| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,784.0 |
2,741.0 |
-43.0 |
-1.5% |
2,660.0 |
| High |
2,790.0 |
2,760.0 |
-30.0 |
-1.1% |
2,790.0 |
| Low |
2,760.0 |
2,736.0 |
-24.0 |
-0.9% |
2,613.0 |
| Close |
2,768.0 |
2,743.0 |
-25.0 |
-0.9% |
2,768.0 |
| Range |
30.0 |
24.0 |
-6.0 |
-20.0% |
177.0 |
| ATR |
53.4 |
51.9 |
-1.5 |
-2.9% |
0.0 |
| Volume |
300 |
265 |
-35 |
-11.7% |
7,765 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.3 |
2,804.7 |
2,756.2 |
|
| R3 |
2,794.3 |
2,780.7 |
2,749.6 |
|
| R2 |
2,770.3 |
2,770.3 |
2,747.4 |
|
| R1 |
2,756.7 |
2,756.7 |
2,745.2 |
2,763.5 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,749.8 |
| S1 |
2,732.7 |
2,732.7 |
2,740.8 |
2,739.5 |
| S2 |
2,722.3 |
2,722.3 |
2,738.6 |
|
| S3 |
2,698.3 |
2,708.7 |
2,736.4 |
|
| S4 |
2,674.3 |
2,684.7 |
2,729.8 |
|
|
| 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 |
2,631.0 |
159.0 |
5.8% |
45.2 |
1.6% |
70% |
False |
False |
1,405 |
| 10 |
2,790.0 |
2,605.0 |
185.0 |
6.7% |
46.4 |
1.7% |
75% |
False |
False |
2,506 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.3% |
47.6 |
1.7% |
49% |
False |
False |
6,836 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.3% |
47.1 |
1.7% |
49% |
False |
False |
7,612 |
| 60 |
2,954.0 |
2,605.0 |
349.0 |
12.7% |
44.6 |
1.6% |
40% |
False |
False |
5,222 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.3% |
40.4 |
1.5% |
38% |
False |
False |
4,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.0 |
|
2.618 |
2,822.8 |
|
1.618 |
2,798.8 |
|
1.000 |
2,784.0 |
|
0.618 |
2,774.8 |
|
HIGH |
2,760.0 |
|
0.618 |
2,750.8 |
|
0.500 |
2,748.0 |
|
0.382 |
2,745.2 |
|
LOW |
2,736.0 |
|
0.618 |
2,721.2 |
|
1.000 |
2,712.0 |
|
1.618 |
2,697.2 |
|
2.618 |
2,673.2 |
|
4.250 |
2,634.0 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.0 |
2,740.0 |
| PP |
2,746.3 |
2,737.0 |
| S1 |
2,744.7 |
2,734.0 |
|