| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,404.25 |
2,365.75 |
-38.50 |
-1.6% |
2,355.00 |
| High |
2,404.25 |
2,366.50 |
-37.75 |
-1.6% |
2,421.75 |
| Low |
2,351.25 |
2,330.50 |
-20.75 |
-0.9% |
2,351.50 |
| Close |
2,367.00 |
2,344.50 |
-22.50 |
-1.0% |
2,408.50 |
| Range |
53.00 |
36.00 |
-17.00 |
-32.1% |
70.25 |
| ATR |
38.37 |
38.24 |
-0.13 |
-0.3% |
0.00 |
| Volume |
280,079 |
304,899 |
24,820 |
8.9% |
994,744 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,455.25 |
2,435.75 |
2,364.25 |
|
| R3 |
2,419.25 |
2,399.75 |
2,354.50 |
|
| R2 |
2,383.25 |
2,383.25 |
2,351.00 |
|
| R1 |
2,363.75 |
2,363.75 |
2,347.75 |
2,355.50 |
| PP |
2,347.25 |
2,347.25 |
2,347.25 |
2,343.00 |
| S1 |
2,327.75 |
2,327.75 |
2,341.25 |
2,319.50 |
| S2 |
2,311.25 |
2,311.25 |
2,338.00 |
|
| S3 |
2,275.25 |
2,291.75 |
2,334.50 |
|
| S4 |
2,239.25 |
2,255.75 |
2,324.75 |
|
|
| 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 |
2,330.50 |
91.25 |
3.9% |
39.50 |
1.7% |
15% |
False |
True |
268,222 |
| 10 |
2,421.75 |
2,241.50 |
180.25 |
7.7% |
36.75 |
1.6% |
57% |
False |
False |
251,006 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
40.25 |
1.7% |
69% |
False |
False |
280,940 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
35.75 |
1.5% |
69% |
False |
False |
155,914 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
34.00 |
1.4% |
68% |
False |
False |
104,007 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
32.75 |
1.4% |
68% |
False |
False |
78,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.50 |
|
2.618 |
2,460.75 |
|
1.618 |
2,424.75 |
|
1.000 |
2,402.50 |
|
0.618 |
2,388.75 |
|
HIGH |
2,366.50 |
|
0.618 |
2,352.75 |
|
0.500 |
2,348.50 |
|
0.382 |
2,344.25 |
|
LOW |
2,330.50 |
|
0.618 |
2,308.25 |
|
1.000 |
2,294.50 |
|
1.618 |
2,272.25 |
|
2.618 |
2,236.25 |
|
4.250 |
2,177.50 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.50 |
2,376.00 |
| PP |
2,347.25 |
2,365.50 |
| S1 |
2,345.75 |
2,355.00 |
|