| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,745.0 |
2,735.0 |
-10.0 |
-0.4% |
2,662.0 |
| High |
2,763.0 |
2,737.0 |
-26.0 |
-0.9% |
2,799.0 |
| Low |
2,723.0 |
2,662.0 |
-61.0 |
-2.2% |
2,613.0 |
| Close |
2,733.0 |
2,695.0 |
-38.0 |
-1.4% |
2,773.0 |
| Range |
40.0 |
75.0 |
35.0 |
87.5% |
186.0 |
| ATR |
56.6 |
57.9 |
1.3 |
2.3% |
0.0 |
| Volume |
1,005,283 |
1,217,821 |
212,538 |
21.1% |
6,952,801 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.0 |
2,884.0 |
2,736.3 |
|
| R3 |
2,848.0 |
2,809.0 |
2,715.6 |
|
| R2 |
2,773.0 |
2,773.0 |
2,708.8 |
|
| R1 |
2,734.0 |
2,734.0 |
2,701.9 |
2,716.0 |
| PP |
2,698.0 |
2,698.0 |
2,698.0 |
2,689.0 |
| S1 |
2,659.0 |
2,659.0 |
2,688.1 |
2,641.0 |
| S2 |
2,623.0 |
2,623.0 |
2,681.3 |
|
| S3 |
2,548.0 |
2,584.0 |
2,674.4 |
|
| S4 |
2,473.0 |
2,509.0 |
2,653.8 |
|
|
| 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 |
2,662.0 |
137.0 |
5.1% |
59.0 |
2.2% |
24% |
False |
True |
1,251,838 |
| 10 |
2,799.0 |
2,613.0 |
186.0 |
6.9% |
51.8 |
1.9% |
44% |
False |
False |
1,256,429 |
| 20 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
56.5 |
2.1% |
31% |
False |
False |
1,351,426 |
| 40 |
2,893.0 |
2,608.0 |
285.0 |
10.6% |
54.1 |
2.0% |
31% |
False |
False |
1,097,641 |
| 60 |
2,958.0 |
2,608.0 |
350.0 |
13.0% |
51.0 |
1.9% |
25% |
False |
False |
738,941 |
| 80 |
2,975.0 |
2,608.0 |
367.0 |
13.6% |
46.8 |
1.7% |
24% |
False |
False |
559,715 |
| 100 |
2,975.0 |
2,591.0 |
384.0 |
14.2% |
47.4 |
1.8% |
27% |
False |
False |
450,637 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.1% |
45.0 |
1.7% |
25% |
False |
False |
375,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.8 |
|
2.618 |
2,933.4 |
|
1.618 |
2,858.4 |
|
1.000 |
2,812.0 |
|
0.618 |
2,783.4 |
|
HIGH |
2,737.0 |
|
0.618 |
2,708.4 |
|
0.500 |
2,699.5 |
|
0.382 |
2,690.7 |
|
LOW |
2,662.0 |
|
0.618 |
2,615.7 |
|
1.000 |
2,587.0 |
|
1.618 |
2,540.7 |
|
2.618 |
2,465.7 |
|
4.250 |
2,343.3 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.5 |
2,714.5 |
| PP |
2,698.0 |
2,708.0 |
| S1 |
2,696.5 |
2,701.5 |
|