| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,341.75 |
2,389.75 |
48.00 |
2.0% |
2,404.25 |
| High |
2,399.75 |
2,413.50 |
13.75 |
0.6% |
2,404.25 |
| Low |
2,339.00 |
2,381.00 |
42.00 |
1.8% |
2,314.50 |
| Close |
2,389.00 |
2,381.75 |
-7.25 |
-0.3% |
2,355.50 |
| Range |
60.75 |
32.50 |
-28.25 |
-46.5% |
89.75 |
| ATR |
39.91 |
39.38 |
-0.53 |
-1.3% |
0.00 |
| Volume |
275,586 |
253,753 |
-21,833 |
-7.9% |
1,451,169 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.50 |
2,468.25 |
2,399.50 |
|
| R3 |
2,457.00 |
2,435.75 |
2,390.75 |
|
| R2 |
2,424.50 |
2,424.50 |
2,387.75 |
|
| R1 |
2,403.25 |
2,403.25 |
2,384.75 |
2,397.50 |
| PP |
2,392.00 |
2,392.00 |
2,392.00 |
2,389.25 |
| S1 |
2,370.75 |
2,370.75 |
2,378.75 |
2,365.00 |
| S2 |
2,359.50 |
2,359.50 |
2,375.75 |
|
| S3 |
2,327.00 |
2,338.25 |
2,372.75 |
|
| S4 |
2,294.50 |
2,305.75 |
2,364.00 |
|
|
| 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 |
2,413.50 |
2,314.50 |
99.00 |
4.2% |
42.00 |
1.8% |
68% |
True |
False |
268,453 |
| 10 |
2,421.75 |
2,314.50 |
107.25 |
4.5% |
42.25 |
1.8% |
63% |
False |
False |
269,276 |
| 20 |
2,421.75 |
2,191.50 |
230.25 |
9.7% |
40.50 |
1.7% |
83% |
False |
False |
263,562 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.4% |
37.25 |
1.6% |
84% |
False |
False |
196,114 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.5% |
35.00 |
1.5% |
83% |
False |
False |
130,810 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.5% |
33.25 |
1.4% |
83% |
False |
False |
98,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.50 |
|
2.618 |
2,498.50 |
|
1.618 |
2,466.00 |
|
1.000 |
2,446.00 |
|
0.618 |
2,433.50 |
|
HIGH |
2,413.50 |
|
0.618 |
2,401.00 |
|
0.500 |
2,397.25 |
|
0.382 |
2,393.50 |
|
LOW |
2,381.00 |
|
0.618 |
2,361.00 |
|
1.000 |
2,348.50 |
|
1.618 |
2,328.50 |
|
2.618 |
2,296.00 |
|
4.250 |
2,243.00 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,397.25 |
2,376.50 |
| PP |
2,392.00 |
2,371.25 |
| S1 |
2,387.00 |
2,366.00 |
|