| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,415.25 |
2,404.25 |
-11.00 |
-0.5% |
2,355.00 |
| High |
2,421.75 |
2,404.25 |
-17.50 |
-0.7% |
2,421.75 |
| Low |
2,375.75 |
2,351.25 |
-24.50 |
-1.0% |
2,351.50 |
| Close |
2,408.50 |
2,367.00 |
-41.50 |
-1.7% |
2,408.50 |
| Range |
46.00 |
53.00 |
7.00 |
15.2% |
70.25 |
| ATR |
36.92 |
38.37 |
1.45 |
3.9% |
0.00 |
| Volume |
283,491 |
280,079 |
-3,412 |
-1.2% |
994,744 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.25 |
2,503.00 |
2,396.25 |
|
| R3 |
2,480.25 |
2,450.00 |
2,381.50 |
|
| R2 |
2,427.25 |
2,427.25 |
2,376.75 |
|
| R1 |
2,397.00 |
2,397.00 |
2,371.75 |
2,385.50 |
| PP |
2,374.25 |
2,374.25 |
2,374.25 |
2,368.50 |
| S1 |
2,344.00 |
2,344.00 |
2,362.25 |
2,332.50 |
| S2 |
2,321.25 |
2,321.25 |
2,357.25 |
|
| S3 |
2,268.25 |
2,291.00 |
2,352.50 |
|
| S4 |
2,215.25 |
2,238.00 |
2,337.75 |
|
|
| 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 |
2,351.25 |
70.50 |
3.0% |
36.50 |
1.5% |
22% |
False |
True |
254,964 |
| 10 |
2,421.75 |
2,191.50 |
230.25 |
9.7% |
40.00 |
1.7% |
76% |
False |
False |
249,203 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.5% |
39.50 |
1.7% |
78% |
False |
False |
278,497 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.5% |
36.00 |
1.5% |
78% |
False |
False |
148,294 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.5% |
33.75 |
1.4% |
78% |
False |
False |
98,929 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.5% |
33.00 |
1.4% |
78% |
False |
False |
74,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,629.50 |
|
2.618 |
2,543.00 |
|
1.618 |
2,490.00 |
|
1.000 |
2,457.25 |
|
0.618 |
2,437.00 |
|
HIGH |
2,404.25 |
|
0.618 |
2,384.00 |
|
0.500 |
2,377.75 |
|
0.382 |
2,371.50 |
|
LOW |
2,351.25 |
|
0.618 |
2,318.50 |
|
1.000 |
2,298.25 |
|
1.618 |
2,265.50 |
|
2.618 |
2,212.50 |
|
4.250 |
2,126.00 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.75 |
2,386.50 |
| PP |
2,374.25 |
2,380.00 |
| S1 |
2,370.50 |
2,373.50 |
|