| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,674.0 |
2,705.0 |
31.0 |
1.2% |
2,771.0 |
| High |
2,704.0 |
2,777.0 |
73.0 |
2.7% |
2,771.0 |
| Low |
2,666.0 |
2,678.0 |
12.0 |
0.5% |
2,605.0 |
| Close |
2,699.0 |
2,760.0 |
61.0 |
2.3% |
2,675.0 |
| Range |
38.0 |
99.0 |
61.0 |
160.5% |
166.0 |
| ATR |
51.9 |
55.2 |
3.4 |
6.5% |
0.0 |
| Volume |
4,994 |
1,342 |
-3,652 |
-73.1% |
17,805 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.3 |
2,996.7 |
2,814.5 |
|
| R3 |
2,936.3 |
2,897.7 |
2,787.2 |
|
| R2 |
2,837.3 |
2,837.3 |
2,778.2 |
|
| R1 |
2,798.7 |
2,798.7 |
2,769.1 |
2,818.0 |
| PP |
2,738.3 |
2,738.3 |
2,738.3 |
2,748.0 |
| S1 |
2,699.7 |
2,699.7 |
2,750.9 |
2,719.0 |
| S2 |
2,639.3 |
2,639.3 |
2,741.9 |
|
| S3 |
2,540.3 |
2,600.7 |
2,732.8 |
|
| S4 |
2,441.3 |
2,501.7 |
2,705.6 |
|
|
| 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 |
2,777.0 |
2,613.0 |
164.0 |
5.9% |
49.0 |
1.8% |
90% |
True |
False |
1,542 |
| 10 |
2,852.0 |
2,605.0 |
247.0 |
8.9% |
55.8 |
2.0% |
63% |
False |
False |
2,538 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.2% |
50.1 |
1.8% |
55% |
False |
False |
7,233 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.2% |
46.7 |
1.7% |
55% |
False |
False |
7,649 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.2% |
44.4 |
1.6% |
43% |
False |
False |
5,235 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.2% |
40.3 |
1.5% |
43% |
False |
False |
4,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,197.8 |
|
2.618 |
3,036.2 |
|
1.618 |
2,937.2 |
|
1.000 |
2,876.0 |
|
0.618 |
2,838.2 |
|
HIGH |
2,777.0 |
|
0.618 |
2,739.2 |
|
0.500 |
2,727.5 |
|
0.382 |
2,715.8 |
|
LOW |
2,678.0 |
|
0.618 |
2,616.8 |
|
1.000 |
2,579.0 |
|
1.618 |
2,517.8 |
|
2.618 |
2,418.8 |
|
4.250 |
2,257.3 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,749.2 |
2,741.3 |
| PP |
2,738.3 |
2,722.7 |
| S1 |
2,727.5 |
2,704.0 |
|