| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,692.0 |
2,686.0 |
-6.0 |
-0.2% |
2,871.0 |
| High |
2,726.0 |
2,716.0 |
-10.0 |
-0.4% |
2,882.0 |
| Low |
2,672.0 |
2,671.0 |
-1.0 |
0.0% |
2,786.0 |
| Close |
2,696.0 |
2,682.0 |
-14.0 |
-0.5% |
2,797.0 |
| Range |
54.0 |
45.0 |
-9.0 |
-16.7% |
96.0 |
| ATR |
60.8 |
59.7 |
-1.1 |
-1.9% |
0.0 |
| Volume |
1,537,348 |
1,244,502 |
-292,846 |
-19.0% |
4,678,977 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.7 |
2,798.3 |
2,706.8 |
|
| R3 |
2,779.7 |
2,753.3 |
2,694.4 |
|
| R2 |
2,734.7 |
2,734.7 |
2,690.3 |
|
| R1 |
2,708.3 |
2,708.3 |
2,686.1 |
2,699.0 |
| PP |
2,689.7 |
2,689.7 |
2,689.7 |
2,685.0 |
| S1 |
2,663.3 |
2,663.3 |
2,677.9 |
2,654.0 |
| S2 |
2,644.7 |
2,644.7 |
2,673.8 |
|
| S3 |
2,599.7 |
2,618.3 |
2,669.6 |
|
| S4 |
2,554.7 |
2,573.3 |
2,657.3 |
|
|
| 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 |
2,866.0 |
2,608.0 |
258.0 |
9.6% |
72.2 |
2.7% |
29% |
False |
False |
1,688,821 |
| 10 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
59.9 |
2.2% |
26% |
False |
False |
1,411,548 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
57.1 |
2.1% |
26% |
False |
False |
1,426,563 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
51.6 |
1.9% |
26% |
False |
False |
815,484 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.7% |
48.9 |
1.8% |
20% |
False |
False |
557,553 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.7% |
45.1 |
1.7% |
20% |
False |
False |
418,248 |
| 100 |
2,984.0 |
2,591.0 |
393.0 |
14.7% |
46.6 |
1.7% |
23% |
False |
False |
337,640 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.2% |
44.0 |
1.6% |
22% |
False |
False |
281,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,907.3 |
|
2.618 |
2,833.8 |
|
1.618 |
2,788.8 |
|
1.000 |
2,761.0 |
|
0.618 |
2,743.8 |
|
HIGH |
2,716.0 |
|
0.618 |
2,698.8 |
|
0.500 |
2,693.5 |
|
0.382 |
2,688.2 |
|
LOW |
2,671.0 |
|
0.618 |
2,643.2 |
|
1.000 |
2,626.0 |
|
1.618 |
2,598.2 |
|
2.618 |
2,553.2 |
|
4.250 |
2,479.8 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.5 |
2,677.0 |
| PP |
2,689.7 |
2,672.0 |
| S1 |
2,685.8 |
2,667.0 |
|