| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,675.0 |
2,679.0 |
4.0 |
0.1% |
2,872.0 |
| High |
2,719.0 |
2,705.0 |
-14.0 |
-0.5% |
2,874.0 |
| Low |
2,673.0 |
2,675.0 |
2.0 |
0.1% |
2,787.0 |
| Close |
2,712.0 |
2,694.0 |
-18.0 |
-0.7% |
2,788.0 |
| Range |
46.0 |
30.0 |
-16.0 |
-34.8% |
87.0 |
| ATR |
54.6 |
53.3 |
-1.3 |
-2.3% |
0.0 |
| Volume |
182 |
447 |
265 |
145.6% |
3,396 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.3 |
2,767.7 |
2,710.5 |
|
| R3 |
2,751.3 |
2,737.7 |
2,702.3 |
|
| R2 |
2,721.3 |
2,721.3 |
2,699.5 |
|
| R1 |
2,707.7 |
2,707.7 |
2,696.8 |
2,714.5 |
| PP |
2,691.3 |
2,691.3 |
2,691.3 |
2,694.8 |
| S1 |
2,677.7 |
2,677.7 |
2,691.3 |
2,684.5 |
| S2 |
2,661.3 |
2,661.3 |
2,688.5 |
|
| S3 |
2,631.3 |
2,647.7 |
2,685.8 |
|
| S4 |
2,601.3 |
2,617.7 |
2,677.5 |
|
|
| 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 |
2,852.0 |
2,605.0 |
247.0 |
9.2% |
62.6 |
2.3% |
36% |
False |
False |
3,534 |
| 10 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
49.3 |
1.8% |
32% |
False |
False |
2,171 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
50.1 |
1.9% |
32% |
False |
False |
7,400 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
45.8 |
1.7% |
32% |
False |
False |
7,504 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
42.7 |
1.6% |
24% |
False |
False |
5,126 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
39.5 |
1.5% |
24% |
False |
False |
3,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,832.5 |
|
2.618 |
2,783.5 |
|
1.618 |
2,753.5 |
|
1.000 |
2,735.0 |
|
0.618 |
2,723.5 |
|
HIGH |
2,705.0 |
|
0.618 |
2,693.5 |
|
0.500 |
2,690.0 |
|
0.382 |
2,686.5 |
|
LOW |
2,675.0 |
|
0.618 |
2,656.5 |
|
1.000 |
2,645.0 |
|
1.618 |
2,626.5 |
|
2.618 |
2,596.5 |
|
4.250 |
2,547.5 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,692.7 |
2,683.3 |
| PP |
2,691.3 |
2,672.7 |
| S1 |
2,690.0 |
2,662.0 |
|