| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,546.5 |
1,555.7 |
9.2 |
0.6% |
1,490.1 |
| High |
1,559.0 |
1,576.0 |
17.0 |
1.1% |
1,548.1 |
| Low |
1,544.4 |
1,543.3 |
-1.1 |
-0.1% |
1,489.2 |
| Close |
1,551.3 |
1,564.4 |
13.1 |
0.8% |
1,543.7 |
| Range |
14.6 |
32.7 |
18.1 |
124.0% |
58.9 |
| ATR |
19.3 |
20.3 |
1.0 |
5.0% |
0.0 |
| Volume |
29,679 |
11,760 |
-17,919 |
-60.4% |
41,745 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,659.3 |
1,644.6 |
1,582.4 |
|
| R3 |
1,626.6 |
1,611.9 |
1,573.4 |
|
| R2 |
1,593.9 |
1,593.9 |
1,570.4 |
|
| R1 |
1,579.2 |
1,579.2 |
1,567.4 |
1,586.6 |
| PP |
1,561.2 |
1,561.2 |
1,561.2 |
1,564.9 |
| S1 |
1,546.5 |
1,546.5 |
1,561.4 |
1,553.9 |
| S2 |
1,528.5 |
1,528.5 |
1,558.4 |
|
| S3 |
1,495.8 |
1,513.8 |
1,555.4 |
|
| S4 |
1,463.1 |
1,481.1 |
1,546.4 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,703.7 |
1,682.6 |
1,576.1 |
|
| R3 |
1,644.8 |
1,623.7 |
1,559.9 |
|
| R2 |
1,585.9 |
1,585.9 |
1,554.5 |
|
| R1 |
1,564.8 |
1,564.8 |
1,549.1 |
1,575.4 |
| PP |
1,527.0 |
1,527.0 |
1,527.0 |
1,532.3 |
| S1 |
1,505.9 |
1,505.9 |
1,538.3 |
1,516.5 |
| S2 |
1,468.1 |
1,468.1 |
1,532.9 |
|
| S3 |
1,409.2 |
1,447.0 |
1,527.5 |
|
| S4 |
1,350.3 |
1,388.1 |
1,511.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,576.0 |
1,512.8 |
63.2 |
4.0% |
20.9 |
1.3% |
82% |
True |
False |
15,573 |
| 10 |
1,576.0 |
1,481.0 |
95.0 |
6.1% |
19.7 |
1.3% |
88% |
True |
False |
12,141 |
| 20 |
1,576.0 |
1,481.0 |
95.0 |
6.1% |
19.1 |
1.2% |
88% |
True |
False |
9,169 |
| 40 |
1,576.0 |
1,475.0 |
101.0 |
6.5% |
18.1 |
1.2% |
89% |
True |
False |
6,532 |
| 60 |
1,579.5 |
1,465.9 |
113.6 |
7.3% |
20.2 |
1.3% |
87% |
False |
False |
5,518 |
| 80 |
1,579.5 |
1,409.5 |
170.0 |
10.9% |
19.2 |
1.2% |
91% |
False |
False |
4,603 |
| 100 |
1,579.5 |
1,381.3 |
198.2 |
12.7% |
18.9 |
1.2% |
92% |
False |
False |
3,932 |
| 120 |
1,579.5 |
1,317.4 |
262.1 |
16.8% |
18.7 |
1.2% |
94% |
False |
False |
3,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,715.0 |
|
2.618 |
1,661.6 |
|
1.618 |
1,628.9 |
|
1.000 |
1,608.7 |
|
0.618 |
1,596.2 |
|
HIGH |
1,576.0 |
|
0.618 |
1,563.5 |
|
0.500 |
1,559.7 |
|
0.382 |
1,555.8 |
|
LOW |
1,543.3 |
|
0.618 |
1,523.1 |
|
1.000 |
1,510.6 |
|
1.618 |
1,490.4 |
|
2.618 |
1,457.7 |
|
4.250 |
1,404.3 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,562.8 |
1,560.2 |
| PP |
1,561.2 |
1,555.9 |
| S1 |
1,559.7 |
1,551.7 |
|