| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,582.0 |
2,507.0 |
-75.0 |
-2.9% |
2,741.0 |
| High |
2,584.0 |
2,543.0 |
-41.0 |
-1.6% |
2,760.0 |
| Low |
2,506.0 |
2,472.0 |
-34.0 |
-1.4% |
2,625.0 |
| Close |
2,546.0 |
2,490.0 |
-56.0 |
-2.2% |
2,668.0 |
| Range |
78.0 |
71.0 |
-7.0 |
-9.0% |
135.0 |
| ATR |
61.5 |
62.4 |
0.9 |
1.5% |
0.0 |
| Volume |
6,323 |
7,781 |
1,458 |
23.1% |
2,032 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.7 |
2,673.3 |
2,529.1 |
|
| R3 |
2,643.7 |
2,602.3 |
2,509.5 |
|
| R2 |
2,572.7 |
2,572.7 |
2,503.0 |
|
| R1 |
2,531.3 |
2,531.3 |
2,496.5 |
2,516.5 |
| PP |
2,501.7 |
2,501.7 |
2,501.7 |
2,494.3 |
| S1 |
2,460.3 |
2,460.3 |
2,483.5 |
2,445.5 |
| S2 |
2,430.7 |
2,430.7 |
2,477.0 |
|
| S3 |
2,359.7 |
2,389.3 |
2,470.5 |
|
| S4 |
2,288.7 |
2,318.3 |
2,451.0 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.3 |
3,013.7 |
2,742.3 |
|
| R3 |
2,954.3 |
2,878.7 |
2,705.1 |
|
| R2 |
2,819.3 |
2,819.3 |
2,692.8 |
|
| R1 |
2,743.7 |
2,743.7 |
2,680.4 |
2,714.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,669.5 |
| S1 |
2,608.7 |
2,608.7 |
2,655.6 |
2,579.0 |
| S2 |
2,549.3 |
2,549.3 |
2,643.3 |
|
| S3 |
2,414.3 |
2,473.7 |
2,630.9 |
|
| S4 |
2,279.3 |
2,338.7 |
2,593.8 |
|
|
| 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 |
2,472.0 |
233.0 |
9.4% |
74.8 |
3.0% |
8% |
False |
True |
3,049 |
| 10 |
2,790.0 |
2,472.0 |
318.0 |
12.8% |
62.9 |
2.5% |
6% |
False |
True |
1,813 |
| 20 |
2,872.0 |
2,472.0 |
400.0 |
16.1% |
56.6 |
2.3% |
5% |
False |
True |
2,255 |
| 40 |
2,887.0 |
2,472.0 |
415.0 |
16.7% |
51.7 |
2.1% |
4% |
False |
True |
6,912 |
| 60 |
2,902.0 |
2,472.0 |
430.0 |
17.3% |
47.6 |
1.9% |
4% |
False |
True |
5,438 |
| 80 |
2,969.0 |
2,472.0 |
497.0 |
20.0% |
44.1 |
1.8% |
4% |
False |
True |
4,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.8 |
|
2.618 |
2,728.9 |
|
1.618 |
2,657.9 |
|
1.000 |
2,614.0 |
|
0.618 |
2,586.9 |
|
HIGH |
2,543.0 |
|
0.618 |
2,515.9 |
|
0.500 |
2,507.5 |
|
0.382 |
2,499.1 |
|
LOW |
2,472.0 |
|
0.618 |
2,428.1 |
|
1.000 |
2,401.0 |
|
1.618 |
2,357.1 |
|
2.618 |
2,286.1 |
|
4.250 |
2,170.3 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,507.5 |
2,588.5 |
| PP |
2,501.7 |
2,555.7 |
| S1 |
2,495.8 |
2,522.8 |
|