| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,675.0 |
2,692.0 |
17.0 |
0.6% |
2,871.0 |
| High |
2,706.0 |
2,726.0 |
20.0 |
0.7% |
2,882.0 |
| Low |
2,608.0 |
2,672.0 |
64.0 |
2.5% |
2,786.0 |
| Close |
2,680.0 |
2,696.0 |
16.0 |
0.6% |
2,797.0 |
| Range |
98.0 |
54.0 |
-44.0 |
-44.9% |
96.0 |
| ATR |
61.4 |
60.8 |
-0.5 |
-0.9% |
0.0 |
| Volume |
2,428,546 |
1,537,348 |
-891,198 |
-36.7% |
4,678,977 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.0 |
2,832.0 |
2,725.7 |
|
| R3 |
2,806.0 |
2,778.0 |
2,710.9 |
|
| R2 |
2,752.0 |
2,752.0 |
2,705.9 |
|
| R1 |
2,724.0 |
2,724.0 |
2,701.0 |
2,738.0 |
| PP |
2,698.0 |
2,698.0 |
2,698.0 |
2,705.0 |
| S1 |
2,670.0 |
2,670.0 |
2,691.1 |
2,684.0 |
| S2 |
2,644.0 |
2,644.0 |
2,686.1 |
|
| S3 |
2,590.0 |
2,616.0 |
2,681.2 |
|
| S4 |
2,536.0 |
2,562.0 |
2,666.3 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,049.3 |
2,849.8 |
|
| R3 |
3,013.7 |
2,953.3 |
2,823.4 |
|
| R2 |
2,917.7 |
2,917.7 |
2,814.6 |
|
| R1 |
2,857.3 |
2,857.3 |
2,805.8 |
2,839.5 |
| PP |
2,821.7 |
2,821.7 |
2,821.7 |
2,812.8 |
| S1 |
2,761.3 |
2,761.3 |
2,788.2 |
2,743.5 |
| S2 |
2,725.7 |
2,725.7 |
2,779.4 |
|
| S3 |
2,629.7 |
2,665.3 |
2,770.6 |
|
| S4 |
2,533.7 |
2,569.3 |
2,744.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,882.0 |
2,608.0 |
274.0 |
10.2% |
73.6 |
2.7% |
32% |
False |
False |
1,670,771 |
| 10 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
61.1 |
2.3% |
31% |
False |
False |
1,446,422 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
58.6 |
2.2% |
31% |
False |
False |
1,441,641 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
51.6 |
1.9% |
31% |
False |
False |
786,399 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.6% |
48.5 |
1.8% |
24% |
False |
False |
536,816 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.6% |
45.2 |
1.7% |
24% |
False |
False |
402,997 |
| 100 |
2,992.0 |
2,591.0 |
401.0 |
14.9% |
46.3 |
1.7% |
26% |
False |
False |
325,196 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.1% |
44.1 |
1.6% |
26% |
False |
False |
271,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.5 |
|
2.618 |
2,867.4 |
|
1.618 |
2,813.4 |
|
1.000 |
2,780.0 |
|
0.618 |
2,759.4 |
|
HIGH |
2,726.0 |
|
0.618 |
2,705.4 |
|
0.500 |
2,699.0 |
|
0.382 |
2,692.6 |
|
LOW |
2,672.0 |
|
0.618 |
2,638.6 |
|
1.000 |
2,618.0 |
|
1.618 |
2,584.6 |
|
2.618 |
2,530.6 |
|
4.250 |
2,442.5 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.0 |
2,695.0 |
| PP |
2,698.0 |
2,694.0 |
| S1 |
2,697.0 |
2,693.0 |
|