,663 |
12,663 |
12,663 |
12,654 |
| S1 |
12,609 |
12,609 |
12,640 |
12,589 |
| S2 |
12,569 |
12,569 |
12,631 |
|
| S3 |
12,475 |
12,515 |
12,622 |
|
| S4 |
12,381 |
12,421 |
12,596 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,661 |
13,528 |
12,900 |
|
| R3 |
13,319 |
13,186 |
12,806 |
|
| R2 |
12,977 |
12,977 |
12,775 |
|
| R1 |
12,844 |
12,844 |
12,743 |
12,911 |
| PP |
12,635 |
12,635 |
12,635 |
12,668 |
| S1 |
12,502 |
12,502 |
12,681 |
12,569 |
| S2 |
12,293 |
12,293 |
12,649 |
|
| S3 |
11,951 |
12,160 |
12,618 |
|
| S4 |
11,609 |
11,818 |
12,524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,767 |
12,425 |
342 |
2.7% |
173 |
1.4% |
65% |
False |
False |
124,018 |
| 10 |
12,917 |
12,425 |
492 |
3.9% |
156 |
1.2% |
45% |
False |
False |
98,023 |
| 20 |
12,917 |
12,376 |
541 |
4.3% |
172 |
1.4% |
50% |
False |
False |
117,166 |
| 40 |
12,917 |
11,884 |
1,033 |
8.2% |
178 |
1.4% |
74% |
False |
False |
82,191 |
| 60 |
13,213 |
11,884 |
1,329 |
10.5% |
151 |
1.2% |
57% |
False |
False |
54,817 |
| 80 |
13,213 |
11,884 |
1,329 |
10.5% |
137 |
1.1% |
57% |
False |
False |
41,115 |
| 100 |
13,213 |
11,884 |
1,329 |
10.5% |
121 |
1.0% |
57% |
False |
False |
32,896 |
| 120 |
13,213 |
11,884 |
1,329 |
10.5% |
105 |
0.8% |
57% |
False |
False |
27,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,118 |
|
2.618 |
12,964 |
|
1.618 |
12,870 |
|
1.000 |
12,812 |
|
0.618 |
12,776 |
|
HIGH |
12,718 |
|
0.618 |
12,682 |
|
0.500 |
12,671 |
|
0.382 |
12,660 |
|
LOW |
12,624 |
|
0.618 |
12,566 |
|
1.000 |
12,530 |
|
1.618 |
12,472 |
|
2.618 |
12,378 |
|
4.250 |
12,225 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,671 |
12,623 |
| PP |
12,663 |
12,599 |
| S1 |
12,656 |
12,574 |
|