| 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 |
6,735.5 |
6,734.0 |
-1.5 |
0.0% |
7,316.5 |
| High |
6,820.0 |
6,774.5 |
-45.5 |
-0.7% |
7,425.0 |
| Low |
6,584.0 |
6,288.5 |
-295.5 |
-4.5% |
7,106.5 |
| Close |
6,670.5 |
6,439.5 |
-231.0 |
-3.5% |
7,208.5 |
| Range |
236.0 |
486.0 |
250.0 |
105.9% |
318.5 |
| ATR |
159.0 |
182.4 |
23.4 |
14.7% |
0.0 |
| Volume |
548 |
1,857 |
1,309 |
238.9% |
1,212 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,958.8 |
7,685.2 |
6,706.8 |
|
| R3 |
7,472.8 |
7,199.2 |
6,573.2 |
|
| R2 |
6,986.8 |
6,986.8 |
6,528.6 |
|
| R1 |
6,713.2 |
6,713.2 |
6,484.1 |
6,607.0 |
| PP |
6,500.8 |
6,500.8 |
6,500.8 |
6,447.8 |
| S1 |
6,227.2 |
6,227.2 |
6,395.0 |
6,121.0 |
| S2 |
6,014.8 |
6,014.8 |
6,350.4 |
|
| S3 |
5,528.8 |
5,741.2 |
6,305.9 |
|
| S4 |
5,042.8 |
5,255.2 |
6,172.2 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,202.2 |
8,023.8 |
7,383.7 |
|
| R3 |
7,883.7 |
7,705.3 |
7,296.1 |
|
| R2 |
7,565.2 |
7,565.2 |
7,266.9 |
|
| R1 |
7,386.8 |
7,386.8 |
7,237.7 |
7,316.8 |
| PP |
7,246.7 |
7,246.7 |
7,246.7 |
7,211.6 |
| S1 |
7,068.3 |
7,068.3 |
7,179.3 |
6,998.3 |
| S2 |
6,928.2 |
6,928.2 |
7,150.1 |
|
| S3 |
6,609.7 |
6,749.8 |
7,120.9 |
|
| S4 |
6,291.2 |
6,431.3 |
7,033.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,323.0 |
6,288.5 |
1,034.5 |
16.1% |
309.1 |
4.8% |
15% |
False |
True |
855 |
| 10 |
7,425.0 |
6,288.5 |
1,136.5 |
17.6% |
204.5 |
3.2% |
13% |
False |
True |
538 |
| 20 |
7,575.5 |
6,288.5 |
1,287.0 |
20.0% |
162.0 |
2.5% |
12% |
False |
True |
461 |
| 40 |
7,575.5 |
6,288.5 |
1,287.0 |
20.0% |
128.9 |
2.0% |
12% |
False |
True |
1,639 |
| 60 |
7,575.5 |
6,288.5 |
1,287.0 |
20.0% |
113.7 |
1.8% |
12% |
False |
True |
1,191 |
| 80 |
7,680.0 |
6,288.5 |
1,391.5 |
21.6% |
105.0 |
1.6% |
11% |
False |
True |
912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,840.0 |
|
2.618 |
8,046.8 |
|
1.618 |
7,560.8 |
|
1.000 |
7,260.5 |
|
0.618 |
7,074.8 |
|
HIGH |
6,774.5 |
|
0.618 |
6,588.8 |
|
0.500 |
6,531.5 |
|
0.382 |
6,474.2 |
|
LOW |
6,288.5 |
|
0.618 |
5,988.2 |
|
1.000 |
5,802.5 |
|
1.618 |
5,502.2 |
|
2.618 |
5,016.2 |
|
4.250 |
4,223.0 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,531.5 |
6,644.3 |
| PP |
6,500.8 |
6,576.0 |
| S1 |
6,470.2 |
6,507.8 |
|