| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,402.50 |
2,417.75 |
15.25 |
0.6% |
2,354.50 |
| High |
2,429.75 |
2,434.50 |
4.75 |
0.2% |
2,429.75 |
| Low |
2,396.25 |
2,380.00 |
-16.25 |
-0.7% |
2,318.75 |
| Close |
2,428.00 |
2,423.50 |
-4.50 |
-0.2% |
2,428.00 |
| Range |
33.50 |
54.50 |
21.00 |
62.7% |
111.00 |
| ATR |
39.63 |
40.69 |
1.06 |
2.7% |
0.00 |
| Volume |
130,586 |
195,167 |
64,581 |
49.5% |
1,152,900 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.25 |
2,554.25 |
2,453.50 |
|
| R3 |
2,521.75 |
2,499.75 |
2,438.50 |
|
| R2 |
2,467.25 |
2,467.25 |
2,433.50 |
|
| R1 |
2,445.25 |
2,445.25 |
2,428.50 |
2,456.25 |
| PP |
2,412.75 |
2,412.75 |
2,412.75 |
2,418.00 |
| S1 |
2,390.75 |
2,390.75 |
2,418.50 |
2,401.75 |
| S2 |
2,358.25 |
2,358.25 |
2,413.50 |
|
| S3 |
2,303.75 |
2,336.25 |
2,408.50 |
|
| S4 |
2,249.25 |
2,281.75 |
2,393.50 |
|
|
| 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 |
2,434.50 |
2,339.00 |
95.50 |
3.9% |
46.25 |
1.9% |
88% |
True |
False |
226,808 |
| 10 |
2,434.50 |
2,314.50 |
120.00 |
5.0% |
42.00 |
1.7% |
91% |
True |
False |
251,915 |
| 20 |
2,434.50 |
2,191.50 |
243.00 |
10.0% |
41.00 |
1.7% |
95% |
True |
False |
250,559 |
| 40 |
2,434.50 |
2,174.00 |
260.50 |
10.7% |
38.25 |
1.6% |
96% |
True |
False |
211,212 |
| 60 |
2,434.50 |
2,174.00 |
260.50 |
10.7% |
36.00 |
1.5% |
96% |
True |
False |
140,885 |
| 80 |
2,434.50 |
2,174.00 |
260.50 |
10.7% |
33.75 |
1.4% |
96% |
True |
False |
105,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,666.00 |
|
2.618 |
2,577.25 |
|
1.618 |
2,522.75 |
|
1.000 |
2,489.00 |
|
0.618 |
2,468.25 |
|
HIGH |
2,434.50 |
|
0.618 |
2,413.75 |
|
0.500 |
2,407.25 |
|
0.382 |
2,400.75 |
|
LOW |
2,380.00 |
|
0.618 |
2,346.25 |
|
1.000 |
2,325.50 |
|
1.618 |
2,291.75 |
|
2.618 |
2,237.25 |
|
4.250 |
2,148.50 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.00 |
2,415.50 |
| PP |
2,412.75 |
2,407.75 |
| S1 |
2,407.25 |
2,399.75 |
|