| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
12,882 |
12,756 |
-126 |
-1.0% |
12,714 |
| High |
12,884 |
12,756 |
-128 |
-1.0% |
12,936 |
| Low |
12,751 |
12,521 |
-230 |
-1.8% |
12,578 |
| Close |
12,773 |
12,645 |
-128 |
-1.0% |
12,773 |
| Range |
133 |
235 |
102 |
76.7% |
358 |
| ATR |
166 |
172 |
6 |
3.7% |
0 |
| Volume |
119,046 |
145,126 |
26,080 |
21.9% |
558,565 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,346 |
13,230 |
12,774 |
|
| R3 |
13,111 |
12,995 |
12,710 |
|
| R2 |
12,876 |
12,876 |
12,688 |
|
| R1 |
12,760 |
12,760 |
12,667 |
12,701 |
| PP |
12,641 |
12,641 |
12,641 |
12,611 |
| S1 |
12,525 |
12,525 |
12,624 |
12,466 |
| S2 |
12,406 |
12,406 |
12,602 |
|
| S3 |
12,171 |
12,290 |
12,581 |
|
| S4 |
11,936 |
12,055 |
12,516 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,836 |
13,663 |
12,970 |
|
| R3 |
13,478 |
13,305 |
12,872 |
|
| R2 |
13,120 |
13,120 |
12,839 |
|
| R1 |
12,947 |
12,947 |
12,806 |
13,034 |
| PP |
12,762 |
12,762 |
12,762 |
12,806 |
| S1 |
12,589 |
12,589 |
12,740 |
12,676 |
| S2 |
12,404 |
12,404 |
12,707 |
|
| S3 |
12,046 |
12,231 |
12,675 |
|
| S4 |
11,688 |
11,873 |
12,576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,936 |
12,521 |
415 |
3.3% |
168 |
1.3% |
30% |
False |
True |
122,735 |
| 10 |
12,936 |
12,425 |
511 |
4.0% |
170 |
1.3% |
43% |
False |
False |
123,376 |
| 20 |
12,936 |
12,376 |
560 |
4.4% |
169 |
1.3% |
48% |
False |
False |
112,718 |
| 40 |
12,936 |
11,884 |
1,052 |
8.3% |
181 |
1.4% |
72% |
False |
False |
97,497 |
| 60 |
13,213 |
11,884 |
1,329 |
10.5% |
162 |
1.3% |
57% |
False |
False |
65,045 |
| 80 |
13,213 |
11,884 |
1,329 |
10.5% |
140 |
1.1% |
57% |
False |
False |
48,785 |
| 100 |
13,213 |
11,884 |
1,329 |
10.5% |
128 |
1.0% |
57% |
False |
False |
39,032 |
| 120 |
13,213 |
11,884 |
1,329 |
10.5% |
111 |
0.9% |
57% |
False |
False |
32,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,755 |
|
2.618 |
13,371 |
|
1.618 |
13,136 |
|
1.000 |
12,991 |
|
0.618 |
12,901 |
|
HIGH |
12,756 |
|
0.618 |
12,666 |
|
0.500 |
12,639 |
|
0.382 |
12,611 |
|
LOW |
12,521 |
|
0.618 |
12,376 |
|
1.000 |
12,286 |
|
1.618 |
12,141 |
|
2.618 |
11,906 |
|
4.250 |
11,522 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,643 |
12,729 |
| PP |
12,641 |
12,701 |
| S1 |
12,639 |
12,673 |
|