| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,790.0 |
2,748.0 |
-42.0 |
-1.5% |
2,662.0 |
| High |
2,799.0 |
2,767.0 |
-32.0 |
-1.1% |
2,799.0 |
| Low |
2,756.0 |
2,737.0 |
-19.0 |
-0.7% |
2,613.0 |
| Close |
2,773.0 |
2,748.0 |
-25.0 |
-0.9% |
2,773.0 |
| Range |
43.0 |
30.0 |
-13.0 |
-30.2% |
186.0 |
| ATR |
59.6 |
57.9 |
-1.7 |
-2.8% |
0.0 |
| Volume |
1,114,567 |
913,852 |
-200,715 |
-18.0% |
6,952,801 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.7 |
2,824.3 |
2,764.5 |
|
| R3 |
2,810.7 |
2,794.3 |
2,756.3 |
|
| R2 |
2,780.7 |
2,780.7 |
2,753.5 |
|
| R1 |
2,764.3 |
2,764.3 |
2,750.8 |
2,763.0 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,750.0 |
| S1 |
2,734.3 |
2,734.3 |
2,745.3 |
2,733.0 |
| S2 |
2,720.7 |
2,720.7 |
2,742.5 |
|
| S3 |
2,690.7 |
2,704.3 |
2,739.8 |
|
| S4 |
2,660.7 |
2,674.3 |
2,731.5 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,286.3 |
3,215.7 |
2,875.3 |
|
| R3 |
3,100.3 |
3,029.7 |
2,824.2 |
|
| R2 |
2,914.3 |
2,914.3 |
2,807.1 |
|
| R1 |
2,843.7 |
2,843.7 |
2,790.1 |
2,879.0 |
| PP |
2,728.3 |
2,728.3 |
2,728.3 |
2,746.0 |
| S1 |
2,657.7 |
2,657.7 |
2,756.0 |
2,693.0 |
| S2 |
2,542.3 |
2,542.3 |
2,738.9 |
|
| S3 |
2,356.3 |
2,471.7 |
2,721.9 |
|
| S4 |
2,170.3 |
2,285.7 |
2,670.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.0 |
2,628.0 |
171.0 |
6.2% |
54.4 |
2.0% |
70% |
False |
False |
1,319,660 |
| 10 |
2,799.0 |
2,608.0 |
191.0 |
7.0% |
55.5 |
2.0% |
73% |
False |
False |
1,430,708 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.4% |
55.6 |
2.0% |
49% |
False |
False |
1,355,574 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.4% |
53.1 |
1.9% |
49% |
False |
False |
1,042,446 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.4% |
49.9 |
1.8% |
38% |
False |
False |
702,000 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.4% |
46.0 |
1.7% |
38% |
False |
False |
531,929 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.0% |
47.0 |
1.7% |
41% |
False |
False |
428,563 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.8% |
44.5 |
1.6% |
38% |
False |
False |
357,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,894.5 |
|
2.618 |
2,845.5 |
|
1.618 |
2,815.5 |
|
1.000 |
2,797.0 |
|
0.618 |
2,785.5 |
|
HIGH |
2,767.0 |
|
0.618 |
2,755.5 |
|
0.500 |
2,752.0 |
|
0.382 |
2,748.5 |
|
LOW |
2,737.0 |
|
0.618 |
2,718.5 |
|
1.000 |
2,707.0 |
|
1.618 |
2,688.5 |
|
2.618 |
2,658.5 |
|
4.250 |
2,609.5 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.0 |
2,744.5 |
| PP |
2,750.7 |
2,741.0 |
| S1 |
2,749.3 |
2,737.5 |
|