| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,705.0 |
2,784.0 |
79.0 |
2.9% |
2,660.0 |
| High |
2,777.0 |
2,790.0 |
13.0 |
0.5% |
2,790.0 |
| Low |
2,678.0 |
2,760.0 |
82.0 |
3.1% |
2,613.0 |
| Close |
2,760.0 |
2,768.0 |
8.0 |
0.3% |
2,768.0 |
| Range |
99.0 |
30.0 |
-69.0 |
-69.7% |
177.0 |
| ATR |
55.2 |
53.4 |
-1.8 |
-3.3% |
0.0 |
| Volume |
1,342 |
300 |
-1,042 |
-77.6% |
7,765 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.7 |
2,845.3 |
2,784.5 |
|
| R3 |
2,832.7 |
2,815.3 |
2,776.3 |
|
| R2 |
2,802.7 |
2,802.7 |
2,773.5 |
|
| R1 |
2,785.3 |
2,785.3 |
2,770.8 |
2,779.0 |
| PP |
2,772.7 |
2,772.7 |
2,772.7 |
2,769.5 |
| S1 |
2,755.3 |
2,755.3 |
2,765.3 |
2,749.0 |
| S2 |
2,742.7 |
2,742.7 |
2,762.5 |
|
| S3 |
2,712.7 |
2,725.3 |
2,759.8 |
|
| S4 |
2,682.7 |
2,695.3 |
2,751.5 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.7 |
3,188.3 |
2,865.4 |
|
| R3 |
3,077.7 |
3,011.3 |
2,816.7 |
|
| R2 |
2,900.7 |
2,900.7 |
2,800.5 |
|
| R1 |
2,834.3 |
2,834.3 |
2,784.2 |
2,867.5 |
| PP |
2,723.7 |
2,723.7 |
2,723.7 |
2,740.3 |
| S1 |
2,657.3 |
2,657.3 |
2,751.8 |
2,690.5 |
| S2 |
2,546.7 |
2,546.7 |
2,735.6 |
|
| S3 |
2,369.7 |
2,480.3 |
2,719.3 |
|
| S4 |
2,192.7 |
2,303.3 |
2,670.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,613.0 |
177.0 |
6.4% |
49.8 |
1.8% |
88% |
True |
False |
1,553 |
| 10 |
2,790.0 |
2,605.0 |
185.0 |
6.7% |
52.3 |
1.9% |
88% |
True |
False |
2,557 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.2% |
48.2 |
1.7% |
58% |
False |
False |
7,171 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.2% |
46.9 |
1.7% |
58% |
False |
False |
7,609 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.2% |
44.7 |
1.6% |
45% |
False |
False |
5,226 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.2% |
40.5 |
1.5% |
45% |
False |
False |
4,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.5 |
|
2.618 |
2,868.5 |
|
1.618 |
2,838.5 |
|
1.000 |
2,820.0 |
|
0.618 |
2,808.5 |
|
HIGH |
2,790.0 |
|
0.618 |
2,778.5 |
|
0.500 |
2,775.0 |
|
0.382 |
2,771.5 |
|
LOW |
2,760.0 |
|
0.618 |
2,741.5 |
|
1.000 |
2,730.0 |
|
1.618 |
2,711.5 |
|
2.618 |
2,681.5 |
|
4.250 |
2,632.5 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.0 |
2,754.7 |
| PP |
2,772.7 |
2,741.3 |
| S1 |
2,770.3 |
2,728.0 |
|