| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,778.0 |
2,675.0 |
-103.0 |
-3.7% |
2,871.0 |
| High |
2,778.0 |
2,706.0 |
-72.0 |
-2.6% |
2,882.0 |
| Low |
2,694.0 |
2,608.0 |
-86.0 |
-3.2% |
2,786.0 |
| Close |
2,701.0 |
2,680.0 |
-21.0 |
-0.8% |
2,797.0 |
| Range |
84.0 |
98.0 |
14.0 |
16.7% |
96.0 |
| ATR |
58.5 |
61.4 |
2.8 |
4.8% |
0.0 |
| Volume |
1,768,327 |
2,428,546 |
660,219 |
37.3% |
4,678,977 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.7 |
2,917.3 |
2,733.9 |
|
| R3 |
2,860.7 |
2,819.3 |
2,707.0 |
|
| R2 |
2,762.7 |
2,762.7 |
2,698.0 |
|
| R1 |
2,721.3 |
2,721.3 |
2,689.0 |
2,742.0 |
| PP |
2,664.7 |
2,664.7 |
2,664.7 |
2,675.0 |
| S1 |
2,623.3 |
2,623.3 |
2,671.0 |
2,644.0 |
| S2 |
2,566.7 |
2,566.7 |
2,662.0 |
|
| S3 |
2,468.7 |
2,525.3 |
2,653.1 |
|
| S4 |
2,370.7 |
2,427.3 |
2,626.1 |
|
|
| 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 |
2,608.0 |
274.0 |
10.2% |
72.8 |
2.7% |
26% |
False |
True |
1,607,429 |
| 10 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
61.0 |
2.3% |
25% |
False |
True |
1,419,305 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
58.6 |
2.2% |
25% |
False |
True |
1,433,903 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
51.0 |
1.9% |
25% |
False |
True |
747,970 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.7% |
48.3 |
1.8% |
20% |
False |
True |
511,199 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.7% |
45.4 |
1.7% |
20% |
False |
True |
384,378 |
| 100 |
2,995.0 |
2,591.0 |
404.0 |
15.1% |
46.1 |
1.7% |
22% |
False |
False |
309,826 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.2% |
43.8 |
1.6% |
22% |
False |
False |
258,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.5 |
|
2.618 |
2,962.6 |
|
1.618 |
2,864.6 |
|
1.000 |
2,804.0 |
|
0.618 |
2,766.6 |
|
HIGH |
2,706.0 |
|
0.618 |
2,668.6 |
|
0.500 |
2,657.0 |
|
0.382 |
2,645.4 |
|
LOW |
2,608.0 |
|
0.618 |
2,547.4 |
|
1.000 |
2,510.0 |
|
1.618 |
2,449.4 |
|
2.618 |
2,351.4 |
|
4.250 |
2,191.5 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.3 |
2,737.0 |
| PP |
2,664.7 |
2,718.0 |
| S1 |
2,657.0 |
2,699.0 |
|