| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,365.75 |
2,344.50 |
-21.25 |
-0.9% |
2,355.00 |
| High |
2,366.50 |
2,375.00 |
8.50 |
0.4% |
2,421.75 |
| Low |
2,330.50 |
2,337.75 |
7.25 |
0.3% |
2,351.50 |
| Close |
2,344.50 |
2,344.50 |
0.00 |
0.0% |
2,408.50 |
| Range |
36.00 |
37.25 |
1.25 |
3.5% |
70.25 |
| ATR |
38.24 |
38.17 |
-0.07 |
-0.2% |
0.00 |
| Volume |
304,899 |
267,288 |
-37,611 |
-12.3% |
994,744 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,464.25 |
2,441.50 |
2,365.00 |
|
| R3 |
2,427.00 |
2,404.25 |
2,354.75 |
|
| R2 |
2,389.75 |
2,389.75 |
2,351.25 |
|
| R1 |
2,367.00 |
2,367.00 |
2,348.00 |
2,363.00 |
| PP |
2,352.50 |
2,352.50 |
2,352.50 |
2,350.50 |
| S1 |
2,329.75 |
2,329.75 |
2,341.00 |
2,326.00 |
| S2 |
2,315.25 |
2,315.25 |
2,337.75 |
|
| S3 |
2,278.00 |
2,292.50 |
2,334.25 |
|
| S4 |
2,240.75 |
2,255.25 |
2,324.00 |
|
|
| 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% |
42.50 |
1.8% |
15% |
False |
False |
270,100 |
| 10 |
2,421.75 |
2,274.75 |
147.00 |
6.3% |
36.00 |
1.5% |
47% |
False |
False |
254,025 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
40.25 |
1.7% |
69% |
False |
False |
278,101 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
35.50 |
1.5% |
69% |
False |
False |
162,591 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
34.25 |
1.5% |
68% |
False |
False |
108,461 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
32.75 |
1.4% |
68% |
False |
False |
81,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.25 |
|
2.618 |
2,472.50 |
|
1.618 |
2,435.25 |
|
1.000 |
2,412.25 |
|
0.618 |
2,398.00 |
|
HIGH |
2,375.00 |
|
0.618 |
2,360.75 |
|
0.500 |
2,356.50 |
|
0.382 |
2,352.00 |
|
LOW |
2,337.75 |
|
0.618 |
2,314.75 |
|
1.000 |
2,300.50 |
|
1.618 |
2,277.50 |
|
2.618 |
2,240.25 |
|
4.250 |
2,179.50 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.50 |
2,367.50 |
| PP |
2,352.50 |
2,359.75 |
| S1 |
2,348.50 |
2,352.00 |
|