| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,675.0 |
2,716.0 |
41.0 |
1.5% |
2,778.0 |
| High |
2,711.0 |
2,783.0 |
72.0 |
2.7% |
2,778.0 |
| Low |
2,667.0 |
2,676.0 |
9.0 |
0.3% |
2,608.0 |
| Close |
2,709.0 |
2,778.0 |
69.0 |
2.5% |
2,679.0 |
| Range |
44.0 |
107.0 |
63.0 |
143.2% |
170.0 |
| ATR |
57.3 |
60.9 |
3.5 |
6.2% |
0.0 |
| Volume |
1,271,540 |
2,007,671 |
736,131 |
57.9% |
8,208,755 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
3,029.3 |
2,836.9 |
|
| R3 |
2,959.7 |
2,922.3 |
2,807.4 |
|
| R2 |
2,852.7 |
2,852.7 |
2,797.6 |
|
| R1 |
2,815.3 |
2,815.3 |
2,787.8 |
2,834.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,755.0 |
| S1 |
2,708.3 |
2,708.3 |
2,768.2 |
2,727.0 |
| S2 |
2,638.7 |
2,638.7 |
2,758.4 |
|
| S3 |
2,531.7 |
2,601.3 |
2,748.6 |
|
| S4 |
2,424.7 |
2,494.3 |
2,719.2 |
|
|
| 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 |
2,783.0 |
2,613.0 |
170.0 |
6.1% |
57.0 |
2.1% |
97% |
True |
False |
1,413,653 |
| 10 |
2,866.0 |
2,608.0 |
258.0 |
9.3% |
64.6 |
2.3% |
66% |
False |
False |
1,551,237 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.3% |
58.8 |
2.1% |
60% |
False |
False |
1,407,643 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.3% |
53.8 |
1.9% |
60% |
False |
False |
991,937 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.2% |
50.1 |
1.8% |
46% |
False |
False |
668,274 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.2% |
45.9 |
1.7% |
46% |
False |
False |
506,578 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
47.5 |
1.7% |
49% |
False |
False |
408,306 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
44.7 |
1.6% |
46% |
False |
False |
340,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,237.8 |
|
2.618 |
3,063.1 |
|
1.618 |
2,956.1 |
|
1.000 |
2,890.0 |
|
0.618 |
2,849.1 |
|
HIGH |
2,783.0 |
|
0.618 |
2,742.1 |
|
0.500 |
2,729.5 |
|
0.382 |
2,716.9 |
|
LOW |
2,676.0 |
|
0.618 |
2,609.9 |
|
1.000 |
2,569.0 |
|
1.618 |
2,502.9 |
|
2.618 |
2,395.9 |
|
4.250 |
2,221.3 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.8 |
2,753.8 |
| PP |
2,745.7 |
2,729.7 |
| S1 |
2,729.5 |
2,705.5 |
|