| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,354.50 |
2,341.75 |
-12.75 |
-0.5% |
2,404.25 |
| High |
2,355.00 |
2,399.75 |
44.75 |
1.9% |
2,404.25 |
| Low |
2,318.75 |
2,339.00 |
20.25 |
0.9% |
2,314.50 |
| Close |
2,340.00 |
2,389.00 |
49.00 |
2.1% |
2,355.50 |
| Range |
36.25 |
60.75 |
24.50 |
67.6% |
89.75 |
| ATR |
38.30 |
39.91 |
1.60 |
4.2% |
0.00 |
| Volume |
214,025 |
275,586 |
61,561 |
28.8% |
1,451,169 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.25 |
2,534.25 |
2,422.50 |
|
| R3 |
2,497.50 |
2,473.50 |
2,405.75 |
|
| R2 |
2,436.75 |
2,436.75 |
2,400.25 |
|
| R1 |
2,412.75 |
2,412.75 |
2,394.50 |
2,424.75 |
| PP |
2,376.00 |
2,376.00 |
2,376.00 |
2,382.00 |
| S1 |
2,352.00 |
2,352.00 |
2,383.50 |
2,364.00 |
| S2 |
2,315.25 |
2,315.25 |
2,377.75 |
|
| S3 |
2,254.50 |
2,291.25 |
2,372.25 |
|
| S4 |
2,193.75 |
2,230.50 |
2,355.50 |
|
|
| 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 |
2,399.75 |
2,314.50 |
85.25 |
3.6% |
43.00 |
1.8% |
87% |
True |
False |
271,160 |
| 10 |
2,421.75 |
2,314.50 |
107.25 |
4.5% |
41.25 |
1.7% |
69% |
False |
False |
269,691 |
| 20 |
2,421.75 |
2,191.50 |
230.25 |
9.6% |
41.50 |
1.7% |
86% |
False |
False |
267,874 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.4% |
37.25 |
1.6% |
87% |
False |
False |
189,775 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.4% |
34.50 |
1.4% |
86% |
False |
False |
126,587 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.4% |
33.00 |
1.4% |
86% |
False |
False |
94,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.00 |
|
2.618 |
2,558.75 |
|
1.618 |
2,498.00 |
|
1.000 |
2,460.50 |
|
0.618 |
2,437.25 |
|
HIGH |
2,399.75 |
|
0.618 |
2,376.50 |
|
0.500 |
2,369.50 |
|
0.382 |
2,362.25 |
|
LOW |
2,339.00 |
|
0.618 |
2,301.50 |
|
1.000 |
2,278.25 |
|
1.618 |
2,240.75 |
|
2.618 |
2,180.00 |
|
4.250 |
2,080.75 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.50 |
2,379.00 |
| PP |
2,376.00 |
2,369.25 |
| S1 |
2,369.50 |
2,359.25 |
|