| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,700.0 |
2,593.0 |
-107.0 |
-4.0% |
2,748.0 |
| High |
2,712.0 |
2,599.0 |
-113.0 |
-4.2% |
2,767.0 |
| Low |
2,572.0 |
2,511.0 |
-61.0 |
-2.4% |
2,631.0 |
| Close |
2,600.0 |
2,511.0 |
-89.0 |
-3.4% |
2,650.0 |
| Range |
140.0 |
88.0 |
-52.0 |
-37.1% |
136.0 |
| ATR |
63.1 |
65.0 |
1.8 |
2.9% |
0.0 |
| Volume |
1,968,619 |
2,074,466 |
105,847 |
5.4% |
5,857,266 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,804.3 |
2,745.7 |
2,559.4 |
|
| R3 |
2,716.3 |
2,657.7 |
2,535.2 |
|
| R2 |
2,628.3 |
2,628.3 |
2,527.1 |
|
| R1 |
2,569.7 |
2,569.7 |
2,519.1 |
2,555.0 |
| PP |
2,540.3 |
2,540.3 |
2,540.3 |
2,533.0 |
| S1 |
2,481.7 |
2,481.7 |
2,502.9 |
2,467.0 |
| S2 |
2,452.3 |
2,452.3 |
2,494.9 |
|
| S3 |
2,364.3 |
2,393.7 |
2,486.8 |
|
| S4 |
2,276.3 |
2,305.7 |
2,462.6 |
|
|
| 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 |
2,737.0 |
2,511.0 |
226.0 |
9.0% |
81.6 |
3.2% |
0% |
False |
True |
1,596,243 |
| 10 |
2,799.0 |
2,511.0 |
288.0 |
11.5% |
67.2 |
2.7% |
0% |
False |
True |
1,429,412 |
| 20 |
2,882.0 |
2,511.0 |
371.0 |
14.8% |
63.5 |
2.5% |
0% |
False |
True |
1,445,109 |
| 40 |
2,893.0 |
2,511.0 |
382.0 |
15.2% |
57.3 |
2.3% |
0% |
False |
True |
1,266,069 |
| 60 |
2,933.0 |
2,511.0 |
422.0 |
16.8% |
53.4 |
2.1% |
0% |
False |
True |
846,662 |
| 80 |
2,975.0 |
2,511.0 |
464.0 |
18.5% |
49.3 |
2.0% |
0% |
False |
True |
644,245 |
| 100 |
2,975.0 |
2,511.0 |
464.0 |
18.5% |
48.7 |
1.9% |
0% |
False |
True |
518,166 |
| 120 |
2,999.0 |
2,511.0 |
488.0 |
19.4% |
47.1 |
1.9% |
0% |
False |
True |
432,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.0 |
|
2.618 |
2,829.4 |
|
1.618 |
2,741.4 |
|
1.000 |
2,687.0 |
|
0.618 |
2,653.4 |
|
HIGH |
2,599.0 |
|
0.618 |
2,565.4 |
|
0.500 |
2,555.0 |
|
0.382 |
2,544.6 |
|
LOW |
2,511.0 |
|
0.618 |
2,456.6 |
|
1.000 |
2,423.0 |
|
1.618 |
2,368.6 |
|
2.618 |
2,280.6 |
|
4.250 |
2,137.0 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,555.0 |
2,611.5 |
| PP |
2,540.3 |
2,578.0 |
| S1 |
2,525.7 |
2,544.5 |
|