| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,347.25 |
2,290.00 |
-57.25 |
-2.4% |
2,417.75 |
| High |
2,355.25 |
2,314.50 |
-40.75 |
-1.7% |
2,435.50 |
| Low |
2,285.75 |
2,253.00 |
-32.75 |
-1.4% |
2,338.00 |
| Close |
2,288.25 |
2,302.50 |
14.25 |
0.6% |
2,359.25 |
| Range |
69.50 |
61.50 |
-8.00 |
-11.5% |
97.50 |
| ATR |
46.08 |
47.18 |
1.10 |
2.4% |
0.00 |
| Volume |
340,611 |
448,373 |
107,762 |
31.6% |
1,331,737 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.50 |
2,450.00 |
2,336.25 |
|
| R3 |
2,413.00 |
2,388.50 |
2,319.50 |
|
| R2 |
2,351.50 |
2,351.50 |
2,313.75 |
|
| R1 |
2,327.00 |
2,327.00 |
2,308.25 |
2,339.25 |
| PP |
2,290.00 |
2,290.00 |
2,290.00 |
2,296.00 |
| S1 |
2,265.50 |
2,265.50 |
2,296.75 |
2,277.75 |
| S2 |
2,228.50 |
2,228.50 |
2,291.25 |
|
| S3 |
2,167.00 |
2,204.00 |
2,285.50 |
|
| S4 |
2,105.50 |
2,142.50 |
2,268.75 |
|
|
| 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 |
2,398.75 |
2,253.00 |
145.75 |
6.3% |
59.00 |
2.6% |
34% |
False |
True |
353,700 |
| 10 |
2,435.50 |
2,253.00 |
182.50 |
7.9% |
52.50 |
2.3% |
27% |
False |
True |
288,690 |
| 20 |
2,435.50 |
2,253.00 |
182.50 |
7.9% |
47.25 |
2.1% |
27% |
False |
True |
278,983 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.4% |
42.25 |
1.8% |
49% |
False |
False |
267,830 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.4% |
39.25 |
1.7% |
49% |
False |
False |
178,894 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.4% |
36.25 |
1.6% |
49% |
False |
False |
134,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.00 |
|
2.618 |
2,475.50 |
|
1.618 |
2,414.00 |
|
1.000 |
2,376.00 |
|
0.618 |
2,352.50 |
|
HIGH |
2,314.50 |
|
0.618 |
2,291.00 |
|
0.500 |
2,283.75 |
|
0.382 |
2,276.50 |
|
LOW |
2,253.00 |
|
0.618 |
2,215.00 |
|
1.000 |
2,191.50 |
|
1.618 |
2,153.50 |
|
2.618 |
2,092.00 |
|
4.250 |
1,991.50 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.25 |
2,324.00 |
| PP |
2,290.00 |
2,316.75 |
| S1 |
2,283.75 |
2,309.75 |
|