| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,690.0 |
2,662.0 |
-28.0 |
-1.0% |
2,778.0 |
| High |
2,696.0 |
2,666.0 |
-30.0 |
-1.1% |
2,778.0 |
| Low |
2,663.0 |
2,613.0 |
-50.0 |
-1.9% |
2,608.0 |
| Close |
2,679.0 |
2,630.0 |
-49.0 |
-1.8% |
2,679.0 |
| Range |
33.0 |
53.0 |
20.0 |
60.6% |
170.0 |
| ATR |
57.8 |
58.4 |
0.6 |
1.0% |
0.0 |
| Volume |
1,230,032 |
1,268,353 |
38,321 |
3.1% |
8,208,755 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.3 |
2,765.7 |
2,659.2 |
|
| R3 |
2,742.3 |
2,712.7 |
2,644.6 |
|
| R2 |
2,689.3 |
2,689.3 |
2,639.7 |
|
| R1 |
2,659.7 |
2,659.7 |
2,634.9 |
2,648.0 |
| PP |
2,636.3 |
2,636.3 |
2,636.3 |
2,630.5 |
| S1 |
2,606.7 |
2,606.7 |
2,625.1 |
2,595.0 |
| S2 |
2,583.3 |
2,583.3 |
2,620.3 |
|
| S3 |
2,530.3 |
2,553.7 |
2,615.4 |
|
| S4 |
2,477.3 |
2,500.7 |
2,600.9 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,198.3 |
3,108.7 |
2,772.5 |
|
| R3 |
3,028.3 |
2,938.7 |
2,725.8 |
|
| R2 |
2,858.3 |
2,858.3 |
2,710.2 |
|
| R1 |
2,768.7 |
2,768.7 |
2,694.6 |
2,728.5 |
| PP |
2,688.3 |
2,688.3 |
2,688.3 |
2,668.3 |
| S1 |
2,598.7 |
2,598.7 |
2,663.4 |
2,558.5 |
| S2 |
2,518.3 |
2,518.3 |
2,647.8 |
|
| S3 |
2,348.3 |
2,428.7 |
2,632.3 |
|
| S4 |
2,178.3 |
2,258.7 |
2,585.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.0 |
2,608.0 |
118.0 |
4.5% |
56.6 |
2.2% |
19% |
False |
False |
1,541,756 |
| 10 |
2,882.0 |
2,608.0 |
274.0 |
10.4% |
57.4 |
2.2% |
8% |
False |
False |
1,415,608 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.8% |
55.1 |
2.1% |
8% |
False |
False |
1,344,954 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.8% |
51.9 |
2.0% |
8% |
False |
False |
877,924 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
14.0% |
48.6 |
1.8% |
6% |
False |
False |
592,210 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
14.0% |
45.0 |
1.7% |
6% |
False |
False |
449,469 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.6% |
46.6 |
1.8% |
10% |
False |
False |
362,614 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.5% |
44.1 |
1.7% |
10% |
False |
False |
302,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.3 |
|
2.618 |
2,804.8 |
|
1.618 |
2,751.8 |
|
1.000 |
2,719.0 |
|
0.618 |
2,698.8 |
|
HIGH |
2,666.0 |
|
0.618 |
2,645.8 |
|
0.500 |
2,639.5 |
|
0.382 |
2,633.2 |
|
LOW |
2,613.0 |
|
0.618 |
2,580.2 |
|
1.000 |
2,560.0 |
|
1.618 |
2,527.2 |
|
2.618 |
2,474.2 |
|
4.250 |
2,387.8 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.5 |
2,664.5 |
| PP |
2,636.3 |
2,653.0 |
| S1 |
2,633.2 |
2,641.5 |
|