| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,423.00 |
2,424.50 |
1.50 |
0.1% |
2,354.50 |
| High |
2,435.50 |
2,425.75 |
-9.75 |
-0.4% |
2,429.75 |
| Low |
2,412.75 |
2,357.75 |
-55.00 |
-2.3% |
2,318.75 |
| Close |
2,423.50 |
2,357.75 |
-65.75 |
-2.7% |
2,428.00 |
| Range |
22.75 |
68.00 |
45.25 |
198.9% |
111.00 |
| ATR |
39.41 |
41.45 |
2.04 |
5.2% |
0.00 |
| Volume |
185,139 |
328,563 |
143,424 |
77.5% |
1,152,900 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.50 |
2,539.00 |
2,395.25 |
|
| R3 |
2,516.50 |
2,471.00 |
2,376.50 |
|
| R2 |
2,448.50 |
2,448.50 |
2,370.25 |
|
| R1 |
2,403.00 |
2,403.00 |
2,364.00 |
2,391.75 |
| PP |
2,380.50 |
2,380.50 |
2,380.50 |
2,374.75 |
| S1 |
2,335.00 |
2,335.00 |
2,351.50 |
2,323.75 |
| S2 |
2,312.50 |
2,312.50 |
2,345.25 |
|
| S3 |
2,244.50 |
2,267.00 |
2,339.00 |
|
| S4 |
2,176.50 |
2,199.00 |
2,320.25 |
|
|
| 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 |
2,357.75 |
77.75 |
3.3% |
45.75 |
1.9% |
0% |
False |
True |
223,681 |
| 10 |
2,435.50 |
2,314.50 |
121.00 |
5.1% |
44.00 |
1.9% |
36% |
False |
False |
246,067 |
| 20 |
2,435.50 |
2,274.75 |
160.75 |
6.8% |
40.00 |
1.7% |
52% |
False |
False |
250,046 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
39.00 |
1.7% |
70% |
False |
False |
224,041 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
36.75 |
1.6% |
70% |
False |
False |
149,440 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
34.50 |
1.5% |
70% |
False |
False |
112,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.75 |
|
2.618 |
2,603.75 |
|
1.618 |
2,535.75 |
|
1.000 |
2,493.75 |
|
0.618 |
2,467.75 |
|
HIGH |
2,425.75 |
|
0.618 |
2,399.75 |
|
0.500 |
2,391.75 |
|
0.382 |
2,383.75 |
|
LOW |
2,357.75 |
|
0.618 |
2,315.75 |
|
1.000 |
2,289.75 |
|
1.618 |
2,247.75 |
|
2.618 |
2,179.75 |
|
4.250 |
2,068.75 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.75 |
2,396.50 |
| PP |
2,380.50 |
2,383.75 |
| S1 |
2,369.00 |
2,370.75 |
|