| 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 |
2,771.0 |
2,676.0 |
-95.0 |
-3.4% |
2,872.0 |
| High |
2,771.0 |
2,694.0 |
-77.0 |
-2.8% |
2,874.0 |
| Low |
2,688.0 |
2,605.0 |
-83.0 |
-3.1% |
2,787.0 |
| Close |
2,704.0 |
2,688.0 |
-16.0 |
-0.6% |
2,788.0 |
| Range |
83.0 |
89.0 |
6.0 |
7.2% |
87.0 |
| ATR |
51.9 |
55.3 |
3.4 |
6.5% |
0.0 |
| Volume |
768 |
16,163 |
15,395 |
2,004.6% |
3,396 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.3 |
2,897.7 |
2,737.0 |
|
| R3 |
2,840.3 |
2,808.7 |
2,712.5 |
|
| R2 |
2,751.3 |
2,751.3 |
2,704.3 |
|
| R1 |
2,719.7 |
2,719.7 |
2,696.2 |
2,735.5 |
| PP |
2,662.3 |
2,662.3 |
2,662.3 |
2,670.3 |
| S1 |
2,630.7 |
2,630.7 |
2,679.8 |
2,646.5 |
| S2 |
2,573.3 |
2,573.3 |
2,671.7 |
|
| S3 |
2,484.3 |
2,541.7 |
2,663.5 |
|
| S4 |
2,395.3 |
2,452.7 |
2,639.1 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,019.7 |
2,835.9 |
|
| R3 |
2,990.3 |
2,932.7 |
2,811.9 |
|
| R2 |
2,903.3 |
2,903.3 |
2,804.0 |
|
| R1 |
2,845.7 |
2,845.7 |
2,796.0 |
2,831.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,809.0 |
| S1 |
2,758.7 |
2,758.7 |
2,780.0 |
2,744.0 |
| S2 |
2,729.3 |
2,729.3 |
2,772.1 |
|
| S3 |
2,642.3 |
2,671.7 |
2,764.1 |
|
| S4 |
2,555.3 |
2,584.7 |
2,740.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,872.0 |
2,605.0 |
267.0 |
9.9% |
65.4 |
2.4% |
31% |
False |
True |
4,026 |
| 10 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
52.9 |
2.0% |
29% |
False |
True |
12,729 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
51.6 |
1.9% |
29% |
False |
True |
11,007 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
45.6 |
1.7% |
29% |
False |
True |
7,517 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
42.7 |
1.6% |
23% |
False |
True |
5,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072.3 |
|
2.618 |
2,927.0 |
|
1.618 |
2,838.0 |
|
1.000 |
2,783.0 |
|
0.618 |
2,749.0 |
|
HIGH |
2,694.0 |
|
0.618 |
2,660.0 |
|
0.500 |
2,649.5 |
|
0.382 |
2,639.0 |
|
LOW |
2,605.0 |
|
0.618 |
2,550.0 |
|
1.000 |
2,516.0 |
|
1.618 |
2,461.0 |
|
2.618 |
2,372.0 |
|
4.250 |
2,226.8 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.2 |
2,728.5 |
| PP |
2,662.3 |
2,715.0 |
| S1 |
2,649.5 |
2,701.5 |
|