| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,529.7 |
1,532.5 |
2.8 |
0.2% |
1,486.8 |
| High |
1,534.9 |
1,546.0 |
11.1 |
0.7% |
1,546.0 |
| Low |
1,522.2 |
1,525.0 |
2.8 |
0.2% |
1,486.2 |
| Close |
1,530.6 |
1,541.6 |
11.0 |
0.7% |
1,541.6 |
| Range |
12.7 |
21.0 |
8.3 |
65.4% |
59.8 |
| ATR |
20.1 |
20.1 |
0.1 |
0.3% |
0.0 |
| Volume |
106,982 |
138,591 |
31,609 |
29.5% |
525,463 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,600.5 |
1,592.1 |
1,553.2 |
|
| R3 |
1,579.5 |
1,571.1 |
1,547.4 |
|
| R2 |
1,558.5 |
1,558.5 |
1,545.5 |
|
| R1 |
1,550.1 |
1,550.1 |
1,543.5 |
1,554.3 |
| PP |
1,537.5 |
1,537.5 |
1,537.5 |
1,539.7 |
| S1 |
1,529.1 |
1,529.1 |
1,539.7 |
1,533.3 |
| S2 |
1,516.5 |
1,516.5 |
1,537.8 |
|
| S3 |
1,495.5 |
1,508.1 |
1,535.8 |
|
| S4 |
1,474.5 |
1,487.1 |
1,530.1 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.0 |
1,682.6 |
1,574.5 |
|
| R3 |
1,644.2 |
1,622.8 |
1,558.0 |
|
| R2 |
1,584.4 |
1,584.4 |
1,552.6 |
|
| R1 |
1,563.0 |
1,563.0 |
1,547.1 |
1,573.7 |
| PP |
1,524.6 |
1,524.6 |
1,524.6 |
1,530.0 |
| S1 |
1,503.2 |
1,503.2 |
1,536.1 |
1,513.9 |
| S2 |
1,464.8 |
1,464.8 |
1,530.6 |
|
| S3 |
1,405.0 |
1,443.4 |
1,525.2 |
|
| S4 |
1,345.2 |
1,383.6 |
1,508.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,546.0 |
1,478.3 |
67.7 |
4.4% |
22.9 |
1.5% |
94% |
True |
False |
130,919 |
| 10 |
1,546.0 |
1,478.3 |
67.7 |
4.4% |
19.8 |
1.3% |
94% |
True |
False |
122,040 |
| 20 |
1,559.3 |
1,478.3 |
81.0 |
5.3% |
19.4 |
1.3% |
78% |
False |
False |
122,548 |
| 40 |
1,559.3 |
1,472.6 |
86.7 |
5.6% |
19.2 |
1.2% |
80% |
False |
False |
100,979 |
| 60 |
1,577.7 |
1,453.5 |
124.2 |
8.1% |
20.7 |
1.3% |
71% |
False |
False |
70,081 |
| 80 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.5 |
1.3% |
81% |
False |
False |
53,315 |
| 100 |
1,577.7 |
1,368.8 |
208.9 |
13.6% |
18.7 |
1.2% |
83% |
False |
False |
42,943 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
18.4 |
1.2% |
86% |
False |
False |
36,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,635.3 |
|
2.618 |
1,601.0 |
|
1.618 |
1,580.0 |
|
1.000 |
1,567.0 |
|
0.618 |
1,559.0 |
|
HIGH |
1,546.0 |
|
0.618 |
1,538.0 |
|
0.500 |
1,535.5 |
|
0.382 |
1,533.0 |
|
LOW |
1,525.0 |
|
0.618 |
1,512.0 |
|
1.000 |
1,504.0 |
|
1.618 |
1,491.0 |
|
2.618 |
1,470.0 |
|
4.250 |
1,435.8 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,539.6 |
1,537.1 |
| PP |
1,537.5 |
1,532.6 |
| S1 |
1,535.5 |
1,528.2 |
|