| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.00 |
2,354.50 |
16.50 |
0.7% |
2,404.25 |
| High |
2,358.75 |
2,355.00 |
-3.75 |
-0.2% |
2,404.25 |
| Low |
2,331.50 |
2,318.75 |
-12.75 |
-0.5% |
2,314.50 |
| Close |
2,355.50 |
2,340.00 |
-15.50 |
-0.7% |
2,355.50 |
| Range |
27.25 |
36.25 |
9.00 |
33.0% |
89.75 |
| ATR |
38.42 |
38.30 |
-0.12 |
-0.3% |
0.00 |
| Volume |
254,820 |
214,025 |
-40,795 |
-16.0% |
1,451,169 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.75 |
2,429.50 |
2,360.00 |
|
| R3 |
2,410.50 |
2,393.25 |
2,350.00 |
|
| R2 |
2,374.25 |
2,374.25 |
2,346.75 |
|
| R1 |
2,357.00 |
2,357.00 |
2,343.25 |
2,347.50 |
| PP |
2,338.00 |
2,338.00 |
2,338.00 |
2,333.00 |
| S1 |
2,320.75 |
2,320.75 |
2,336.75 |
2,311.25 |
| S2 |
2,301.75 |
2,301.75 |
2,333.25 |
|
| S3 |
2,265.50 |
2,284.50 |
2,330.00 |
|
| S4 |
2,229.25 |
2,248.25 |
2,320.00 |
|
|
| 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 |
2,375.00 |
2,314.50 |
60.50 |
2.6% |
38.00 |
1.6% |
42% |
False |
False |
277,023 |
| 10 |
2,421.75 |
2,314.50 |
107.25 |
4.6% |
37.25 |
1.6% |
24% |
False |
False |
265,993 |
| 20 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
40.25 |
1.7% |
67% |
False |
False |
264,851 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.6% |
36.50 |
1.6% |
67% |
False |
False |
182,893 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
34.00 |
1.4% |
67% |
False |
False |
121,997 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
33.00 |
1.4% |
67% |
False |
False |
91,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.00 |
|
2.618 |
2,450.00 |
|
1.618 |
2,413.75 |
|
1.000 |
2,391.25 |
|
0.618 |
2,377.50 |
|
HIGH |
2,355.00 |
|
0.618 |
2,341.25 |
|
0.500 |
2,337.00 |
|
0.382 |
2,332.50 |
|
LOW |
2,318.75 |
|
0.618 |
2,296.25 |
|
1.000 |
2,282.50 |
|
1.618 |
2,260.00 |
|
2.618 |
2,223.75 |
|
4.250 |
2,164.75 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,339.00 |
2,341.50 |
| PP |
2,338.00 |
2,341.00 |
| S1 |
2,337.00 |
2,340.50 |
|