| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,376.00 |
2,415.25 |
39.25 |
1.7% |
2,355.00 |
| High |
2,416.00 |
2,421.75 |
5.75 |
0.2% |
2,421.75 |
| Low |
2,375.75 |
2,375.75 |
0.00 |
0.0% |
2,351.50 |
| Close |
2,415.50 |
2,408.50 |
-7.00 |
-0.3% |
2,408.50 |
| Range |
40.25 |
46.00 |
5.75 |
14.3% |
70.25 |
| ATR |
36.22 |
36.92 |
0.70 |
1.9% |
0.00 |
| Volume |
214,745 |
283,491 |
68,746 |
32.0% |
994,744 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.00 |
2,520.25 |
2,433.75 |
|
| R3 |
2,494.00 |
2,474.25 |
2,421.25 |
|
| R2 |
2,448.00 |
2,448.00 |
2,417.00 |
|
| R1 |
2,428.25 |
2,428.25 |
2,412.75 |
2,415.00 |
| PP |
2,402.00 |
2,402.00 |
2,402.00 |
2,395.50 |
| S1 |
2,382.25 |
2,382.25 |
2,404.25 |
2,369.00 |
| S2 |
2,356.00 |
2,356.00 |
2,400.00 |
|
| S3 |
2,310.00 |
2,336.25 |
2,395.75 |
|
| S4 |
2,264.00 |
2,290.25 |
2,383.25 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.75 |
2,576.75 |
2,447.25 |
|
| R3 |
2,534.50 |
2,506.50 |
2,427.75 |
|
| R2 |
2,464.25 |
2,464.25 |
2,421.50 |
|
| R1 |
2,436.25 |
2,436.25 |
2,415.00 |
2,450.25 |
| PP |
2,394.00 |
2,394.00 |
2,394.00 |
2,401.00 |
| S1 |
2,366.00 |
2,366.00 |
2,402.00 |
2,380.00 |
| S2 |
2,323.75 |
2,323.75 |
2,395.50 |
|
| S3 |
2,253.50 |
2,295.75 |
2,389.25 |
|
| S4 |
2,183.25 |
2,225.50 |
2,369.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,421.75 |
2,316.75 |
105.00 |
4.4% |
34.50 |
1.4% |
87% |
True |
False |
246,670 |
| 10 |
2,421.75 |
2,191.50 |
230.25 |
9.6% |
39.75 |
1.7% |
94% |
True |
False |
243,743 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.3% |
38.50 |
1.6% |
95% |
True |
False |
275,835 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.3% |
35.50 |
1.5% |
95% |
True |
False |
141,298 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.3% |
33.25 |
1.4% |
94% |
False |
False |
94,278 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.3% |
33.00 |
1.4% |
94% |
False |
False |
70,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,617.25 |
|
2.618 |
2,542.25 |
|
1.618 |
2,496.25 |
|
1.000 |
2,467.75 |
|
0.618 |
2,450.25 |
|
HIGH |
2,421.75 |
|
0.618 |
2,404.25 |
|
0.500 |
2,398.75 |
|
0.382 |
2,393.25 |
|
LOW |
2,375.75 |
|
0.618 |
2,347.25 |
|
1.000 |
2,329.75 |
|
1.618 |
2,301.25 |
|
2.618 |
2,255.25 |
|
4.250 |
2,180.25 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.25 |
2,402.50 |
| PP |
2,402.00 |
2,396.25 |
| S1 |
2,398.75 |
2,390.00 |
|