| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,662.0 |
2,635.0 |
-27.0 |
-1.0% |
2,778.0 |
| High |
2,666.0 |
2,676.0 |
10.0 |
0.4% |
2,778.0 |
| Low |
2,613.0 |
2,628.0 |
15.0 |
0.6% |
2,608.0 |
| Close |
2,630.0 |
2,658.0 |
28.0 |
1.1% |
2,679.0 |
| Range |
53.0 |
48.0 |
-5.0 |
-9.4% |
170.0 |
| ATR |
58.4 |
57.6 |
-0.7 |
-1.3% |
0.0 |
| Volume |
1,268,353 |
1,290,670 |
22,317 |
1.8% |
8,208,755 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.0 |
2,776.0 |
2,684.4 |
|
| R3 |
2,750.0 |
2,728.0 |
2,671.2 |
|
| R2 |
2,702.0 |
2,702.0 |
2,666.8 |
|
| R1 |
2,680.0 |
2,680.0 |
2,662.4 |
2,691.0 |
| PP |
2,654.0 |
2,654.0 |
2,654.0 |
2,659.5 |
| S1 |
2,632.0 |
2,632.0 |
2,653.6 |
2,643.0 |
| S2 |
2,606.0 |
2,606.0 |
2,649.2 |
|
| S3 |
2,558.0 |
2,584.0 |
2,644.8 |
|
| S4 |
2,510.0 |
2,536.0 |
2,631.6 |
|
|
| 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 |
2,613.0 |
113.0 |
4.3% |
46.6 |
1.8% |
40% |
False |
False |
1,314,181 |
| 10 |
2,882.0 |
2,608.0 |
274.0 |
10.3% |
59.7 |
2.2% |
18% |
False |
False |
1,460,805 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.7% |
55.4 |
2.1% |
18% |
False |
False |
1,351,188 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.7% |
51.5 |
1.9% |
18% |
False |
False |
910,183 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.8% |
48.5 |
1.8% |
14% |
False |
False |
613,646 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.8% |
45.1 |
1.7% |
14% |
False |
False |
465,596 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.4% |
46.6 |
1.8% |
17% |
False |
False |
375,516 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.3% |
44.5 |
1.7% |
16% |
False |
False |
312,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.0 |
|
2.618 |
2,801.7 |
|
1.618 |
2,753.7 |
|
1.000 |
2,724.0 |
|
0.618 |
2,705.7 |
|
HIGH |
2,676.0 |
|
0.618 |
2,657.7 |
|
0.500 |
2,652.0 |
|
0.382 |
2,646.3 |
|
LOW |
2,628.0 |
|
0.618 |
2,598.3 |
|
1.000 |
2,580.0 |
|
1.618 |
2,550.3 |
|
2.618 |
2,502.3 |
|
4.250 |
2,424.0 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,656.0 |
2,656.8 |
| PP |
2,654.0 |
2,655.7 |
| S1 |
2,652.0 |
2,654.5 |
|