| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,293.25 |
1,295.25 |
2.00 |
0.2% |
1,326.00 |
| High |
1,294.75 |
1,304.00 |
9.25 |
0.7% |
1,334.25 |
| Low |
1,273.00 |
1,265.00 |
-8.00 |
-0.6% |
1,273.00 |
| Close |
1,282.75 |
1,274.00 |
-8.75 |
-0.7% |
1,282.75 |
| Range |
21.75 |
39.00 |
17.25 |
79.3% |
61.25 |
| ATR |
19.68 |
21.06 |
1.38 |
7.0% |
0.00 |
| Volume |
1,989 |
3,083 |
1,094 |
55.0% |
12,278 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,398.00 |
1,375.00 |
1,295.50 |
|
| R3 |
1,359.00 |
1,336.00 |
1,284.75 |
|
| R2 |
1,320.00 |
1,320.00 |
1,281.25 |
|
| R1 |
1,297.00 |
1,297.00 |
1,277.50 |
1,289.00 |
| PP |
1,281.00 |
1,281.00 |
1,281.00 |
1,277.00 |
| S1 |
1,258.00 |
1,258.00 |
1,270.50 |
1,250.00 |
| S2 |
1,242.00 |
1,242.00 |
1,266.75 |
|
| S3 |
1,203.00 |
1,219.00 |
1,263.25 |
|
| S4 |
1,164.00 |
1,180.00 |
1,252.50 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.50 |
1,442.75 |
1,316.50 |
|
| R3 |
1,419.25 |
1,381.50 |
1,299.50 |
|
| R2 |
1,358.00 |
1,358.00 |
1,294.00 |
|
| R1 |
1,320.25 |
1,320.25 |
1,288.25 |
1,308.50 |
| PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,290.75 |
| S1 |
1,259.00 |
1,259.00 |
1,277.25 |
1,247.25 |
| S2 |
1,235.50 |
1,235.50 |
1,271.50 |
|
| S3 |
1,174.25 |
1,197.75 |
1,266.00 |
|
| S4 |
1,113.00 |
1,136.50 |
1,249.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,334.00 |
1,265.00 |
69.00 |
5.4% |
24.25 |
1.9% |
13% |
False |
True |
2,403 |
| 10 |
1,342.00 |
1,265.00 |
77.00 |
6.0% |
21.50 |
1.7% |
12% |
False |
True |
2,251 |
| 20 |
1,348.75 |
1,265.00 |
83.75 |
6.6% |
20.50 |
1.6% |
11% |
False |
True |
1,808 |
| 40 |
1,348.75 |
1,247.50 |
101.25 |
7.9% |
19.25 |
1.5% |
26% |
False |
False |
1,309 |
| 60 |
1,348.75 |
1,247.50 |
101.25 |
7.9% |
18.25 |
1.4% |
26% |
False |
False |
917 |
| 80 |
1,361.00 |
1,247.50 |
113.50 |
8.9% |
16.75 |
1.3% |
23% |
False |
False |
751 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
16.25 |
1.3% |
33% |
False |
False |
623 |
| 120 |
1,361.00 |
1,232.00 |
129.00 |
10.1% |
13.50 |
1.1% |
33% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,469.75 |
|
2.618 |
1,406.00 |
|
1.618 |
1,367.00 |
|
1.000 |
1,343.00 |
|
0.618 |
1,328.00 |
|
HIGH |
1,304.00 |
|
0.618 |
1,289.00 |
|
0.500 |
1,284.50 |
|
0.382 |
1,280.00 |
|
LOW |
1,265.00 |
|
0.618 |
1,241.00 |
|
1.000 |
1,226.00 |
|
1.618 |
1,202.00 |
|
2.618 |
1,163.00 |
|
4.250 |
1,099.25 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,284.50 |
1,286.00 |
| PP |
1,281.00 |
1,282.00 |
| S1 |
1,277.50 |
1,278.00 |
|