| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,748.0 |
2,745.0 |
-3.0 |
-0.1% |
2,662.0 |
| High |
2,767.0 |
2,763.0 |
-4.0 |
-0.1% |
2,799.0 |
| Low |
2,737.0 |
2,723.0 |
-14.0 |
-0.5% |
2,613.0 |
| Close |
2,748.0 |
2,733.0 |
-15.0 |
-0.5% |
2,773.0 |
| Range |
30.0 |
40.0 |
10.0 |
33.3% |
186.0 |
| ATR |
57.9 |
56.6 |
-1.3 |
-2.2% |
0.0 |
| Volume |
913,852 |
1,005,283 |
91,431 |
10.0% |
6,952,801 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.7 |
2,836.3 |
2,755.0 |
|
| R3 |
2,819.7 |
2,796.3 |
2,744.0 |
|
| R2 |
2,779.7 |
2,779.7 |
2,740.3 |
|
| R1 |
2,756.3 |
2,756.3 |
2,736.7 |
2,748.0 |
| PP |
2,739.7 |
2,739.7 |
2,739.7 |
2,735.5 |
| S1 |
2,716.3 |
2,716.3 |
2,729.3 |
2,708.0 |
| S2 |
2,699.7 |
2,699.7 |
2,725.7 |
|
| S3 |
2,659.7 |
2,676.3 |
2,722.0 |
|
| S4 |
2,619.7 |
2,636.3 |
2,711.0 |
|
|
| 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 |
2,667.0 |
132.0 |
4.8% |
52.8 |
1.9% |
50% |
False |
False |
1,262,582 |
| 10 |
2,799.0 |
2,613.0 |
186.0 |
6.8% |
49.7 |
1.8% |
65% |
False |
False |
1,288,381 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.4% |
55.4 |
2.0% |
44% |
False |
False |
1,353,843 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.4% |
53.4 |
2.0% |
44% |
False |
False |
1,067,509 |
| 60 |
2,975.0 |
2,608.0 |
367.0 |
13.4% |
50.3 |
1.8% |
34% |
False |
False |
718,740 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.4% |
46.2 |
1.7% |
34% |
False |
False |
544,494 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.1% |
47.1 |
1.7% |
37% |
False |
False |
438,599 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
44.7 |
1.6% |
35% |
False |
False |
365,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,933.0 |
|
2.618 |
2,867.7 |
|
1.618 |
2,827.7 |
|
1.000 |
2,803.0 |
|
0.618 |
2,787.7 |
|
HIGH |
2,763.0 |
|
0.618 |
2,747.7 |
|
0.500 |
2,743.0 |
|
0.382 |
2,738.3 |
|
LOW |
2,723.0 |
|
0.618 |
2,698.3 |
|
1.000 |
2,683.0 |
|
1.618 |
2,658.3 |
|
2.618 |
2,618.3 |
|
4.250 |
2,553.0 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.0 |
2,761.0 |
| PP |
2,739.7 |
2,751.7 |
| S1 |
2,736.3 |
2,742.3 |
|