| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,386.00 |
2,347.25 |
-38.75 |
-1.6% |
2,417.75 |
| High |
2,395.00 |
2,355.25 |
-39.75 |
-1.7% |
2,435.50 |
| Low |
2,320.75 |
2,285.75 |
-35.00 |
-1.5% |
2,338.00 |
| Close |
2,346.00 |
2,288.25 |
-57.75 |
-2.5% |
2,359.25 |
| Range |
74.25 |
69.50 |
-4.75 |
-6.4% |
97.50 |
| ATR |
44.27 |
46.08 |
1.80 |
4.1% |
0.00 |
| Volume |
356,651 |
340,611 |
-16,040 |
-4.5% |
1,331,737 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.25 |
2,472.75 |
2,326.50 |
|
| R3 |
2,448.75 |
2,403.25 |
2,307.25 |
|
| R2 |
2,379.25 |
2,379.25 |
2,301.00 |
|
| R1 |
2,333.75 |
2,333.75 |
2,294.50 |
2,321.75 |
| PP |
2,309.75 |
2,309.75 |
2,309.75 |
2,303.75 |
| S1 |
2,264.25 |
2,264.25 |
2,282.00 |
2,252.25 |
| S2 |
2,240.25 |
2,240.25 |
2,275.50 |
|
| S3 |
2,170.75 |
2,194.75 |
2,269.25 |
|
| S4 |
2,101.25 |
2,125.25 |
2,250.00 |
|
|
| 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 |
2,425.75 |
2,285.75 |
140.00 |
6.1% |
60.50 |
2.6% |
2% |
False |
True |
329,738 |
| 10 |
2,435.50 |
2,285.75 |
149.75 |
6.5% |
49.50 |
2.2% |
2% |
False |
True |
269,228 |
| 20 |
2,435.50 |
2,285.75 |
149.75 |
6.5% |
45.50 |
2.0% |
2% |
False |
True |
269,460 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.4% |
41.00 |
1.8% |
44% |
False |
False |
256,899 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.4% |
38.50 |
1.7% |
44% |
False |
False |
171,424 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.4% |
36.00 |
1.6% |
44% |
False |
False |
128,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.50 |
|
2.618 |
2,537.25 |
|
1.618 |
2,467.75 |
|
1.000 |
2,424.75 |
|
0.618 |
2,398.25 |
|
HIGH |
2,355.25 |
|
0.618 |
2,328.75 |
|
0.500 |
2,320.50 |
|
0.382 |
2,312.25 |
|
LOW |
2,285.75 |
|
0.618 |
2,242.75 |
|
1.000 |
2,216.25 |
|
1.618 |
2,173.25 |
|
2.618 |
2,103.75 |
|
4.250 |
1,990.50 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.50 |
2,340.50 |
| PP |
2,309.75 |
2,323.00 |
| S1 |
2,299.00 |
2,305.50 |
|