| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,632.0 |
2,674.0 |
42.0 |
1.6% |
2,771.0 |
| High |
2,666.0 |
2,704.0 |
38.0 |
1.4% |
2,771.0 |
| Low |
2,631.0 |
2,666.0 |
35.0 |
1.3% |
2,605.0 |
| Close |
2,652.0 |
2,699.0 |
47.0 |
1.8% |
2,675.0 |
| Range |
35.0 |
38.0 |
3.0 |
8.6% |
166.0 |
| ATR |
51.9 |
51.9 |
0.0 |
0.0% |
0.0 |
| Volume |
128 |
4,994 |
4,866 |
3,801.6% |
17,805 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.7 |
2,789.3 |
2,719.9 |
|
| R3 |
2,765.7 |
2,751.3 |
2,709.5 |
|
| R2 |
2,727.7 |
2,727.7 |
2,706.0 |
|
| R1 |
2,713.3 |
2,713.3 |
2,702.5 |
2,720.5 |
| PP |
2,689.7 |
2,689.7 |
2,689.7 |
2,693.3 |
| S1 |
2,675.3 |
2,675.3 |
2,695.5 |
2,682.5 |
| S2 |
2,651.7 |
2,651.7 |
2,692.0 |
|
| S3 |
2,613.7 |
2,637.3 |
2,688.6 |
|
| S4 |
2,575.7 |
2,599.3 |
2,678.1 |
|
|
| 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 |
2,705.0 |
2,613.0 |
92.0 |
3.4% |
35.2 |
1.3% |
93% |
False |
False |
1,363 |
| 10 |
2,872.0 |
2,605.0 |
267.0 |
9.9% |
50.2 |
1.9% |
35% |
False |
False |
2,696 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.4% |
47.9 |
1.8% |
33% |
False |
False |
7,258 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.4% |
45.3 |
1.7% |
33% |
False |
False |
7,625 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
43.2 |
1.6% |
26% |
False |
False |
5,216 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.5% |
39.5 |
1.5% |
26% |
False |
False |
3,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.5 |
|
2.618 |
2,803.5 |
|
1.618 |
2,765.5 |
|
1.000 |
2,742.0 |
|
0.618 |
2,727.5 |
|
HIGH |
2,704.0 |
|
0.618 |
2,689.5 |
|
0.500 |
2,685.0 |
|
0.382 |
2,680.5 |
|
LOW |
2,666.0 |
|
0.618 |
2,642.5 |
|
1.000 |
2,628.0 |
|
1.618 |
2,604.5 |
|
2.618 |
2,566.5 |
|
4.250 |
2,504.5 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,694.3 |
2,685.5 |
| PP |
2,689.7 |
2,672.0 |
| S1 |
2,685.0 |
2,658.5 |
|