| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
12,824 |
13,018 |
194 |
1.5% |
12,756 |
| High |
13,061 |
13,072 |
11 |
0.1% |
13,061 |
| Low |
12,811 |
12,983 |
172 |
1.3% |
12,462 |
| Close |
13,033 |
13,001 |
-32 |
-0.2% |
13,033 |
| Range |
250 |
89 |
-161 |
-64.4% |
599 |
| ATR |
189 |
182 |
-7 |
-3.8% |
0 |
| Volume |
151,369 |
104,687 |
-46,682 |
-30.8% |
728,210 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,286 |
13,232 |
13,050 |
|
| R3 |
13,197 |
13,143 |
13,026 |
|
| R2 |
13,108 |
13,108 |
13,017 |
|
| R1 |
13,054 |
13,054 |
13,009 |
13,037 |
| PP |
13,019 |
13,019 |
13,019 |
13,010 |
| S1 |
12,965 |
12,965 |
12,993 |
12,948 |
| S2 |
12,930 |
12,930 |
12,985 |
|
| S3 |
12,841 |
12,876 |
12,977 |
|
| S4 |
12,752 |
12,787 |
12,952 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,649 |
14,440 |
13,363 |
|
| R3 |
14,050 |
13,841 |
13,198 |
|
| R2 |
13,451 |
13,451 |
13,143 |
|
| R1 |
13,242 |
13,242 |
13,088 |
13,347 |
| PP |
12,852 |
12,852 |
12,852 |
12,904 |
| S1 |
12,643 |
12,643 |
12,978 |
12,748 |
| S2 |
12,253 |
12,253 |
12,923 |
|
| S3 |
11,654 |
12,044 |
12,868 |
|
| S4 |
11,055 |
11,445 |
12,704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,072 |
12,462 |
610 |
4.7% |
209 |
1.6% |
88% |
True |
False |
137,554 |
| 10 |
13,072 |
12,462 |
610 |
4.7% |
188 |
1.4% |
88% |
True |
False |
130,144 |
| 20 |
13,072 |
12,425 |
647 |
5.0% |
172 |
1.3% |
89% |
True |
False |
114,084 |
| 40 |
13,072 |
11,884 |
1,188 |
9.1% |
184 |
1.4% |
94% |
True |
False |
114,659 |
| 60 |
13,072 |
11,884 |
1,188 |
9.1% |
173 |
1.3% |
94% |
True |
False |
76,507 |
| 80 |
13,213 |
11,884 |
1,329 |
10.2% |
149 |
1.1% |
84% |
False |
False |
57,382 |
| 100 |
13,213 |
11,884 |
1,329 |
10.2% |
135 |
1.0% |
84% |
False |
False |
45,910 |
| 120 |
13,213 |
11,884 |
1,329 |
10.2% |
119 |
0.9% |
84% |
False |
False |
38,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,450 |
|
2.618 |
13,305 |
|
1.618 |
13,216 |
|
1.000 |
13,161 |
|
0.618 |
13,127 |
|
HIGH |
13,072 |
|
0.618 |
13,038 |
|
0.500 |
13,028 |
|
0.382 |
13,017 |
|
LOW |
12,983 |
|
0.618 |
12,928 |
|
1.000 |
12,894 |
|
1.618 |
12,839 |
|
2.618 |
12,750 |
|
4.250 |
12,605 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,028 |
12,943 |
| PP |
13,019 |
12,886 |
| S1 |
13,010 |
12,828 |
|