| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,635.0 |
2,675.0 |
40.0 |
1.5% |
2,778.0 |
| High |
2,676.0 |
2,711.0 |
35.0 |
1.3% |
2,778.0 |
| Low |
2,628.0 |
2,667.0 |
39.0 |
1.5% |
2,608.0 |
| Close |
2,658.0 |
2,709.0 |
51.0 |
1.9% |
2,679.0 |
| Range |
48.0 |
44.0 |
-4.0 |
-8.3% |
170.0 |
| ATR |
57.6 |
57.3 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,290,670 |
1,271,540 |
-19,130 |
-1.5% |
8,208,755 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.7 |
2,812.3 |
2,733.2 |
|
| R3 |
2,783.7 |
2,768.3 |
2,721.1 |
|
| R2 |
2,739.7 |
2,739.7 |
2,717.1 |
|
| R1 |
2,724.3 |
2,724.3 |
2,713.0 |
2,732.0 |
| PP |
2,695.7 |
2,695.7 |
2,695.7 |
2,699.5 |
| S1 |
2,680.3 |
2,680.3 |
2,705.0 |
2,688.0 |
| S2 |
2,651.7 |
2,651.7 |
2,700.9 |
|
| S3 |
2,607.7 |
2,636.3 |
2,696.9 |
|
| S4 |
2,563.7 |
2,592.3 |
2,684.8 |
|
|
| 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 |
2,716.0 |
2,613.0 |
103.0 |
3.8% |
44.6 |
1.6% |
93% |
False |
False |
1,261,019 |
| 10 |
2,882.0 |
2,608.0 |
274.0 |
10.1% |
59.1 |
2.2% |
37% |
False |
False |
1,465,895 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.5% |
54.8 |
2.0% |
35% |
False |
False |
1,359,994 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.5% |
51.8 |
1.9% |
35% |
False |
False |
941,955 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.5% |
48.9 |
1.8% |
28% |
False |
False |
634,833 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.5% |
44.8 |
1.7% |
28% |
False |
False |
481,484 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.2% |
46.8 |
1.7% |
31% |
False |
False |
388,231 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.1% |
44.4 |
1.6% |
29% |
False |
False |
323,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.0 |
|
2.618 |
2,826.2 |
|
1.618 |
2,782.2 |
|
1.000 |
2,755.0 |
|
0.618 |
2,738.2 |
|
HIGH |
2,711.0 |
|
0.618 |
2,694.2 |
|
0.500 |
2,689.0 |
|
0.382 |
2,683.8 |
|
LOW |
2,667.0 |
|
0.618 |
2,639.8 |
|
1.000 |
2,623.0 |
|
1.618 |
2,595.8 |
|
2.618 |
2,551.8 |
|
4.250 |
2,480.0 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,702.3 |
2,693.3 |
| PP |
2,695.7 |
2,677.7 |
| S1 |
2,689.0 |
2,662.0 |
|