| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,716.0 |
2,790.0 |
74.0 |
2.7% |
2,662.0 |
| High |
2,783.0 |
2,799.0 |
16.0 |
0.6% |
2,799.0 |
| Low |
2,676.0 |
2,756.0 |
80.0 |
3.0% |
2,613.0 |
| Close |
2,778.0 |
2,773.0 |
-5.0 |
-0.2% |
2,773.0 |
| Range |
107.0 |
43.0 |
-64.0 |
-59.8% |
186.0 |
| ATR |
60.9 |
59.6 |
-1.3 |
-2.1% |
0.0 |
| Volume |
2,007,671 |
1,114,567 |
-893,104 |
-44.5% |
6,952,801 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.0 |
2,882.0 |
2,796.7 |
|
| R3 |
2,862.0 |
2,839.0 |
2,784.8 |
|
| R2 |
2,819.0 |
2,819.0 |
2,780.9 |
|
| R1 |
2,796.0 |
2,796.0 |
2,776.9 |
2,786.0 |
| PP |
2,776.0 |
2,776.0 |
2,776.0 |
2,771.0 |
| S1 |
2,753.0 |
2,753.0 |
2,769.1 |
2,743.0 |
| S2 |
2,733.0 |
2,733.0 |
2,765.1 |
|
| S3 |
2,690.0 |
2,710.0 |
2,761.2 |
|
| S4 |
2,647.0 |
2,667.0 |
2,749.4 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,286.3 |
3,215.7 |
2,875.3 |
|
| R3 |
3,100.3 |
3,029.7 |
2,824.2 |
|
| R2 |
2,914.3 |
2,914.3 |
2,807.1 |
|
| R1 |
2,843.7 |
2,843.7 |
2,790.1 |
2,879.0 |
| PP |
2,728.3 |
2,728.3 |
2,728.3 |
2,746.0 |
| S1 |
2,657.7 |
2,657.7 |
2,756.0 |
2,693.0 |
| S2 |
2,542.3 |
2,542.3 |
2,738.9 |
|
| S3 |
2,356.3 |
2,471.7 |
2,721.9 |
|
| S4 |
2,170.3 |
2,285.7 |
2,670.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.0 |
2,613.0 |
186.0 |
6.7% |
59.0 |
2.1% |
86% |
True |
False |
1,390,560 |
| 10 |
2,799.0 |
2,608.0 |
191.0 |
6.9% |
60.9 |
2.2% |
86% |
True |
False |
1,516,155 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.3% |
57.9 |
2.1% |
58% |
False |
False |
1,390,480 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.3% |
53.4 |
1.9% |
58% |
False |
False |
1,019,667 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.2% |
49.9 |
1.8% |
45% |
False |
False |
686,781 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.2% |
46.1 |
1.7% |
45% |
False |
False |
520,508 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
47.4 |
1.7% |
47% |
False |
False |
419,446 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
44.7 |
1.6% |
45% |
False |
False |
349,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.8 |
|
2.618 |
2,911.6 |
|
1.618 |
2,868.6 |
|
1.000 |
2,842.0 |
|
0.618 |
2,825.6 |
|
HIGH |
2,799.0 |
|
0.618 |
2,782.6 |
|
0.500 |
2,777.5 |
|
0.382 |
2,772.4 |
|
LOW |
2,756.0 |
|
0.618 |
2,729.4 |
|
1.000 |
2,713.0 |
|
1.618 |
2,686.4 |
|
2.618 |
2,643.4 |
|
4.250 |
2,573.3 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.5 |
2,759.7 |
| PP |
2,776.0 |
2,746.3 |
| S1 |
2,774.5 |
2,733.0 |
|