| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,381.75 |
2,402.50 |
20.75 |
0.9% |
2,354.50 |
| High |
2,414.50 |
2,429.75 |
15.25 |
0.6% |
2,429.75 |
| Low |
2,365.00 |
2,396.25 |
31.25 |
1.3% |
2,318.75 |
| Close |
2,410.00 |
2,428.00 |
18.00 |
0.7% |
2,428.00 |
| Range |
49.50 |
33.50 |
-16.00 |
-32.3% |
111.00 |
| ATR |
40.10 |
39.63 |
-0.47 |
-1.2% |
0.00 |
| Volume |
278,950 |
130,586 |
-148,364 |
-53.2% |
1,152,900 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.50 |
2,506.75 |
2,446.50 |
|
| R3 |
2,485.00 |
2,473.25 |
2,437.25 |
|
| R2 |
2,451.50 |
2,451.50 |
2,434.25 |
|
| R1 |
2,439.75 |
2,439.75 |
2,431.00 |
2,445.50 |
| PP |
2,418.00 |
2,418.00 |
2,418.00 |
2,421.00 |
| S1 |
2,406.25 |
2,406.25 |
2,425.00 |
2,412.00 |
| S2 |
2,384.50 |
2,384.50 |
2,421.75 |
|
| S3 |
2,351.00 |
2,372.75 |
2,418.75 |
|
| S4 |
2,317.50 |
2,339.25 |
2,409.50 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.25 |
2,687.50 |
2,489.00 |
|
| R3 |
2,614.25 |
2,576.50 |
2,458.50 |
|
| R2 |
2,503.25 |
2,503.25 |
2,448.25 |
|
| R1 |
2,465.50 |
2,465.50 |
2,438.25 |
2,484.50 |
| PP |
2,392.25 |
2,392.25 |
2,392.25 |
2,401.50 |
| S1 |
2,354.50 |
2,354.50 |
2,417.75 |
2,373.50 |
| S2 |
2,281.25 |
2,281.25 |
2,407.75 |
|
| S3 |
2,170.25 |
2,243.50 |
2,397.50 |
|
| S4 |
2,059.25 |
2,132.50 |
2,367.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.75 |
2,318.75 |
111.00 |
4.6% |
42.50 |
1.8% |
98% |
True |
False |
230,580 |
| 10 |
2,429.75 |
2,314.50 |
115.25 |
4.7% |
42.00 |
1.7% |
98% |
True |
False |
260,406 |
| 20 |
2,429.75 |
2,191.50 |
238.25 |
9.8% |
41.00 |
1.7% |
99% |
True |
False |
252,075 |
| 40 |
2,429.75 |
2,174.00 |
255.75 |
10.5% |
37.75 |
1.6% |
99% |
True |
False |
206,341 |
| 60 |
2,429.75 |
2,174.00 |
255.75 |
10.5% |
35.50 |
1.5% |
99% |
True |
False |
137,633 |
| 80 |
2,429.75 |
2,174.00 |
255.75 |
10.5% |
33.25 |
1.4% |
99% |
True |
False |
103,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.00 |
|
2.618 |
2,517.50 |
|
1.618 |
2,484.00 |
|
1.000 |
2,463.25 |
|
0.618 |
2,450.50 |
|
HIGH |
2,429.75 |
|
0.618 |
2,417.00 |
|
0.500 |
2,413.00 |
|
0.382 |
2,409.00 |
|
LOW |
2,396.25 |
|
0.618 |
2,375.50 |
|
1.000 |
2,362.75 |
|
1.618 |
2,342.00 |
|
2.618 |
2,308.50 |
|
4.250 |
2,254.00 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,423.00 |
2,417.75 |
| PP |
2,418.00 |
2,407.50 |
| S1 |
2,413.00 |
2,397.50 |
|