| 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 |
12,714 |
12,650 |
-64 |
-0.5% |
12,708 |
| High |
12,718 |
12,766 |
48 |
0.4% |
12,767 |
| Low |
12,624 |
12,578 |
-46 |
-0.4% |
12,425 |
| Close |
12,648 |
12,737 |
89 |
0.7% |
12,712 |
| Range |
94 |
188 |
94 |
100.0% |
342 |
| ATR |
172 |
173 |
1 |
0.7% |
0 |
| Volume |
90,015 |
128,911 |
38,896 |
43.2% |
629,424 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,258 |
13,185 |
12,841 |
|
| R3 |
13,070 |
12,997 |
12,789 |
|
| R2 |
12,882 |
12,882 |
12,772 |
|
| R1 |
12,809 |
12,809 |
12,754 |
12,846 |
| PP |
12,694 |
12,694 |
12,694 |
12,712 |
| S1 |
12,621 |
12,621 |
12,720 |
12,658 |
| S2 |
12,506 |
12,506 |
12,703 |
|
| S3 |
12,318 |
12,433 |
12,685 |
|
| S4 |
12,130 |
12,245 |
12,634 |
|
|
| 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 |
12,766 |
12,425 |
341 |
2.7% |
165 |
1.3% |
91% |
True |
False |
119,590 |
| 10 |
12,917 |
12,425 |
492 |
3.9% |
162 |
1.3% |
63% |
False |
False |
99,166 |
| 20 |
12,917 |
12,376 |
541 |
4.2% |
172 |
1.4% |
67% |
False |
False |
116,917 |
| 40 |
12,917 |
11,884 |
1,033 |
8.1% |
179 |
1.4% |
83% |
False |
False |
85,406 |
| 60 |
13,213 |
11,884 |
1,329 |
10.4% |
154 |
1.2% |
64% |
False |
False |
56,966 |
| 80 |
13,213 |
11,884 |
1,329 |
10.4% |
138 |
1.1% |
64% |
False |
False |
42,726 |
| 100 |
13,213 |
11,884 |
1,329 |
10.4% |
123 |
1.0% |
64% |
False |
False |
34,185 |
| 120 |
13,213 |
11,884 |
1,329 |
10.4% |
106 |
0.8% |
64% |
False |
False |
28,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,565 |
|
2.618 |
13,258 |
|
1.618 |
13,070 |
|
1.000 |
12,954 |
|
0.618 |
12,882 |
|
HIGH |
12,766 |
|
0.618 |
12,694 |
|
0.500 |
12,672 |
|
0.382 |
12,650 |
|
LOW |
12,578 |
|
0.618 |
12,462 |
|
1.000 |
12,390 |
|
1.618 |
12,274 |
|
2.618 |
12,086 |
|
4.250 |
11,779 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,715 |
12,702 |
| PP |
12,694 |
12,668 |
| S1 |
12,672 |
12,633 |
|