| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,593.0 |
2,510.0 |
-83.0 |
-3.2% |
2,748.0 |
| High |
2,599.0 |
2,553.0 |
-46.0 |
-1.8% |
2,767.0 |
| Low |
2,511.0 |
2,478.0 |
-33.0 |
-1.3% |
2,631.0 |
| Close |
2,511.0 |
2,520.0 |
9.0 |
0.4% |
2,650.0 |
| Range |
88.0 |
75.0 |
-13.0 |
-14.8% |
136.0 |
| ATR |
65.0 |
65.7 |
0.7 |
1.1% |
0.0 |
| Volume |
2,074,466 |
2,465,741 |
391,275 |
18.9% |
5,857,266 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.0 |
2,706.0 |
2,561.3 |
|
| R3 |
2,667.0 |
2,631.0 |
2,540.6 |
|
| R2 |
2,592.0 |
2,592.0 |
2,533.8 |
|
| R1 |
2,556.0 |
2,556.0 |
2,526.9 |
2,574.0 |
| PP |
2,517.0 |
2,517.0 |
2,517.0 |
2,526.0 |
| S1 |
2,481.0 |
2,481.0 |
2,513.1 |
2,499.0 |
| S2 |
2,442.0 |
2,442.0 |
2,506.3 |
|
| S3 |
2,367.0 |
2,406.0 |
2,499.4 |
|
| S4 |
2,292.0 |
2,331.0 |
2,478.8 |
|
|
| 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 |
2,712.0 |
2,478.0 |
234.0 |
9.3% |
81.6 |
3.2% |
18% |
False |
True |
1,845,827 |
| 10 |
2,799.0 |
2,478.0 |
321.0 |
12.7% |
70.3 |
2.8% |
13% |
False |
True |
1,548,833 |
| 20 |
2,882.0 |
2,478.0 |
404.0 |
16.0% |
64.7 |
2.6% |
10% |
False |
True |
1,507,364 |
| 40 |
2,893.0 |
2,478.0 |
415.0 |
16.5% |
58.3 |
2.3% |
10% |
False |
True |
1,327,484 |
| 60 |
2,933.0 |
2,478.0 |
455.0 |
18.1% |
53.9 |
2.1% |
9% |
False |
True |
887,756 |
| 80 |
2,975.0 |
2,478.0 |
497.0 |
19.7% |
49.9 |
2.0% |
8% |
False |
True |
675,066 |
| 100 |
2,975.0 |
2,478.0 |
497.0 |
19.7% |
49.1 |
1.9% |
8% |
False |
True |
542,737 |
| 120 |
2,999.0 |
2,478.0 |
521.0 |
20.7% |
47.5 |
1.9% |
8% |
False |
True |
452,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.8 |
|
2.618 |
2,749.4 |
|
1.618 |
2,674.4 |
|
1.000 |
2,628.0 |
|
0.618 |
2,599.4 |
|
HIGH |
2,553.0 |
|
0.618 |
2,524.4 |
|
0.500 |
2,515.5 |
|
0.382 |
2,506.7 |
|
LOW |
2,478.0 |
|
0.618 |
2,431.7 |
|
1.000 |
2,403.0 |
|
1.618 |
2,356.7 |
|
2.618 |
2,281.7 |
|
4.250 |
2,159.3 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,518.5 |
2,595.0 |
| PP |
2,517.0 |
2,570.0 |
| S1 |
2,515.5 |
2,545.0 |
|