| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,555.7 |
1,570.0 |
14.3 |
0.9% |
1,490.1 |
| High |
1,576.0 |
1,590.5 |
14.5 |
0.9% |
1,548.1 |
| Low |
1,543.3 |
1,567.0 |
23.7 |
1.5% |
1,489.2 |
| Close |
1,564.4 |
1,587.5 |
23.1 |
1.5% |
1,543.7 |
| Range |
32.7 |
23.5 |
-9.2 |
-28.1% |
58.9 |
| ATR |
20.3 |
20.7 |
0.4 |
2.1% |
0.0 |
| Volume |
11,760 |
15,610 |
3,850 |
32.7% |
41,745 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,652.2 |
1,643.3 |
1,600.4 |
|
| R3 |
1,628.7 |
1,619.8 |
1,594.0 |
|
| R2 |
1,605.2 |
1,605.2 |
1,591.8 |
|
| R1 |
1,596.3 |
1,596.3 |
1,589.7 |
1,600.8 |
| PP |
1,581.7 |
1,581.7 |
1,581.7 |
1,583.9 |
| S1 |
1,572.8 |
1,572.8 |
1,585.3 |
1,577.3 |
| S2 |
1,558.2 |
1,558.2 |
1,583.2 |
|
| S3 |
1,534.7 |
1,549.3 |
1,581.0 |
|
| S4 |
1,511.2 |
1,525.8 |
1,574.6 |
|
|
| 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 |
1,590.5 |
1,524.3 |
66.2 |
4.2% |
20.9 |
1.3% |
95% |
True |
False |
16,695 |
| 10 |
1,590.5 |
1,481.0 |
109.5 |
6.9% |
21.0 |
1.3% |
97% |
True |
False |
13,101 |
| 20 |
1,590.5 |
1,481.0 |
109.5 |
6.9% |
19.6 |
1.2% |
97% |
True |
False |
9,820 |
| 40 |
1,590.5 |
1,475.0 |
115.5 |
7.3% |
18.2 |
1.1% |
97% |
True |
False |
6,662 |
| 60 |
1,590.5 |
1,465.9 |
124.6 |
7.8% |
20.3 |
1.3% |
98% |
True |
False |
5,735 |
| 80 |
1,590.5 |
1,416.8 |
173.7 |
10.9% |
19.3 |
1.2% |
98% |
True |
False |
4,791 |
| 100 |
1,590.5 |
1,387.1 |
203.4 |
12.8% |
19.0 |
1.2% |
99% |
True |
False |
4,085 |
| 120 |
1,590.5 |
1,317.4 |
273.1 |
17.2% |
18.7 |
1.2% |
99% |
True |
False |
3,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,690.4 |
|
2.618 |
1,652.0 |
|
1.618 |
1,628.5 |
|
1.000 |
1,614.0 |
|
0.618 |
1,605.0 |
|
HIGH |
1,590.5 |
|
0.618 |
1,581.5 |
|
0.500 |
1,578.8 |
|
0.382 |
1,576.0 |
|
LOW |
1,567.0 |
|
0.618 |
1,552.5 |
|
1.000 |
1,543.5 |
|
1.618 |
1,529.0 |
|
2.618 |
1,505.5 |
|
4.250 |
1,467.1 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,584.6 |
1,580.6 |
| PP |
1,581.7 |
1,573.8 |
| S1 |
1,578.8 |
1,566.9 |
|