| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,686.0 |
2,690.0 |
4.0 |
0.1% |
2,778.0 |
| High |
2,716.0 |
2,696.0 |
-20.0 |
-0.7% |
2,778.0 |
| Low |
2,671.0 |
2,663.0 |
-8.0 |
-0.3% |
2,608.0 |
| Close |
2,682.0 |
2,679.0 |
-3.0 |
-0.1% |
2,679.0 |
| Range |
45.0 |
33.0 |
-12.0 |
-26.7% |
170.0 |
| ATR |
59.7 |
57.8 |
-1.9 |
-3.2% |
0.0 |
| Volume |
1,244,502 |
1,230,032 |
-14,470 |
-1.2% |
8,208,755 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.3 |
2,761.7 |
2,697.2 |
|
| R3 |
2,745.3 |
2,728.7 |
2,688.1 |
|
| R2 |
2,712.3 |
2,712.3 |
2,685.1 |
|
| R1 |
2,695.7 |
2,695.7 |
2,682.0 |
2,687.5 |
| PP |
2,679.3 |
2,679.3 |
2,679.3 |
2,675.3 |
| S1 |
2,662.7 |
2,662.7 |
2,676.0 |
2,654.5 |
| S2 |
2,646.3 |
2,646.3 |
2,673.0 |
|
| S3 |
2,613.3 |
2,629.7 |
2,669.9 |
|
| S4 |
2,580.3 |
2,596.7 |
2,660.9 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,198.3 |
3,108.7 |
2,772.5 |
|
| R3 |
3,028.3 |
2,938.7 |
2,725.8 |
|
| R2 |
2,858.3 |
2,858.3 |
2,710.2 |
|
| R1 |
2,768.7 |
2,768.7 |
2,694.6 |
2,728.5 |
| PP |
2,688.3 |
2,688.3 |
2,688.3 |
2,668.3 |
| S1 |
2,598.7 |
2,598.7 |
2,663.4 |
2,558.5 |
| S2 |
2,518.3 |
2,518.3 |
2,647.8 |
|
| S3 |
2,348.3 |
2,428.7 |
2,632.3 |
|
| S4 |
2,178.3 |
2,258.7 |
2,585.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.0 |
2,608.0 |
170.0 |
6.3% |
62.8 |
2.3% |
42% |
False |
False |
1,641,751 |
| 10 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
57.5 |
2.1% |
25% |
False |
False |
1,411,865 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
56.6 |
2.1% |
25% |
False |
False |
1,376,459 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
51.6 |
1.9% |
25% |
False |
False |
846,226 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.7% |
48.0 |
1.8% |
19% |
False |
False |
571,077 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.7% |
44.8 |
1.7% |
19% |
False |
False |
433,620 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.3% |
46.4 |
1.7% |
23% |
False |
False |
349,932 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.2% |
44.0 |
1.6% |
22% |
False |
False |
291,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.3 |
|
2.618 |
2,782.4 |
|
1.618 |
2,749.4 |
|
1.000 |
2,729.0 |
|
0.618 |
2,716.4 |
|
HIGH |
2,696.0 |
|
0.618 |
2,683.4 |
|
0.500 |
2,679.5 |
|
0.382 |
2,675.6 |
|
LOW |
2,663.0 |
|
0.618 |
2,642.6 |
|
1.000 |
2,630.0 |
|
1.618 |
2,609.6 |
|
2.618 |
2,576.6 |
|
4.250 |
2,522.8 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.5 |
2,694.5 |
| PP |
2,679.3 |
2,689.3 |
| S1 |
2,679.2 |
2,684.2 |
|