| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,663.0 |
2,644.0 |
-19.0 |
-0.7% |
2,748.0 |
| High |
2,701.0 |
2,686.0 |
-15.0 |
-0.6% |
2,767.0 |
| Low |
2,651.0 |
2,631.0 |
-20.0 |
-0.8% |
2,631.0 |
| Close |
2,667.0 |
2,650.0 |
-17.0 |
-0.6% |
2,650.0 |
| Range |
50.0 |
55.0 |
5.0 |
10.0% |
136.0 |
| ATR |
57.4 |
57.2 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,294,968 |
1,425,342 |
130,374 |
10.1% |
5,857,266 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.7 |
2,790.3 |
2,680.3 |
|
| R3 |
2,765.7 |
2,735.3 |
2,665.1 |
|
| R2 |
2,710.7 |
2,710.7 |
2,660.1 |
|
| R1 |
2,680.3 |
2,680.3 |
2,655.0 |
2,695.5 |
| PP |
2,655.7 |
2,655.7 |
2,655.7 |
2,663.3 |
| S1 |
2,625.3 |
2,625.3 |
2,645.0 |
2,640.5 |
| S2 |
2,600.7 |
2,600.7 |
2,639.9 |
|
| S3 |
2,545.7 |
2,570.3 |
2,634.9 |
|
| S4 |
2,490.7 |
2,515.3 |
2,619.8 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,006.3 |
2,724.8 |
|
| R3 |
2,954.7 |
2,870.3 |
2,687.4 |
|
| R2 |
2,818.7 |
2,818.7 |
2,674.9 |
|
| R1 |
2,734.3 |
2,734.3 |
2,662.5 |
2,708.5 |
| PP |
2,682.7 |
2,682.7 |
2,682.7 |
2,669.8 |
| S1 |
2,598.3 |
2,598.3 |
2,637.5 |
2,572.5 |
| S2 |
2,546.7 |
2,546.7 |
2,625.1 |
|
| S3 |
2,410.7 |
2,462.3 |
2,612.6 |
|
| S4 |
2,274.7 |
2,326.3 |
2,575.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,767.0 |
2,631.0 |
136.0 |
5.1% |
50.0 |
1.9% |
14% |
False |
True |
1,171,453 |
| 10 |
2,799.0 |
2,613.0 |
186.0 |
7.0% |
54.5 |
2.1% |
20% |
False |
False |
1,281,006 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.8% |
56.0 |
2.1% |
15% |
False |
False |
1,346,436 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.8% |
53.9 |
2.0% |
15% |
False |
False |
1,165,090 |
| 60 |
2,933.0 |
2,608.0 |
325.0 |
12.3% |
51.2 |
1.9% |
13% |
False |
False |
779,953 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.8% |
47.4 |
1.8% |
11% |
False |
False |
593,716 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.5% |
47.2 |
1.8% |
15% |
False |
False |
477,779 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.4% |
45.6 |
1.7% |
14% |
False |
False |
398,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.8 |
|
2.618 |
2,830.0 |
|
1.618 |
2,775.0 |
|
1.000 |
2,741.0 |
|
0.618 |
2,720.0 |
|
HIGH |
2,686.0 |
|
0.618 |
2,665.0 |
|
0.500 |
2,658.5 |
|
0.382 |
2,652.0 |
|
LOW |
2,631.0 |
|
0.618 |
2,597.0 |
|
1.000 |
2,576.0 |
|
1.618 |
2,542.0 |
|
2.618 |
2,487.0 |
|
4.250 |
2,397.3 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.5 |
2,684.0 |
| PP |
2,655.7 |
2,672.7 |
| S1 |
2,652.8 |
2,661.3 |
|