| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,370.75 |
2,386.00 |
15.25 |
0.6% |
2,417.75 |
| High |
2,385.25 |
2,395.00 |
9.75 |
0.4% |
2,435.50 |
| Low |
2,338.00 |
2,320.75 |
-17.25 |
-0.7% |
2,338.00 |
| Close |
2,359.25 |
2,346.00 |
-13.25 |
-0.6% |
2,359.25 |
| Range |
47.25 |
74.25 |
27.00 |
57.1% |
97.50 |
| ATR |
41.97 |
44.27 |
2.31 |
5.5% |
0.00 |
| Volume |
335,802 |
356,651 |
20,849 |
6.2% |
1,331,737 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.75 |
2,535.50 |
2,386.75 |
|
| R3 |
2,502.50 |
2,461.25 |
2,366.50 |
|
| R2 |
2,428.25 |
2,428.25 |
2,359.50 |
|
| R1 |
2,387.00 |
2,387.00 |
2,352.75 |
2,370.50 |
| PP |
2,354.00 |
2,354.00 |
2,354.00 |
2,345.50 |
| S1 |
2,312.75 |
2,312.75 |
2,339.25 |
2,296.25 |
| S2 |
2,279.75 |
2,279.75 |
2,332.50 |
|
| S3 |
2,205.50 |
2,238.50 |
2,325.50 |
|
| S4 |
2,131.25 |
2,164.25 |
2,305.25 |
|
|
| 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 |
2,320.75 |
114.75 |
4.9% |
51.00 |
2.2% |
22% |
False |
True |
298,644 |
| 10 |
2,435.50 |
2,320.75 |
114.75 |
4.9% |
48.50 |
2.1% |
22% |
False |
True |
262,726 |
| 20 |
2,435.50 |
2,314.50 |
121.00 |
5.2% |
43.00 |
1.8% |
26% |
False |
False |
264,360 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
40.00 |
1.7% |
66% |
False |
False |
248,449 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
38.00 |
1.6% |
66% |
False |
False |
165,750 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.1% |
35.50 |
1.5% |
66% |
False |
False |
124,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,710.50 |
|
2.618 |
2,589.50 |
|
1.618 |
2,515.25 |
|
1.000 |
2,469.25 |
|
0.618 |
2,441.00 |
|
HIGH |
2,395.00 |
|
0.618 |
2,366.75 |
|
0.500 |
2,358.00 |
|
0.382 |
2,349.00 |
|
LOW |
2,320.75 |
|
0.618 |
2,274.75 |
|
1.000 |
2,246.50 |
|
1.618 |
2,200.50 |
|
2.618 |
2,126.25 |
|
4.250 |
2,005.25 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,358.00 |
2,359.75 |
| PP |
2,354.00 |
2,355.25 |
| S1 |
2,350.00 |
2,350.50 |
|