| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,360.00 |
2,370.75 |
10.75 |
0.5% |
2,417.75 |
| High |
2,398.75 |
2,385.25 |
-13.50 |
-0.6% |
2,435.50 |
| Low |
2,355.75 |
2,338.00 |
-17.75 |
-0.8% |
2,338.00 |
| Close |
2,370.00 |
2,359.25 |
-10.75 |
-0.5% |
2,359.25 |
| Range |
43.00 |
47.25 |
4.25 |
9.9% |
97.50 |
| ATR |
41.56 |
41.97 |
0.41 |
1.0% |
0.00 |
| Volume |
287,066 |
335,802 |
48,736 |
17.0% |
1,331,737 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.50 |
2,478.25 |
2,385.25 |
|
| R3 |
2,455.25 |
2,431.00 |
2,372.25 |
|
| R2 |
2,408.00 |
2,408.00 |
2,368.00 |
|
| R1 |
2,383.75 |
2,383.75 |
2,363.50 |
2,372.25 |
| PP |
2,360.75 |
2,360.75 |
2,360.75 |
2,355.00 |
| S1 |
2,336.50 |
2,336.50 |
2,355.00 |
2,325.00 |
| S2 |
2,313.50 |
2,313.50 |
2,350.50 |
|
| S3 |
2,266.25 |
2,289.25 |
2,346.25 |
|
| S4 |
2,219.00 |
2,242.00 |
2,333.25 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.00 |
2,612.25 |
2,413.00 |
|
| R3 |
2,572.50 |
2,514.75 |
2,386.00 |
|
| R2 |
2,475.00 |
2,475.00 |
2,377.00 |
|
| R1 |
2,417.25 |
2,417.25 |
2,368.25 |
2,397.50 |
| PP |
2,377.50 |
2,377.50 |
2,377.50 |
2,367.75 |
| S1 |
2,319.75 |
2,319.75 |
2,350.25 |
2,300.00 |
| S2 |
2,280.00 |
2,280.00 |
2,341.50 |
|
| S3 |
2,182.50 |
2,222.25 |
2,332.50 |
|
| S4 |
2,085.00 |
2,124.75 |
2,305.50 |
|
|
| 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 |
2,338.00 |
97.50 |
4.1% |
47.00 |
2.0% |
22% |
False |
True |
266,347 |
| 10 |
2,435.50 |
2,318.75 |
116.75 |
4.9% |
44.75 |
1.9% |
35% |
False |
False |
248,463 |
| 20 |
2,435.50 |
2,314.50 |
121.00 |
5.1% |
41.50 |
1.8% |
37% |
False |
False |
258,457 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
39.25 |
1.7% |
71% |
False |
False |
239,568 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
37.25 |
1.6% |
71% |
False |
False |
159,808 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
35.00 |
1.5% |
71% |
False |
False |
119,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.00 |
|
2.618 |
2,509.00 |
|
1.618 |
2,461.75 |
|
1.000 |
2,432.50 |
|
0.618 |
2,414.50 |
|
HIGH |
2,385.25 |
|
0.618 |
2,367.25 |
|
0.500 |
2,361.50 |
|
0.382 |
2,356.00 |
|
LOW |
2,338.00 |
|
0.618 |
2,308.75 |
|
1.000 |
2,290.75 |
|
1.618 |
2,261.50 |
|
2.618 |
2,214.25 |
|
4.250 |
2,137.25 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.50 |
2,382.00 |
| PP |
2,360.75 |
2,374.25 |
| S1 |
2,360.00 |
2,366.75 |
|