| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,507.0 |
2,514.0 |
7.0 |
0.3% |
2,741.0 |
| High |
2,543.0 |
2,533.0 |
-10.0 |
-0.4% |
2,760.0 |
| Low |
2,472.0 |
2,350.0 |
-122.0 |
-4.9% |
2,625.0 |
| Close |
2,490.0 |
2,401.0 |
-89.0 |
-3.6% |
2,668.0 |
| Range |
71.0 |
183.0 |
112.0 |
157.7% |
135.0 |
| ATR |
62.4 |
71.0 |
8.6 |
13.8% |
0.0 |
| Volume |
7,781 |
21,931 |
14,150 |
181.9% |
2,032 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.0 |
2,872.0 |
2,501.7 |
|
| R3 |
2,794.0 |
2,689.0 |
2,451.3 |
|
| R2 |
2,611.0 |
2,611.0 |
2,434.6 |
|
| R1 |
2,506.0 |
2,506.0 |
2,417.8 |
2,467.0 |
| PP |
2,428.0 |
2,428.0 |
2,428.0 |
2,408.5 |
| S1 |
2,323.0 |
2,323.0 |
2,384.2 |
2,284.0 |
| S2 |
2,245.0 |
2,245.0 |
2,367.5 |
|
| S3 |
2,062.0 |
2,140.0 |
2,350.7 |
|
| S4 |
1,879.0 |
1,957.0 |
2,300.4 |
|
|
| 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 |
2,350.0 |
355.0 |
14.8% |
102.8 |
4.3% |
14% |
False |
True |
7,334 |
| 10 |
2,790.0 |
2,350.0 |
440.0 |
18.3% |
71.3 |
3.0% |
12% |
False |
True |
3,872 |
| 20 |
2,852.0 |
2,350.0 |
502.0 |
20.9% |
63.6 |
2.6% |
10% |
False |
True |
3,205 |
| 40 |
2,887.0 |
2,350.0 |
537.0 |
22.4% |
55.0 |
2.3% |
9% |
False |
True |
7,283 |
| 60 |
2,902.0 |
2,350.0 |
552.0 |
23.0% |
49.9 |
2.1% |
9% |
False |
True |
5,802 |
| 80 |
2,969.0 |
2,350.0 |
619.0 |
25.8% |
45.9 |
1.9% |
8% |
False |
True |
4,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,310.8 |
|
2.618 |
3,012.1 |
|
1.618 |
2,829.1 |
|
1.000 |
2,716.0 |
|
0.618 |
2,646.1 |
|
HIGH |
2,533.0 |
|
0.618 |
2,463.1 |
|
0.500 |
2,441.5 |
|
0.382 |
2,419.9 |
|
LOW |
2,350.0 |
|
0.618 |
2,236.9 |
|
1.000 |
2,167.0 |
|
1.618 |
2,053.9 |
|
2.618 |
1,870.9 |
|
4.250 |
1,572.3 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,441.5 |
2,467.0 |
| PP |
2,428.0 |
2,445.0 |
| S1 |
2,414.5 |
2,423.0 |
|