| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,424.50 |
2,360.00 |
-64.50 |
-2.7% |
2,354.50 |
| High |
2,425.75 |
2,398.75 |
-27.00 |
-1.1% |
2,429.75 |
| Low |
2,357.75 |
2,355.75 |
-2.00 |
-0.1% |
2,318.75 |
| Close |
2,357.75 |
2,370.00 |
12.25 |
0.5% |
2,428.00 |
| Range |
68.00 |
43.00 |
-25.00 |
-36.8% |
111.00 |
| ATR |
41.45 |
41.56 |
0.11 |
0.3% |
0.00 |
| Volume |
328,563 |
287,066 |
-41,497 |
-12.6% |
1,152,900 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.75 |
2,480.00 |
2,393.75 |
|
| R3 |
2,460.75 |
2,437.00 |
2,381.75 |
|
| R2 |
2,417.75 |
2,417.75 |
2,378.00 |
|
| R1 |
2,394.00 |
2,394.00 |
2,374.00 |
2,406.00 |
| PP |
2,374.75 |
2,374.75 |
2,374.75 |
2,380.75 |
| S1 |
2,351.00 |
2,351.00 |
2,366.00 |
2,363.00 |
| S2 |
2,331.75 |
2,331.75 |
2,362.00 |
|
| S3 |
2,288.75 |
2,308.00 |
2,358.25 |
|
| S4 |
2,245.75 |
2,265.00 |
2,346.25 |
|
|
| 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 |
2,355.75 |
79.75 |
3.4% |
44.25 |
1.9% |
18% |
False |
True |
225,304 |
| 10 |
2,435.50 |
2,318.75 |
116.75 |
4.9% |
42.75 |
1.8% |
44% |
False |
False |
240,365 |
| 20 |
2,435.50 |
2,287.50 |
148.00 |
6.2% |
40.75 |
1.7% |
56% |
False |
False |
251,764 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.0% |
38.50 |
1.6% |
75% |
False |
False |
231,207 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.0% |
37.00 |
1.6% |
75% |
False |
False |
154,222 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.0% |
34.75 |
1.5% |
75% |
False |
False |
115,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,581.50 |
|
2.618 |
2,511.25 |
|
1.618 |
2,468.25 |
|
1.000 |
2,441.75 |
|
0.618 |
2,425.25 |
|
HIGH |
2,398.75 |
|
0.618 |
2,382.25 |
|
0.500 |
2,377.25 |
|
0.382 |
2,372.25 |
|
LOW |
2,355.75 |
|
0.618 |
2,329.25 |
|
1.000 |
2,312.75 |
|
1.618 |
2,286.25 |
|
2.618 |
2,243.25 |
|
4.250 |
2,173.00 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.25 |
2,395.50 |
| PP |
2,374.75 |
2,387.00 |
| S1 |
2,372.50 |
2,378.50 |
|