| 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 |
12,498.42 |
12,301.72 |
-196.70 |
-1.6% |
12,475.11 |
| High |
12,498.65 |
12,384.90 |
-113.75 |
-0.9% |
12,751.43 |
| Low |
12,289.69 |
12,226.83 |
-62.86 |
-0.5% |
12,296.23 |
| Close |
12,302.55 |
12,240.11 |
-62.44 |
-0.5% |
12,681.16 |
| Range |
208.96 |
158.07 |
-50.89 |
-24.4% |
455.20 |
| ATR |
144.29 |
145.27 |
0.98 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,758.16 |
12,657.20 |
12,327.05 |
|
| R3 |
12,600.09 |
12,499.13 |
12,283.58 |
|
| R2 |
12,442.02 |
12,442.02 |
12,269.09 |
|
| R1 |
12,341.06 |
12,341.06 |
12,254.60 |
12,312.51 |
| PP |
12,283.95 |
12,283.95 |
12,283.95 |
12,269.67 |
| S1 |
12,182.99 |
12,182.99 |
12,225.62 |
12,154.44 |
| S2 |
12,125.88 |
12,125.88 |
12,211.13 |
|
| S3 |
11,967.81 |
12,024.92 |
12,196.64 |
|
| S4 |
11,809.74 |
11,866.85 |
12,153.17 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,941.87 |
13,766.72 |
12,931.52 |
|
| R3 |
13,486.67 |
13,311.52 |
12,806.34 |
|
| R2 |
13,031.47 |
13,031.47 |
12,764.61 |
|
| R1 |
12,856.32 |
12,856.32 |
12,722.89 |
12,943.90 |
| PP |
12,576.27 |
12,576.27 |
12,576.27 |
12,620.06 |
| S1 |
12,401.12 |
12,401.12 |
12,639.43 |
12,488.70 |
| S2 |
12,121.07 |
12,121.07 |
12,597.71 |
|
| S3 |
11,665.87 |
11,945.92 |
12,555.98 |
|
| S4 |
11,210.67 |
11,490.72 |
12,430.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,740.87 |
12,226.83 |
514.04 |
4.2% |
142.37 |
1.2% |
3% |
False |
True |
|
| 10 |
12,751.43 |
12,226.83 |
524.60 |
4.3% |
145.30 |
1.2% |
3% |
False |
True |
|
| 20 |
12,753.89 |
12,226.83 |
527.06 |
4.3% |
144.65 |
1.2% |
3% |
False |
True |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.3% |
139.90 |
1.1% |
42% |
False |
False |
|
| 60 |
12,806.68 |
11,862.53 |
944.15 |
7.7% |
141.16 |
1.2% |
40% |
False |
False |
|
| 80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.3% |
134.01 |
1.1% |
37% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
135.55 |
1.1% |
52% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
133.19 |
1.1% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,056.70 |
|
2.618 |
12,798.73 |
|
1.618 |
12,640.66 |
|
1.000 |
12,542.97 |
|
0.618 |
12,482.59 |
|
HIGH |
12,384.90 |
|
0.618 |
12,324.52 |
|
0.500 |
12,305.87 |
|
0.382 |
12,287.21 |
|
LOW |
12,226.83 |
|
0.618 |
12,129.14 |
|
1.000 |
12,068.76 |
|
1.618 |
11,971.07 |
|
2.618 |
11,813.00 |
|
4.250 |
11,555.03 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,305.87 |
12,410.12 |
| PP |
12,283.95 |
12,353.45 |
| S1 |
12,262.03 |
12,296.78 |
|