| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,735.0 |
2,663.0 |
-72.0 |
-2.6% |
2,662.0 |
| High |
2,737.0 |
2,701.0 |
-36.0 |
-1.3% |
2,799.0 |
| Low |
2,662.0 |
2,651.0 |
-11.0 |
-0.4% |
2,613.0 |
| Close |
2,695.0 |
2,667.0 |
-28.0 |
-1.0% |
2,773.0 |
| Range |
75.0 |
50.0 |
-25.0 |
-33.3% |
186.0 |
| ATR |
57.9 |
57.4 |
-0.6 |
-1.0% |
0.0 |
| Volume |
1,217,821 |
1,294,968 |
77,147 |
6.3% |
6,952,801 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.0 |
2,795.0 |
2,694.5 |
|
| R3 |
2,773.0 |
2,745.0 |
2,680.8 |
|
| R2 |
2,723.0 |
2,723.0 |
2,676.2 |
|
| R1 |
2,695.0 |
2,695.0 |
2,671.6 |
2,709.0 |
| PP |
2,673.0 |
2,673.0 |
2,673.0 |
2,680.0 |
| S1 |
2,645.0 |
2,645.0 |
2,662.4 |
2,659.0 |
| S2 |
2,623.0 |
2,623.0 |
2,657.8 |
|
| S3 |
2,573.0 |
2,595.0 |
2,653.3 |
|
| S4 |
2,523.0 |
2,545.0 |
2,639.5 |
|
|
| 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 |
2,651.0 |
148.0 |
5.5% |
47.6 |
1.8% |
11% |
False |
True |
1,109,298 |
| 10 |
2,799.0 |
2,613.0 |
186.0 |
7.0% |
52.3 |
2.0% |
29% |
False |
False |
1,261,475 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.7% |
56.1 |
2.1% |
21% |
False |
False |
1,336,512 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.7% |
53.4 |
2.0% |
21% |
False |
False |
1,129,498 |
| 60 |
2,958.0 |
2,608.0 |
350.0 |
13.1% |
51.4 |
1.9% |
17% |
False |
False |
757,693 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.8% |
46.9 |
1.8% |
16% |
False |
False |
575,900 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.4% |
47.3 |
1.8% |
20% |
False |
False |
463,554 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.3% |
45.3 |
1.7% |
19% |
False |
False |
386,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.5 |
|
2.618 |
2,831.9 |
|
1.618 |
2,781.9 |
|
1.000 |
2,751.0 |
|
0.618 |
2,731.9 |
|
HIGH |
2,701.0 |
|
0.618 |
2,681.9 |
|
0.500 |
2,676.0 |
|
0.382 |
2,670.1 |
|
LOW |
2,651.0 |
|
0.618 |
2,620.1 |
|
1.000 |
2,601.0 |
|
1.618 |
2,570.1 |
|
2.618 |
2,520.1 |
|
4.250 |
2,438.5 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.0 |
2,707.0 |
| PP |
2,673.0 |
2,693.7 |
| S1 |
2,670.0 |
2,680.3 |
|