| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,345.75 |
2,338.00 |
-7.75 |
-0.3% |
2,404.25 |
| High |
2,368.25 |
2,358.75 |
-9.50 |
-0.4% |
2,404.25 |
| Low |
2,314.50 |
2,331.50 |
17.00 |
0.7% |
2,314.50 |
| Close |
2,334.00 |
2,355.50 |
21.50 |
0.9% |
2,355.50 |
| Range |
53.75 |
27.25 |
-26.50 |
-49.3% |
89.75 |
| ATR |
39.28 |
38.42 |
-0.86 |
-2.2% |
0.00 |
| Volume |
344,083 |
254,820 |
-89,263 |
-25.9% |
1,451,169 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.25 |
2,420.25 |
2,370.50 |
|
| R3 |
2,403.00 |
2,393.00 |
2,363.00 |
|
| R2 |
2,375.75 |
2,375.75 |
2,360.50 |
|
| R1 |
2,365.75 |
2,365.75 |
2,358.00 |
2,370.75 |
| PP |
2,348.50 |
2,348.50 |
2,348.50 |
2,351.00 |
| S1 |
2,338.50 |
2,338.50 |
2,353.00 |
2,343.50 |
| S2 |
2,321.25 |
2,321.25 |
2,350.50 |
|
| S3 |
2,294.00 |
2,311.25 |
2,348.00 |
|
| S4 |
2,266.75 |
2,284.00 |
2,340.50 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.25 |
2,581.25 |
2,404.75 |
|
| R3 |
2,537.50 |
2,491.50 |
2,380.25 |
|
| R2 |
2,447.75 |
2,447.75 |
2,372.00 |
|
| R1 |
2,401.75 |
2,401.75 |
2,363.75 |
2,380.00 |
| PP |
2,358.00 |
2,358.00 |
2,358.00 |
2,347.25 |
| S1 |
2,312.00 |
2,312.00 |
2,347.25 |
2,290.00 |
| S2 |
2,268.25 |
2,268.25 |
2,339.00 |
|
| S3 |
2,178.50 |
2,222.25 |
2,330.75 |
|
| S4 |
2,088.75 |
2,132.50 |
2,306.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,404.25 |
2,314.50 |
89.75 |
3.8% |
41.50 |
1.8% |
46% |
False |
False |
290,233 |
| 10 |
2,421.75 |
2,314.50 |
107.25 |
4.6% |
38.00 |
1.6% |
38% |
False |
False |
268,452 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.5% |
40.25 |
1.7% |
73% |
False |
False |
269,576 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.5% |
36.25 |
1.5% |
73% |
False |
False |
177,547 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
34.00 |
1.4% |
73% |
False |
False |
118,432 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
33.00 |
1.4% |
73% |
False |
False |
88,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.50 |
|
2.618 |
2,430.00 |
|
1.618 |
2,402.75 |
|
1.000 |
2,386.00 |
|
0.618 |
2,375.50 |
|
HIGH |
2,358.75 |
|
0.618 |
2,348.25 |
|
0.500 |
2,345.00 |
|
0.382 |
2,342.00 |
|
LOW |
2,331.50 |
|
0.618 |
2,314.75 |
|
1.000 |
2,304.25 |
|
1.618 |
2,287.50 |
|
2.618 |
2,260.25 |
|
4.250 |
2,215.75 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,352.00 |
2,352.00 |
| PP |
2,348.50 |
2,348.25 |
| S1 |
2,345.00 |
2,344.75 |
|