| 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 |
2,853.0 |
2,860.0 |
7.0 |
0.2% |
2,871.0 |
| High |
2,882.0 |
2,866.0 |
-16.0 |
-0.6% |
2,882.0 |
| Low |
2,830.0 |
2,786.0 |
-44.0 |
-1.6% |
2,786.0 |
| Close |
2,854.0 |
2,797.0 |
-57.0 |
-2.0% |
2,797.0 |
| Range |
52.0 |
80.0 |
28.0 |
53.8% |
96.0 |
| ATR |
53.2 |
55.1 |
1.9 |
3.6% |
0.0 |
| Volume |
1,154,253 |
1,465,384 |
311,131 |
27.0% |
4,678,977 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.3 |
3,006.7 |
2,841.0 |
|
| R3 |
2,976.3 |
2,926.7 |
2,819.0 |
|
| R2 |
2,896.3 |
2,896.3 |
2,811.7 |
|
| R1 |
2,846.7 |
2,846.7 |
2,804.3 |
2,831.5 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,808.8 |
| S1 |
2,766.7 |
2,766.7 |
2,789.7 |
2,751.5 |
| S2 |
2,736.3 |
2,736.3 |
2,782.3 |
|
| S3 |
2,656.3 |
2,686.7 |
2,775.0 |
|
| S4 |
2,576.3 |
2,606.7 |
2,753.0 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,049.3 |
2,849.8 |
|
| R3 |
3,013.7 |
2,953.3 |
2,823.4 |
|
| R2 |
2,917.7 |
2,917.7 |
2,814.6 |
|
| R1 |
2,857.3 |
2,857.3 |
2,805.8 |
2,839.5 |
| PP |
2,821.7 |
2,821.7 |
2,821.7 |
2,812.8 |
| S1 |
2,761.3 |
2,761.3 |
2,788.2 |
2,743.5 |
| S2 |
2,725.7 |
2,725.7 |
2,779.4 |
|
| S3 |
2,629.7 |
2,665.3 |
2,770.6 |
|
| S4 |
2,533.7 |
2,569.3 |
2,744.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,786.0 |
107.0 |
3.8% |
52.2 |
1.9% |
10% |
False |
True |
1,181,980 |
| 10 |
2,893.0 |
2,698.0 |
195.0 |
7.0% |
54.9 |
2.0% |
51% |
False |
False |
1,264,806 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.2% |
54.3 |
1.9% |
52% |
False |
False |
1,276,641 |
| 40 |
2,910.0 |
2,693.0 |
217.0 |
7.8% |
49.2 |
1.8% |
48% |
False |
False |
643,416 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.1% |
46.4 |
1.7% |
37% |
False |
False |
441,262 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
45.9 |
1.6% |
54% |
False |
False |
333,788 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
44.6 |
1.6% |
50% |
False |
False |
267,859 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
42.7 |
1.5% |
50% |
False |
False |
223,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,206.0 |
|
2.618 |
3,075.4 |
|
1.618 |
2,995.4 |
|
1.000 |
2,946.0 |
|
0.618 |
2,915.4 |
|
HIGH |
2,866.0 |
|
0.618 |
2,835.4 |
|
0.500 |
2,826.0 |
|
0.382 |
2,816.6 |
|
LOW |
2,786.0 |
|
0.618 |
2,736.6 |
|
1.000 |
2,706.0 |
|
1.618 |
2,656.6 |
|
2.618 |
2,576.6 |
|
4.250 |
2,446.0 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.0 |
2,834.0 |
| PP |
2,816.3 |
2,821.7 |
| S1 |
2,806.7 |
2,809.3 |
|