| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,417.75 |
2,423.00 |
5.25 |
0.2% |
2,354.50 |
| High |
2,434.50 |
2,435.50 |
1.00 |
0.0% |
2,429.75 |
| Low |
2,380.00 |
2,412.75 |
32.75 |
1.4% |
2,318.75 |
| Close |
2,423.50 |
2,423.50 |
0.00 |
0.0% |
2,428.00 |
| Range |
54.50 |
22.75 |
-31.75 |
-58.3% |
111.00 |
| ATR |
40.69 |
39.41 |
-1.28 |
-3.1% |
0.00 |
| Volume |
195,167 |
185,139 |
-10,028 |
-5.1% |
1,152,900 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.25 |
2,480.50 |
2,436.00 |
|
| R3 |
2,469.50 |
2,457.75 |
2,429.75 |
|
| R2 |
2,446.75 |
2,446.75 |
2,427.75 |
|
| R1 |
2,435.00 |
2,435.00 |
2,425.50 |
2,441.00 |
| PP |
2,424.00 |
2,424.00 |
2,424.00 |
2,426.75 |
| S1 |
2,412.25 |
2,412.25 |
2,421.50 |
2,418.00 |
| S2 |
2,401.25 |
2,401.25 |
2,419.25 |
|
| S3 |
2,378.50 |
2,389.50 |
2,417.25 |
|
| S4 |
2,355.75 |
2,366.75 |
2,411.00 |
|
|
| 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 |
2,435.50 |
2,365.00 |
70.50 |
2.9% |
38.50 |
1.6% |
83% |
True |
False |
208,719 |
| 10 |
2,435.50 |
2,314.50 |
121.00 |
5.0% |
40.75 |
1.7% |
90% |
True |
False |
239,939 |
| 20 |
2,435.50 |
2,241.50 |
194.00 |
8.0% |
38.75 |
1.6% |
94% |
True |
False |
245,472 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
10.8% |
38.50 |
1.6% |
95% |
True |
False |
215,833 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
10.8% |
36.25 |
1.5% |
95% |
True |
False |
143,965 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
10.8% |
34.00 |
1.4% |
95% |
True |
False |
108,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.25 |
|
2.618 |
2,495.00 |
|
1.618 |
2,472.25 |
|
1.000 |
2,458.25 |
|
0.618 |
2,449.50 |
|
HIGH |
2,435.50 |
|
0.618 |
2,426.75 |
|
0.500 |
2,424.00 |
|
0.382 |
2,421.50 |
|
LOW |
2,412.75 |
|
0.618 |
2,398.75 |
|
1.000 |
2,390.00 |
|
1.618 |
2,376.00 |
|
2.618 |
2,353.25 |
|
4.250 |
2,316.00 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.00 |
2,418.25 |
| PP |
2,424.00 |
2,413.00 |
| S1 |
2,423.75 |
2,407.75 |
|