| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,344.50 |
2,345.75 |
1.25 |
0.1% |
2,355.00 |
| High |
2,375.00 |
2,368.25 |
-6.75 |
-0.3% |
2,421.75 |
| Low |
2,337.75 |
2,314.50 |
-23.25 |
-1.0% |
2,351.50 |
| Close |
2,344.50 |
2,334.00 |
-10.50 |
-0.4% |
2,408.50 |
| Range |
37.25 |
53.75 |
16.50 |
44.3% |
70.25 |
| ATR |
38.17 |
39.28 |
1.11 |
2.9% |
0.00 |
| Volume |
267,288 |
344,083 |
76,795 |
28.7% |
994,744 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.25 |
2,470.75 |
2,363.50 |
|
| R3 |
2,446.50 |
2,417.00 |
2,348.75 |
|
| R2 |
2,392.75 |
2,392.75 |
2,343.75 |
|
| R1 |
2,363.25 |
2,363.25 |
2,339.00 |
2,351.00 |
| PP |
2,339.00 |
2,339.00 |
2,339.00 |
2,332.75 |
| S1 |
2,309.50 |
2,309.50 |
2,329.00 |
2,297.50 |
| S2 |
2,285.25 |
2,285.25 |
2,324.25 |
|
| S3 |
2,231.50 |
2,255.75 |
2,319.25 |
|
| S4 |
2,177.75 |
2,202.00 |
2,304.50 |
|
|
| 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 |
2,314.50 |
107.25 |
4.6% |
45.25 |
1.9% |
18% |
False |
True |
295,968 |
| 10 |
2,421.75 |
2,287.50 |
134.25 |
5.8% |
39.00 |
1.7% |
35% |
False |
False |
263,163 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
40.75 |
1.7% |
65% |
False |
False |
274,875 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
36.25 |
1.6% |
65% |
False |
False |
171,183 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.7% |
34.25 |
1.5% |
64% |
False |
False |
114,191 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.7% |
32.75 |
1.4% |
64% |
False |
False |
85,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,596.75 |
|
2.618 |
2,509.00 |
|
1.618 |
2,455.25 |
|
1.000 |
2,422.00 |
|
0.618 |
2,401.50 |
|
HIGH |
2,368.25 |
|
0.618 |
2,347.75 |
|
0.500 |
2,341.50 |
|
0.382 |
2,335.00 |
|
LOW |
2,314.50 |
|
0.618 |
2,281.25 |
|
1.000 |
2,260.75 |
|
1.618 |
2,227.50 |
|
2.618 |
2,173.75 |
|
4.250 |
2,086.00 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.50 |
2,344.75 |
| PP |
2,339.00 |
2,341.25 |
| S1 |
2,336.50 |
2,337.50 |
|