| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
13,018 |
12,999 |
-19 |
-0.1% |
12,756 |
| High |
13,072 |
13,056 |
-16 |
-0.1% |
13,061 |
| Low |
12,983 |
12,933 |
-50 |
-0.4% |
12,462 |
| Close |
13,001 |
12,949 |
-52 |
-0.4% |
13,033 |
| Range |
89 |
123 |
34 |
38.2% |
599 |
| ATR |
182 |
178 |
-4 |
-2.3% |
0 |
| Volume |
104,687 |
104,423 |
-264 |
-0.3% |
728,210 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,348 |
13,272 |
13,017 |
|
| R3 |
13,225 |
13,149 |
12,983 |
|
| R2 |
13,102 |
13,102 |
12,972 |
|
| R1 |
13,026 |
13,026 |
12,960 |
13,003 |
| PP |
12,979 |
12,979 |
12,979 |
12,968 |
| S1 |
12,903 |
12,903 |
12,938 |
12,880 |
| S2 |
12,856 |
12,856 |
12,927 |
|
| S3 |
12,733 |
12,780 |
12,915 |
|
| S4 |
12,610 |
12,657 |
12,881 |
|
|
| 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 |
12,472 |
600 |
4.6% |
192 |
1.5% |
80% |
False |
False |
130,129 |
| 10 |
13,072 |
12,462 |
610 |
4.7% |
182 |
1.4% |
80% |
False |
False |
127,695 |
| 20 |
13,072 |
12,425 |
647 |
5.0% |
172 |
1.3% |
81% |
False |
False |
113,430 |
| 40 |
13,072 |
11,961 |
1,111 |
8.6% |
183 |
1.4% |
89% |
False |
False |
117,210 |
| 60 |
13,072 |
11,884 |
1,188 |
9.2% |
174 |
1.3% |
90% |
False |
False |
78,247 |
| 80 |
13,213 |
11,884 |
1,329 |
10.3% |
151 |
1.2% |
80% |
False |
False |
58,687 |
| 100 |
13,213 |
11,884 |
1,329 |
10.3% |
135 |
1.0% |
80% |
False |
False |
46,954 |
| 120 |
13,213 |
11,884 |
1,329 |
10.3% |
120 |
0.9% |
80% |
False |
False |
39,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,579 |
|
2.618 |
13,378 |
|
1.618 |
13,255 |
|
1.000 |
13,179 |
|
0.618 |
13,132 |
|
HIGH |
13,056 |
|
0.618 |
13,009 |
|
0.500 |
12,995 |
|
0.382 |
12,980 |
|
LOW |
12,933 |
|
0.618 |
12,857 |
|
1.000 |
12,810 |
|
1.618 |
12,734 |
|
2.618 |
12,611 |
|
4.250 |
12,410 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,995 |
12,947 |
| PP |
12,979 |
12,944 |
| S1 |
12,964 |
12,942 |
|