| 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 |
2,415.00 |
2,353.50 |
-61.50 |
-2.5% |
2,341.50 |
| High |
2,420.50 |
2,392.75 |
-27.75 |
-1.1% |
2,423.75 |
| Low |
2,353.50 |
2,351.00 |
-2.50 |
-0.1% |
2,313.00 |
| Close |
2,352.25 |
2,364.50 |
12.25 |
0.5% |
2,422.50 |
| Range |
67.00 |
41.75 |
-25.25 |
-37.7% |
110.75 |
| ATR |
38.77 |
38.99 |
0.21 |
0.5% |
0.00 |
| Volume |
246 |
110 |
-136 |
-55.3% |
3,311 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.75 |
2,471.25 |
2,387.50 |
|
| R3 |
2,453.00 |
2,429.50 |
2,376.00 |
|
| R2 |
2,411.25 |
2,411.25 |
2,372.25 |
|
| R1 |
2,387.75 |
2,387.75 |
2,368.25 |
2,399.50 |
| PP |
2,369.50 |
2,369.50 |
2,369.50 |
2,375.25 |
| S1 |
2,346.00 |
2,346.00 |
2,360.75 |
2,357.75 |
| S2 |
2,327.75 |
2,327.75 |
2,356.75 |
|
| S3 |
2,286.00 |
2,304.25 |
2,353.00 |
|
| S4 |
2,244.25 |
2,262.50 |
2,341.50 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.75 |
2,681.25 |
2,483.50 |
|
| R3 |
2,608.00 |
2,570.50 |
2,453.00 |
|
| R2 |
2,497.25 |
2,497.25 |
2,442.75 |
|
| R1 |
2,459.75 |
2,459.75 |
2,432.75 |
2,478.50 |
| PP |
2,386.50 |
2,386.50 |
2,386.50 |
2,395.75 |
| S1 |
2,349.00 |
2,349.00 |
2,412.25 |
2,367.75 |
| S2 |
2,275.75 |
2,275.75 |
2,402.25 |
|
| S3 |
2,165.00 |
2,238.25 |
2,392.00 |
|
| S4 |
2,054.25 |
2,127.50 |
2,361.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.50 |
2,351.00 |
78.50 |
3.3% |
43.50 |
1.8% |
17% |
False |
True |
1,159 |
| 10 |
2,429.50 |
2,313.00 |
116.50 |
4.9% |
41.25 |
1.7% |
44% |
False |
False |
658 |
| 20 |
2,429.50 |
2,283.25 |
146.25 |
6.2% |
39.00 |
1.7% |
56% |
False |
False |
378 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
10.9% |
31.00 |
1.3% |
75% |
False |
False |
202 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
10.9% |
21.50 |
0.9% |
75% |
False |
False |
135 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
10.9% |
17.25 |
0.7% |
75% |
False |
False |
102 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
10.9% |
15.50 |
0.7% |
75% |
False |
False |
83 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
10.9% |
12.75 |
0.5% |
75% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.25 |
|
2.618 |
2,502.00 |
|
1.618 |
2,460.25 |
|
1.000 |
2,434.50 |
|
0.618 |
2,418.50 |
|
HIGH |
2,392.75 |
|
0.618 |
2,376.75 |
|
0.500 |
2,372.00 |
|
0.382 |
2,367.00 |
|
LOW |
2,351.00 |
|
0.618 |
2,325.25 |
|
1.000 |
2,309.25 |
|
1.618 |
2,283.50 |
|
2.618 |
2,241.75 |
|
4.250 |
2,173.50 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,372.00 |
2,390.25 |
| PP |
2,369.50 |
2,381.75 |
| S1 |
2,367.00 |
2,373.00 |
|