| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,644.0 |
2,700.0 |
56.0 |
2.1% |
2,748.0 |
| High |
2,686.0 |
2,712.0 |
26.0 |
1.0% |
2,767.0 |
| Low |
2,631.0 |
2,572.0 |
-59.0 |
-2.2% |
2,631.0 |
| Close |
2,650.0 |
2,600.0 |
-50.0 |
-1.9% |
2,650.0 |
| Range |
55.0 |
140.0 |
85.0 |
154.5% |
136.0 |
| ATR |
57.2 |
63.1 |
5.9 |
10.3% |
0.0 |
| Volume |
1,425,342 |
1,968,619 |
543,277 |
38.1% |
5,857,266 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.0 |
2,964.0 |
2,677.0 |
|
| R3 |
2,908.0 |
2,824.0 |
2,638.5 |
|
| R2 |
2,768.0 |
2,768.0 |
2,625.7 |
|
| R1 |
2,684.0 |
2,684.0 |
2,612.8 |
2,656.0 |
| PP |
2,628.0 |
2,628.0 |
2,628.0 |
2,614.0 |
| S1 |
2,544.0 |
2,544.0 |
2,587.2 |
2,516.0 |
| S2 |
2,488.0 |
2,488.0 |
2,574.3 |
|
| S3 |
2,348.0 |
2,404.0 |
2,561.5 |
|
| S4 |
2,208.0 |
2,264.0 |
2,523.0 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,006.3 |
2,724.8 |
|
| R3 |
2,954.7 |
2,870.3 |
2,687.4 |
|
| R2 |
2,818.7 |
2,818.7 |
2,674.9 |
|
| R1 |
2,734.3 |
2,734.3 |
2,662.5 |
2,708.5 |
| PP |
2,682.7 |
2,682.7 |
2,682.7 |
2,669.8 |
| S1 |
2,598.3 |
2,598.3 |
2,637.5 |
2,572.5 |
| S2 |
2,546.7 |
2,546.7 |
2,625.1 |
|
| S3 |
2,410.7 |
2,462.3 |
2,612.6 |
|
| S4 |
2,274.7 |
2,326.3 |
2,575.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,763.0 |
2,572.0 |
191.0 |
7.3% |
72.0 |
2.8% |
15% |
False |
True |
1,382,406 |
| 10 |
2,799.0 |
2,572.0 |
227.0 |
8.7% |
63.2 |
2.4% |
12% |
False |
True |
1,351,033 |
| 20 |
2,882.0 |
2,572.0 |
310.0 |
11.9% |
60.3 |
2.3% |
9% |
False |
True |
1,383,320 |
| 40 |
2,893.0 |
2,572.0 |
321.0 |
12.3% |
56.1 |
2.2% |
9% |
False |
True |
1,214,230 |
| 60 |
2,933.0 |
2,572.0 |
361.0 |
13.9% |
52.8 |
2.0% |
8% |
False |
True |
812,094 |
| 80 |
2,975.0 |
2,572.0 |
403.0 |
15.5% |
48.8 |
1.9% |
7% |
False |
True |
618,316 |
| 100 |
2,975.0 |
2,572.0 |
403.0 |
15.5% |
48.2 |
1.9% |
7% |
False |
True |
497,444 |
| 120 |
2,999.0 |
2,572.0 |
427.0 |
16.4% |
46.6 |
1.8% |
7% |
False |
True |
414,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,307.0 |
|
2.618 |
3,078.5 |
|
1.618 |
2,938.5 |
|
1.000 |
2,852.0 |
|
0.618 |
2,798.5 |
|
HIGH |
2,712.0 |
|
0.618 |
2,658.5 |
|
0.500 |
2,642.0 |
|
0.382 |
2,625.5 |
|
LOW |
2,572.0 |
|
0.618 |
2,485.5 |
|
1.000 |
2,432.0 |
|
1.618 |
2,345.5 |
|
2.618 |
2,205.5 |
|
4.250 |
1,977.0 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.0 |
2,642.0 |
| PP |
2,628.0 |
2,628.0 |
| S1 |
2,614.0 |
2,614.0 |
|