| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,622.2 |
1,622.6 |
0.4 |
0.0% |
1,612.0 |
| High |
1,634.5 |
1,661.9 |
27.4 |
1.7% |
1,637.5 |
| Low |
1,608.2 |
1,618.8 |
10.6 |
0.7% |
1,605.0 |
| Close |
1,621.7 |
1,644.5 |
22.8 |
1.4% |
1,631.2 |
| Range |
26.3 |
43.1 |
16.8 |
63.9% |
32.5 |
| ATR |
20.8 |
22.4 |
1.6 |
7.6% |
0.0 |
| Volume |
145,864 |
157,066 |
11,202 |
7.7% |
528,782 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,771.0 |
1,750.9 |
1,668.2 |
|
| R3 |
1,727.9 |
1,707.8 |
1,656.4 |
|
| R2 |
1,684.8 |
1,684.8 |
1,652.4 |
|
| R1 |
1,664.7 |
1,664.7 |
1,648.5 |
1,674.8 |
| PP |
1,641.7 |
1,641.7 |
1,641.7 |
1,646.8 |
| S1 |
1,621.6 |
1,621.6 |
1,640.5 |
1,631.7 |
| S2 |
1,598.6 |
1,598.6 |
1,636.6 |
|
| S3 |
1,555.5 |
1,578.5 |
1,632.6 |
|
| S4 |
1,512.4 |
1,535.4 |
1,620.8 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,722.1 |
1,709.1 |
1,649.1 |
|
| R3 |
1,689.6 |
1,676.6 |
1,640.1 |
|
| R2 |
1,657.1 |
1,657.1 |
1,637.2 |
|
| R1 |
1,644.1 |
1,644.1 |
1,634.2 |
1,650.6 |
| PP |
1,624.6 |
1,624.6 |
1,624.6 |
1,627.8 |
| S1 |
1,611.6 |
1,611.6 |
1,628.2 |
1,618.1 |
| S2 |
1,592.1 |
1,592.1 |
1,625.2 |
|
| S3 |
1,559.6 |
1,579.1 |
1,622.3 |
|
| S4 |
1,527.1 |
1,546.6 |
1,613.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,661.9 |
1,605.0 |
56.9 |
3.5% |
26.4 |
1.6% |
69% |
True |
False |
142,750 |
| 10 |
1,661.9 |
1,583.6 |
78.3 |
4.8% |
23.0 |
1.4% |
78% |
True |
False |
93,853 |
| 20 |
1,661.9 |
1,512.8 |
149.1 |
9.1% |
21.7 |
1.3% |
88% |
True |
False |
55,990 |
| 40 |
1,661.9 |
1,481.0 |
180.9 |
11.0% |
19.9 |
1.2% |
90% |
True |
False |
30,938 |
| 60 |
1,661.9 |
1,475.0 |
186.9 |
11.4% |
19.7 |
1.2% |
91% |
True |
False |
22,219 |
| 80 |
1,661.9 |
1,450.0 |
211.9 |
12.9% |
20.4 |
1.2% |
92% |
True |
False |
17,332 |
| 100 |
1,661.9 |
1,387.1 |
274.8 |
16.7% |
19.7 |
1.2% |
94% |
True |
False |
14,155 |
| 120 |
1,661.9 |
1,359.0 |
302.9 |
18.4% |
19.0 |
1.2% |
94% |
True |
False |
12,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.1 |
|
2.618 |
1,774.7 |
|
1.618 |
1,731.6 |
|
1.000 |
1,705.0 |
|
0.618 |
1,688.5 |
|
HIGH |
1,661.9 |
|
0.618 |
1,645.4 |
|
0.500 |
1,640.4 |
|
0.382 |
1,635.3 |
|
LOW |
1,618.8 |
|
0.618 |
1,592.2 |
|
1.000 |
1,575.7 |
|
1.618 |
1,549.1 |
|
2.618 |
1,506.0 |
|
4.250 |
1,435.6 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,643.1 |
1,641.4 |
| PP |
1,641.7 |
1,638.2 |
| S1 |
1,640.4 |
1,635.1 |
|