| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4,560.0 |
4,536.0 |
-24.0 |
-0.5% |
4,447.0 |
| High |
4,561.0 |
4,557.0 |
-4.0 |
-0.1% |
4,587.0 |
| Low |
4,500.0 |
4,518.0 |
18.0 |
0.4% |
4,419.0 |
| Close |
4,513.0 |
4,542.0 |
29.0 |
0.6% |
4,586.0 |
| Range |
61.0 |
39.0 |
-22.0 |
-36.1% |
168.0 |
| ATR |
55.7 |
54.9 |
-0.8 |
-1.5% |
0.0 |
| Volume |
34,369 |
31,141 |
-3,228 |
-9.4% |
147,494 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,656.0 |
4,638.0 |
4,563.5 |
|
| R3 |
4,617.0 |
4,599.0 |
4,552.7 |
|
| R2 |
4,578.0 |
4,578.0 |
4,549.2 |
|
| R1 |
4,560.0 |
4,560.0 |
4,545.6 |
4,569.0 |
| PP |
4,539.0 |
4,539.0 |
4,539.0 |
4,543.5 |
| S1 |
4,521.0 |
4,521.0 |
4,538.4 |
4,530.0 |
| S2 |
4,500.0 |
4,500.0 |
4,534.9 |
|
| S3 |
4,461.0 |
4,482.0 |
4,531.3 |
|
| S4 |
4,422.0 |
4,443.0 |
4,520.6 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,034.7 |
4,978.3 |
4,678.4 |
|
| R3 |
4,866.7 |
4,810.3 |
4,632.2 |
|
| R2 |
4,698.7 |
4,698.7 |
4,616.8 |
|
| R1 |
4,642.3 |
4,642.3 |
4,601.4 |
4,670.5 |
| PP |
4,530.7 |
4,530.7 |
4,530.7 |
4,544.8 |
| S1 |
4,474.3 |
4,474.3 |
4,570.6 |
4,502.5 |
| S2 |
4,362.7 |
4,362.7 |
4,555.2 |
|
| S3 |
4,194.7 |
4,306.3 |
4,539.8 |
|
| S4 |
4,026.7 |
4,138.3 |
4,493.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,587.0 |
4,485.0 |
102.0 |
2.2% |
39.0 |
0.9% |
56% |
False |
False |
31,635 |
| 10 |
4,587.0 |
4,419.0 |
168.0 |
3.7% |
38.9 |
0.9% |
73% |
False |
False |
30,701 |
| 20 |
4,642.0 |
4,419.0 |
223.0 |
4.9% |
43.7 |
1.0% |
55% |
False |
False |
30,060 |
| 40 |
4,725.0 |
4,419.0 |
306.0 |
6.7% |
45.7 |
1.0% |
40% |
False |
False |
26,580 |
| 60 |
4,782.0 |
4,419.0 |
363.0 |
8.0% |
40.0 |
0.9% |
34% |
False |
False |
17,750 |
| 80 |
4,970.0 |
4,419.0 |
551.0 |
12.1% |
33.7 |
0.7% |
22% |
False |
False |
13,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,722.8 |
|
2.618 |
4,659.1 |
|
1.618 |
4,620.1 |
|
1.000 |
4,596.0 |
|
0.618 |
4,581.1 |
|
HIGH |
4,557.0 |
|
0.618 |
4,542.1 |
|
0.500 |
4,537.5 |
|
0.382 |
4,532.9 |
|
LOW |
4,518.0 |
|
0.618 |
4,493.9 |
|
1.000 |
4,479.0 |
|
1.618 |
4,454.9 |
|
2.618 |
4,415.9 |
|
4.250 |
4,352.3 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,540.5 |
4,543.5 |
| PP |
4,539.0 |
4,543.0 |
| S1 |
4,537.5 |
4,542.5 |
|