| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,660.0 |
2,632.0 |
-28.0 |
-1.1% |
2,771.0 |
| High |
2,660.0 |
2,666.0 |
6.0 |
0.2% |
2,771.0 |
| Low |
2,613.0 |
2,631.0 |
18.0 |
0.7% |
2,605.0 |
| Close |
2,624.0 |
2,652.0 |
28.0 |
1.1% |
2,675.0 |
| Range |
47.0 |
35.0 |
-12.0 |
-25.5% |
166.0 |
| ATR |
52.6 |
51.9 |
-0.8 |
-1.4% |
0.0 |
| Volume |
1,001 |
128 |
-873 |
-87.2% |
17,805 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.7 |
2,738.3 |
2,671.3 |
|
| R3 |
2,719.7 |
2,703.3 |
2,661.6 |
|
| R2 |
2,684.7 |
2,684.7 |
2,658.4 |
|
| R1 |
2,668.3 |
2,668.3 |
2,655.2 |
2,676.5 |
| PP |
2,649.7 |
2,649.7 |
2,649.7 |
2,653.8 |
| S1 |
2,633.3 |
2,633.3 |
2,648.8 |
2,641.5 |
| S2 |
2,614.7 |
2,614.7 |
2,645.6 |
|
| S3 |
2,579.7 |
2,598.3 |
2,642.4 |
|
| S4 |
2,544.7 |
2,563.3 |
2,632.8 |
|
|
| 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 |
2,613.0 |
106.0 |
4.0% |
36.8 |
1.4% |
37% |
False |
False |
400 |
| 10 |
2,872.0 |
2,605.0 |
267.0 |
10.1% |
51.1 |
1.9% |
18% |
False |
False |
2,213 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.6% |
47.0 |
1.8% |
17% |
False |
False |
7,016 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.6% |
45.6 |
1.7% |
17% |
False |
False |
7,527 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.7% |
43.4 |
1.6% |
13% |
False |
False |
5,142 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.7% |
39.3 |
1.5% |
13% |
False |
False |
3,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.8 |
|
2.618 |
2,757.6 |
|
1.618 |
2,722.6 |
|
1.000 |
2,701.0 |
|
0.618 |
2,687.6 |
|
HIGH |
2,666.0 |
|
0.618 |
2,652.6 |
|
0.500 |
2,648.5 |
|
0.382 |
2,644.4 |
|
LOW |
2,631.0 |
|
0.618 |
2,609.4 |
|
1.000 |
2,596.0 |
|
1.618 |
2,574.4 |
|
2.618 |
2,539.4 |
|
4.250 |
2,482.3 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,650.8 |
2,651.3 |
| PP |
2,649.7 |
2,650.7 |
| S1 |
2,648.5 |
2,650.0 |
|