| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,678.0 |
2,660.0 |
-18.0 |
-0.7% |
2,771.0 |
| High |
2,687.0 |
2,660.0 |
-27.0 |
-1.0% |
2,771.0 |
| Low |
2,661.0 |
2,613.0 |
-48.0 |
-1.8% |
2,605.0 |
| Close |
2,675.0 |
2,624.0 |
-51.0 |
-1.9% |
2,675.0 |
| Range |
26.0 |
47.0 |
21.0 |
80.8% |
166.0 |
| ATR |
51.9 |
52.6 |
0.7 |
1.4% |
0.0 |
| Volume |
245 |
1,001 |
756 |
308.6% |
17,805 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.3 |
2,745.7 |
2,649.9 |
|
| R3 |
2,726.3 |
2,698.7 |
2,636.9 |
|
| R2 |
2,679.3 |
2,679.3 |
2,632.6 |
|
| R1 |
2,651.7 |
2,651.7 |
2,628.3 |
2,642.0 |
| PP |
2,632.3 |
2,632.3 |
2,632.3 |
2,627.5 |
| S1 |
2,604.7 |
2,604.7 |
2,619.7 |
2,595.0 |
| S2 |
2,585.3 |
2,585.3 |
2,615.4 |
|
| S3 |
2,538.3 |
2,557.7 |
2,611.1 |
|
| S4 |
2,491.3 |
2,510.7 |
2,598.2 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.7 |
3,094.3 |
2,766.3 |
|
| R3 |
3,015.7 |
2,928.3 |
2,720.7 |
|
| R2 |
2,849.7 |
2,849.7 |
2,705.4 |
|
| R1 |
2,762.3 |
2,762.3 |
2,690.2 |
2,723.0 |
| PP |
2,683.7 |
2,683.7 |
2,683.7 |
2,664.0 |
| S1 |
2,596.3 |
2,596.3 |
2,659.8 |
2,557.0 |
| S2 |
2,517.7 |
2,517.7 |
2,644.6 |
|
| S3 |
2,351.7 |
2,430.3 |
2,629.4 |
|
| S4 |
2,185.7 |
2,264.3 |
2,583.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,719.0 |
2,605.0 |
114.0 |
4.3% |
47.6 |
1.8% |
17% |
False |
False |
3,607 |
| 10 |
2,872.0 |
2,605.0 |
267.0 |
10.2% |
49.9 |
1.9% |
7% |
False |
False |
2,207 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.7% |
47.8 |
1.8% |
7% |
False |
False |
7,037 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.7% |
45.4 |
1.7% |
7% |
False |
False |
7,530 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.9% |
43.4 |
1.7% |
5% |
False |
False |
5,142 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.9% |
39.1 |
1.5% |
5% |
False |
False |
3,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.8 |
|
2.618 |
2,783.0 |
|
1.618 |
2,736.0 |
|
1.000 |
2,707.0 |
|
0.618 |
2,689.0 |
|
HIGH |
2,660.0 |
|
0.618 |
2,642.0 |
|
0.500 |
2,636.5 |
|
0.382 |
2,631.0 |
|
LOW |
2,613.0 |
|
0.618 |
2,584.0 |
|
1.000 |
2,566.0 |
|
1.618 |
2,537.0 |
|
2.618 |
2,490.0 |
|
4.250 |
2,413.3 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.5 |
2,659.0 |
| PP |
2,632.3 |
2,647.3 |
| S1 |
2,628.2 |
2,635.7 |
|