| 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 |
7,090.5 |
7,260.0 |
169.5 |
2.4% |
7,288.0 |
| High |
7,206.5 |
7,299.0 |
92.5 |
1.3% |
7,399.0 |
| Low |
7,078.5 |
6,860.0 |
-218.5 |
-3.1% |
7,078.5 |
| Close |
7,145.0 |
6,975.5 |
-169.5 |
-2.4% |
7,145.0 |
| Range |
128.0 |
439.0 |
311.0 |
243.0% |
320.5 |
| ATR |
126.9 |
149.2 |
22.3 |
17.6% |
0.0 |
| Volume |
145,910 |
215,239 |
69,329 |
47.5% |
685,405 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,361.8 |
8,107.7 |
7,217.0 |
|
| R3 |
7,922.8 |
7,668.7 |
7,096.2 |
|
| R2 |
7,483.8 |
7,483.8 |
7,056.0 |
|
| R1 |
7,229.7 |
7,229.7 |
7,015.7 |
7,137.3 |
| PP |
7,044.8 |
7,044.8 |
7,044.8 |
6,998.6 |
| S1 |
6,790.7 |
6,790.7 |
6,935.3 |
6,698.3 |
| S2 |
6,605.8 |
6,605.8 |
6,895.0 |
|
| S3 |
6,166.8 |
6,351.7 |
6,854.8 |
|
| S4 |
5,727.8 |
5,912.7 |
6,734.1 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,169.0 |
7,977.5 |
7,321.3 |
|
| R3 |
7,848.5 |
7,657.0 |
7,233.1 |
|
| R2 |
7,528.0 |
7,528.0 |
7,203.8 |
|
| R1 |
7,336.5 |
7,336.5 |
7,174.4 |
7,272.0 |
| PP |
7,207.5 |
7,207.5 |
7,207.5 |
7,175.3 |
| S1 |
7,016.0 |
7,016.0 |
7,115.6 |
6,951.5 |
| S2 |
6,887.0 |
6,887.0 |
7,086.2 |
|
| S3 |
6,566.5 |
6,695.5 |
7,056.9 |
|
| S4 |
6,246.0 |
6,375.0 |
6,968.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,399.0 |
6,860.0 |
539.0 |
7.7% |
180.6 |
2.6% |
21% |
False |
True |
157,160 |
| 10 |
7,399.0 |
6,860.0 |
539.0 |
7.7% |
149.8 |
2.1% |
21% |
False |
True |
148,435 |
| 20 |
7,547.0 |
6,860.0 |
687.0 |
9.8% |
136.4 |
2.0% |
17% |
False |
True |
147,022 |
| 40 |
7,547.0 |
6,860.0 |
687.0 |
9.8% |
125.7 |
1.8% |
17% |
False |
True |
114,565 |
| 60 |
7,604.0 |
6,860.0 |
744.0 |
10.7% |
122.2 |
1.8% |
16% |
False |
True |
76,801 |
| 80 |
7,650.0 |
6,860.0 |
790.0 |
11.3% |
113.9 |
1.6% |
15% |
False |
True |
57,684 |
| 100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.7% |
111.3 |
1.6% |
42% |
False |
False |
46,738 |
| 120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.7% |
106.2 |
1.5% |
42% |
False |
False |
38,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,164.8 |
|
2.618 |
8,448.3 |
|
1.618 |
8,009.3 |
|
1.000 |
7,738.0 |
|
0.618 |
7,570.3 |
|
HIGH |
7,299.0 |
|
0.618 |
7,131.3 |
|
0.500 |
7,079.5 |
|
0.382 |
7,027.7 |
|
LOW |
6,860.0 |
|
0.618 |
6,588.7 |
|
1.000 |
6,421.0 |
|
1.618 |
6,149.7 |
|
2.618 |
5,710.7 |
|
4.250 |
4,994.3 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,079.5 |
7,079.5 |
| PP |
7,044.8 |
7,044.8 |
| S1 |
7,010.2 |
7,010.2 |
|