| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,520.0 |
10.0 |
0.4% |
2,748.0 |
| High |
2,553.0 |
2,544.0 |
-9.0 |
-0.4% |
2,767.0 |
| Low |
2,478.0 |
2,353.0 |
-125.0 |
-5.0% |
2,631.0 |
| Close |
2,520.0 |
2,359.0 |
-161.0 |
-6.4% |
2,650.0 |
| Range |
75.0 |
191.0 |
116.0 |
154.7% |
136.0 |
| ATR |
65.7 |
74.6 |
9.0 |
13.6% |
0.0 |
| Volume |
2,465,741 |
3,662,762 |
1,197,021 |
48.5% |
5,857,266 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.7 |
2,866.3 |
2,464.1 |
|
| R3 |
2,800.7 |
2,675.3 |
2,411.5 |
|
| R2 |
2,609.7 |
2,609.7 |
2,394.0 |
|
| R1 |
2,484.3 |
2,484.3 |
2,376.5 |
2,451.5 |
| PP |
2,418.7 |
2,418.7 |
2,418.7 |
2,402.3 |
| S1 |
2,293.3 |
2,293.3 |
2,341.5 |
2,260.5 |
| S2 |
2,227.7 |
2,227.7 |
2,324.0 |
|
| S3 |
2,036.7 |
2,102.3 |
2,306.5 |
|
| S4 |
1,845.7 |
1,911.3 |
2,254.0 |
|
|
| 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 |
2,712.0 |
2,353.0 |
359.0 |
15.2% |
109.8 |
4.7% |
2% |
False |
True |
2,319,386 |
| 10 |
2,799.0 |
2,353.0 |
446.0 |
18.9% |
78.7 |
3.3% |
1% |
False |
True |
1,714,342 |
| 20 |
2,866.0 |
2,353.0 |
513.0 |
21.7% |
71.7 |
3.0% |
1% |
False |
True |
1,632,789 |
| 40 |
2,893.0 |
2,353.0 |
540.0 |
22.9% |
62.2 |
2.6% |
1% |
False |
True |
1,418,725 |
| 60 |
2,933.0 |
2,353.0 |
580.0 |
24.6% |
56.1 |
2.4% |
1% |
False |
True |
948,791 |
| 80 |
2,975.0 |
2,353.0 |
622.0 |
26.4% |
52.0 |
2.2% |
1% |
False |
True |
720,827 |
| 100 |
2,975.0 |
2,353.0 |
622.0 |
26.4% |
50.7 |
2.2% |
1% |
False |
True |
579,291 |
| 120 |
2,999.0 |
2,353.0 |
646.0 |
27.4% |
48.7 |
2.1% |
1% |
False |
True |
483,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.8 |
|
2.618 |
3,044.0 |
|
1.618 |
2,853.0 |
|
1.000 |
2,735.0 |
|
0.618 |
2,662.0 |
|
HIGH |
2,544.0 |
|
0.618 |
2,471.0 |
|
0.500 |
2,448.5 |
|
0.382 |
2,426.0 |
|
LOW |
2,353.0 |
|
0.618 |
2,235.0 |
|
1.000 |
2,162.0 |
|
1.618 |
2,044.0 |
|
2.618 |
1,853.0 |
|
4.250 |
1,541.3 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,448.5 |
2,476.0 |
| PP |
2,418.7 |
2,437.0 |
| S1 |
2,388.8 |
2,398.0 |
|