| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,389.75 |
2,381.75 |
-8.00 |
-0.3% |
2,404.25 |
| High |
2,413.50 |
2,414.50 |
1.00 |
0.0% |
2,404.25 |
| Low |
2,381.00 |
2,365.00 |
-16.00 |
-0.7% |
2,314.50 |
| Close |
2,381.75 |
2,410.00 |
28.25 |
1.2% |
2,355.50 |
| Range |
32.50 |
49.50 |
17.00 |
52.3% |
89.75 |
| ATR |
39.38 |
40.10 |
0.72 |
1.8% |
0.00 |
| Volume |
253,753 |
278,950 |
25,197 |
9.9% |
1,451,169 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.00 |
2,527.00 |
2,437.25 |
|
| R3 |
2,495.50 |
2,477.50 |
2,423.50 |
|
| R2 |
2,446.00 |
2,446.00 |
2,419.00 |
|
| R1 |
2,428.00 |
2,428.00 |
2,414.50 |
2,437.00 |
| PP |
2,396.50 |
2,396.50 |
2,396.50 |
2,401.00 |
| S1 |
2,378.50 |
2,378.50 |
2,405.50 |
2,387.50 |
| S2 |
2,347.00 |
2,347.00 |
2,401.00 |
|
| S3 |
2,297.50 |
2,329.00 |
2,396.50 |
|
| S4 |
2,248.00 |
2,279.50 |
2,382.75 |
|
|
| 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 |
2,414.50 |
2,318.75 |
95.75 |
4.0% |
41.25 |
1.7% |
95% |
True |
False |
255,426 |
| 10 |
2,421.75 |
2,314.50 |
107.25 |
4.5% |
43.25 |
1.8% |
89% |
False |
False |
275,697 |
| 20 |
2,421.75 |
2,191.50 |
230.25 |
9.6% |
42.00 |
1.7% |
95% |
False |
False |
266,322 |
| 40 |
2,421.75 |
2,174.00 |
247.75 |
10.3% |
37.75 |
1.6% |
95% |
False |
False |
203,081 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.3% |
35.25 |
1.5% |
95% |
False |
False |
135,459 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.3% |
33.25 |
1.4% |
95% |
False |
False |
101,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.00 |
|
2.618 |
2,544.00 |
|
1.618 |
2,494.50 |
|
1.000 |
2,464.00 |
|
0.618 |
2,445.00 |
|
HIGH |
2,414.50 |
|
0.618 |
2,395.50 |
|
0.500 |
2,389.75 |
|
0.382 |
2,384.00 |
|
LOW |
2,365.00 |
|
0.618 |
2,334.50 |
|
1.000 |
2,315.50 |
|
1.618 |
2,285.00 |
|
2.618 |
2,235.50 |
|
4.250 |
2,154.50 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,403.25 |
2,399.00 |
| PP |
2,396.50 |
2,387.75 |
| S1 |
2,389.75 |
2,376.75 |
|