| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
12,655.62 |
12,505.54 |
-150.08 |
-1.2% |
12,583.00 |
| High |
12,655.84 |
12,570.58 |
-85.26 |
-0.7% |
12,753.89 |
| Low |
12,470.30 |
12,446.88 |
-23.42 |
-0.2% |
12,539.21 |
| Close |
12,505.76 |
12,446.88 |
-58.88 |
-0.5% |
12,657.20 |
| Range |
185.54 |
123.70 |
-61.84 |
-33.3% |
214.68 |
| ATR |
140.28 |
139.09 |
-1.18 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,859.21 |
12,776.75 |
12,514.92 |
|
| R3 |
12,735.51 |
12,653.05 |
12,480.90 |
|
| R2 |
12,611.81 |
12,611.81 |
12,469.56 |
|
| R1 |
12,529.35 |
12,529.35 |
12,458.22 |
12,508.73 |
| PP |
12,488.11 |
12,488.11 |
12,488.11 |
12,477.81 |
| S1 |
12,405.65 |
12,405.65 |
12,435.54 |
12,385.03 |
| S2 |
12,364.41 |
12,364.41 |
12,424.20 |
|
| S3 |
12,240.71 |
12,281.95 |
12,412.86 |
|
| S4 |
12,117.01 |
12,158.25 |
12,378.85 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,294.14 |
13,190.35 |
12,775.27 |
|
| R3 |
13,079.46 |
12,975.67 |
12,716.24 |
|
| R2 |
12,864.78 |
12,864.78 |
12,696.56 |
|
| R1 |
12,760.99 |
12,760.99 |
12,676.88 |
12,812.89 |
| PP |
12,650.10 |
12,650.10 |
12,650.10 |
12,676.05 |
| S1 |
12,546.31 |
12,546.31 |
12,637.52 |
12,598.21 |
| S2 |
12,435.42 |
12,435.42 |
12,617.84 |
|
| S3 |
12,220.74 |
12,331.63 |
12,598.16 |
|
| S4 |
12,006.06 |
12,116.95 |
12,539.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,753.89 |
12,446.88 |
307.01 |
2.5% |
138.08 |
1.1% |
0% |
False |
True |
|
| 10 |
12,753.89 |
12,042.28 |
711.61 |
5.7% |
136.54 |
1.1% |
57% |
False |
False |
|
| 20 |
12,753.89 |
11,862.53 |
891.36 |
7.2% |
143.46 |
1.2% |
66% |
False |
False |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.2% |
136.10 |
1.1% |
66% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
134.23 |
1.1% |
58% |
False |
False |
|
| 80 |
12,876.00 |
11,777.23 |
1,098.77 |
8.8% |
127.23 |
1.0% |
61% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
135.61 |
1.1% |
68% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
127.81 |
1.0% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,096.31 |
|
2.618 |
12,894.43 |
|
1.618 |
12,770.73 |
|
1.000 |
12,694.28 |
|
0.618 |
12,647.03 |
|
HIGH |
12,570.58 |
|
0.618 |
12,523.33 |
|
0.500 |
12,508.73 |
|
0.382 |
12,494.13 |
|
LOW |
12,446.88 |
|
0.618 |
12,370.43 |
|
1.000 |
12,323.18 |
|
1.618 |
12,246.73 |
|
2.618 |
12,123.03 |
|
4.250 |
11,921.16 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,508.73 |
12,582.39 |
| PP |
12,488.11 |
12,537.22 |
| S1 |
12,467.50 |
12,492.05 |
|