| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,320.50 |
1,295.25 |
-25.25 |
-1.9% |
1,307.25 |
| High |
1,322.75 |
1,307.00 |
-15.75 |
-1.2% |
1,342.00 |
| Low |
1,292.75 |
1,290.00 |
-2.75 |
-0.2% |
1,285.75 |
| Close |
1,293.25 |
1,291.25 |
-2.00 |
-0.2% |
1,335.50 |
| Range |
30.00 |
17.00 |
-13.00 |
-43.3% |
56.25 |
| ATR |
19.71 |
19.52 |
-0.19 |
-1.0% |
0.00 |
| Volume |
1,348 |
2,199 |
851 |
63.1% |
8,442 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.00 |
1,336.25 |
1,300.50 |
|
| R3 |
1,330.00 |
1,319.25 |
1,296.00 |
|
| R2 |
1,313.00 |
1,313.00 |
1,294.25 |
|
| R1 |
1,302.25 |
1,302.25 |
1,292.75 |
1,299.00 |
| PP |
1,296.00 |
1,296.00 |
1,296.00 |
1,294.50 |
| S1 |
1,285.25 |
1,285.25 |
1,289.75 |
1,282.00 |
| S2 |
1,279.00 |
1,279.00 |
1,288.25 |
|
| S3 |
1,262.00 |
1,268.25 |
1,286.50 |
|
| S4 |
1,245.00 |
1,251.25 |
1,282.00 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.75 |
1,469.00 |
1,366.50 |
|
| R3 |
1,433.50 |
1,412.75 |
1,351.00 |
|
| R2 |
1,377.25 |
1,377.25 |
1,345.75 |
|
| R1 |
1,356.50 |
1,356.50 |
1,340.75 |
1,367.00 |
| PP |
1,321.00 |
1,321.00 |
1,321.00 |
1,326.25 |
| S1 |
1,300.25 |
1,300.25 |
1,330.25 |
1,310.50 |
| S2 |
1,264.75 |
1,264.75 |
1,325.25 |
|
| S3 |
1,208.50 |
1,244.00 |
1,320.00 |
|
| S4 |
1,152.25 |
1,187.75 |
1,304.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,342.00 |
1,290.00 |
52.00 |
4.0% |
18.75 |
1.4% |
2% |
False |
True |
2,713 |
| 10 |
1,342.00 |
1,285.75 |
56.25 |
4.4% |
19.25 |
1.5% |
10% |
False |
False |
2,027 |
| 20 |
1,348.75 |
1,285.75 |
63.00 |
4.9% |
19.50 |
1.5% |
9% |
False |
False |
1,630 |
| 40 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
18.50 |
1.4% |
43% |
False |
False |
1,187 |
| 60 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
17.75 |
1.4% |
43% |
False |
False |
839 |
| 80 |
1,361.00 |
1,247.50 |
113.50 |
8.8% |
16.25 |
1.3% |
39% |
False |
False |
688 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
15.75 |
1.2% |
46% |
False |
False |
573 |
| 120 |
1,361.00 |
1,232.00 |
129.00 |
10.0% |
13.00 |
1.0% |
46% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,379.25 |
|
2.618 |
1,351.50 |
|
1.618 |
1,334.50 |
|
1.000 |
1,324.00 |
|
0.618 |
1,317.50 |
|
HIGH |
1,307.00 |
|
0.618 |
1,300.50 |
|
0.500 |
1,298.50 |
|
0.382 |
1,296.50 |
|
LOW |
1,290.00 |
|
0.618 |
1,279.50 |
|
1.000 |
1,273.00 |
|
1.618 |
1,262.50 |
|
2.618 |
1,245.50 |
|
4.250 |
1,217.75 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.50 |
1,312.00 |
| PP |
1,296.00 |
1,305.00 |
| S1 |
1,293.75 |
1,298.25 |
|