| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
4,447.0 |
4,438.0 |
-9.0 |
-0.2% |
4,588.0 |
| High |
4,454.0 |
4,457.0 |
3.0 |
0.1% |
4,593.0 |
| Low |
4,423.0 |
4,419.0 |
-4.0 |
-0.1% |
4,429.0 |
| Close |
4,447.0 |
4,440.0 |
-7.0 |
-0.2% |
4,441.0 |
| Range |
31.0 |
38.0 |
7.0 |
22.6% |
164.0 |
| ATR |
54.1 |
53.0 |
-1.2 |
-2.1% |
0.0 |
| Volume |
24,568 |
30,257 |
5,689 |
23.2% |
157,449 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,552.7 |
4,534.3 |
4,460.9 |
|
| R3 |
4,514.7 |
4,496.3 |
4,450.5 |
|
| R2 |
4,476.7 |
4,476.7 |
4,447.0 |
|
| R1 |
4,458.3 |
4,458.3 |
4,443.5 |
4,467.5 |
| PP |
4,438.7 |
4,438.7 |
4,438.7 |
4,443.3 |
| S1 |
4,420.3 |
4,420.3 |
4,436.5 |
4,429.5 |
| S2 |
4,400.7 |
4,400.7 |
4,433.0 |
|
| S3 |
4,362.7 |
4,382.3 |
4,429.6 |
|
| S4 |
4,324.7 |
4,344.3 |
4,419.1 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,979.7 |
4,874.3 |
4,531.2 |
|
| R3 |
4,815.7 |
4,710.3 |
4,486.1 |
|
| R2 |
4,651.7 |
4,651.7 |
4,471.1 |
|
| R1 |
4,546.3 |
4,546.3 |
4,456.0 |
4,517.0 |
| PP |
4,487.7 |
4,487.7 |
4,487.7 |
4,473.0 |
| S1 |
4,382.3 |
4,382.3 |
4,426.0 |
4,353.0 |
| S2 |
4,323.7 |
4,323.7 |
4,410.9 |
|
| S3 |
4,159.7 |
4,218.3 |
4,395.9 |
|
| S4 |
3,995.7 |
4,054.3 |
4,350.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,507.0 |
4,419.0 |
88.0 |
2.0% |
38.8 |
0.9% |
24% |
False |
True |
29,767 |
| 10 |
4,642.0 |
4,419.0 |
223.0 |
5.0% |
41.4 |
0.9% |
9% |
False |
True |
28,929 |
| 20 |
4,642.0 |
4,419.0 |
223.0 |
5.0% |
43.3 |
1.0% |
9% |
False |
True |
28,833 |
| 40 |
4,725.0 |
4,419.0 |
306.0 |
6.9% |
44.7 |
1.0% |
7% |
False |
True |
22,646 |
| 60 |
4,920.0 |
4,419.0 |
501.0 |
11.3% |
38.3 |
0.9% |
4% |
False |
True |
15,117 |
| 80 |
4,970.0 |
4,419.0 |
551.0 |
12.4% |
31.7 |
0.7% |
4% |
False |
True |
11,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,618.5 |
|
2.618 |
4,556.5 |
|
1.618 |
4,518.5 |
|
1.000 |
4,495.0 |
|
0.618 |
4,480.5 |
|
HIGH |
4,457.0 |
|
0.618 |
4,442.5 |
|
0.500 |
4,438.0 |
|
0.382 |
4,433.5 |
|
LOW |
4,419.0 |
|
0.618 |
4,395.5 |
|
1.000 |
4,381.0 |
|
1.618 |
4,357.5 |
|
2.618 |
4,319.5 |
|
4.250 |
4,257.5 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,439.3 |
4,440.0 |
| PP |
4,438.7 |
4,440.0 |
| S1 |
4,438.0 |
4,440.0 |
|