| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,860.0 |
2,778.0 |
-82.0 |
-2.9% |
2,871.0 |
| High |
2,866.0 |
2,778.0 |
-88.0 |
-3.1% |
2,882.0 |
| Low |
2,786.0 |
2,694.0 |
-92.0 |
-3.3% |
2,786.0 |
| Close |
2,797.0 |
2,701.0 |
-96.0 |
-3.4% |
2,797.0 |
| Range |
80.0 |
84.0 |
4.0 |
5.0% |
96.0 |
| ATR |
55.1 |
58.5 |
3.4 |
6.2% |
0.0 |
| Volume |
1,465,384 |
1,768,327 |
302,943 |
20.7% |
4,678,977 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.3 |
2,922.7 |
2,747.2 |
|
| R3 |
2,892.3 |
2,838.7 |
2,724.1 |
|
| R2 |
2,808.3 |
2,808.3 |
2,716.4 |
|
| R1 |
2,754.7 |
2,754.7 |
2,708.7 |
2,739.5 |
| PP |
2,724.3 |
2,724.3 |
2,724.3 |
2,716.8 |
| S1 |
2,670.7 |
2,670.7 |
2,693.3 |
2,655.5 |
| S2 |
2,640.3 |
2,640.3 |
2,685.6 |
|
| S3 |
2,556.3 |
2,586.7 |
2,677.9 |
|
| S4 |
2,472.3 |
2,502.7 |
2,654.8 |
|
|
| 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 |
2,882.0 |
2,694.0 |
188.0 |
7.0% |
58.2 |
2.2% |
4% |
False |
True |
1,289,460 |
| 10 |
2,893.0 |
2,694.0 |
199.0 |
7.4% |
55.6 |
2.1% |
4% |
False |
True |
1,280,441 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.4% |
55.3 |
2.0% |
4% |
False |
False |
1,362,465 |
| 40 |
2,910.0 |
2,693.0 |
217.0 |
8.0% |
50.1 |
1.9% |
4% |
False |
False |
687,262 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.4% |
47.2 |
1.7% |
3% |
False |
False |
470,727 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
14.2% |
45.9 |
1.7% |
29% |
False |
False |
355,017 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
15.1% |
45.4 |
1.7% |
27% |
False |
False |
285,542 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.1% |
43.2 |
1.6% |
27% |
False |
False |
237,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.0 |
|
2.618 |
2,997.9 |
|
1.618 |
2,913.9 |
|
1.000 |
2,862.0 |
|
0.618 |
2,829.9 |
|
HIGH |
2,778.0 |
|
0.618 |
2,745.9 |
|
0.500 |
2,736.0 |
|
0.382 |
2,726.1 |
|
LOW |
2,694.0 |
|
0.618 |
2,642.1 |
|
1.000 |
2,610.0 |
|
1.618 |
2,558.1 |
|
2.618 |
2,474.1 |
|
4.250 |
2,337.0 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,736.0 |
2,788.0 |
| PP |
2,724.3 |
2,759.0 |
| S1 |
2,712.7 |
2,730.0 |
|