| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,290.00 |
2,303.75 |
13.75 |
0.6% |
2,417.75 |
| High |
2,314.50 |
2,319.50 |
5.00 |
0.2% |
2,435.50 |
| Low |
2,253.00 |
2,195.00 |
-58.00 |
-2.6% |
2,338.00 |
| Close |
2,302.50 |
2,209.50 |
-93.00 |
-4.0% |
2,359.25 |
| Range |
61.50 |
124.50 |
63.00 |
102.4% |
97.50 |
| ATR |
47.18 |
52.70 |
5.52 |
11.7% |
0.00 |
| Volume |
448,373 |
536,231 |
87,858 |
19.6% |
1,331,737 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,614.75 |
2,536.75 |
2,278.00 |
|
| R3 |
2,490.25 |
2,412.25 |
2,243.75 |
|
| R2 |
2,365.75 |
2,365.75 |
2,232.25 |
|
| R1 |
2,287.75 |
2,287.75 |
2,221.00 |
2,264.50 |
| PP |
2,241.25 |
2,241.25 |
2,241.25 |
2,229.75 |
| S1 |
2,163.25 |
2,163.25 |
2,198.00 |
2,140.00 |
| S2 |
2,116.75 |
2,116.75 |
2,186.75 |
|
| S3 |
1,992.25 |
2,038.75 |
2,175.25 |
|
| S4 |
1,867.75 |
1,914.25 |
2,141.00 |
|
|
| 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 |
2,395.00 |
2,195.00 |
200.00 |
9.1% |
75.50 |
3.4% |
7% |
False |
True |
403,533 |
| 10 |
2,435.50 |
2,195.00 |
240.50 |
10.9% |
60.00 |
2.7% |
6% |
False |
True |
314,418 |
| 20 |
2,435.50 |
2,195.00 |
240.50 |
10.9% |
51.50 |
2.3% |
6% |
False |
True |
295,058 |
| 40 |
2,435.50 |
2,174.00 |
261.50 |
11.8% |
44.50 |
2.0% |
14% |
False |
False |
280,822 |
| 60 |
2,435.50 |
2,174.00 |
261.50 |
11.8% |
40.75 |
1.8% |
14% |
False |
False |
187,829 |
| 80 |
2,435.50 |
2,174.00 |
261.50 |
11.8% |
37.50 |
1.7% |
14% |
False |
False |
140,931 |
| 100 |
2,435.50 |
2,174.00 |
261.50 |
11.8% |
36.75 |
1.7% |
14% |
False |
False |
112,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.50 |
|
2.618 |
2,645.50 |
|
1.618 |
2,521.00 |
|
1.000 |
2,444.00 |
|
0.618 |
2,396.50 |
|
HIGH |
2,319.50 |
|
0.618 |
2,272.00 |
|
0.500 |
2,257.25 |
|
0.382 |
2,242.50 |
|
LOW |
2,195.00 |
|
0.618 |
2,118.00 |
|
1.000 |
2,070.50 |
|
1.618 |
1,993.50 |
|
2.618 |
1,869.00 |
|
4.250 |
1,666.00 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.25 |
2,275.00 |
| PP |
2,241.25 |
2,253.25 |
| S1 |
2,225.50 |
2,231.50 |
|