| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,531.0 |
1,533.9 |
2.9 |
0.2% |
1,490.1 |
| High |
1,537.0 |
1,548.1 |
11.1 |
0.7% |
1,548.1 |
| Low |
1,524.3 |
1,527.3 |
3.0 |
0.2% |
1,489.2 |
| Close |
1,532.8 |
1,543.7 |
10.9 |
0.7% |
1,543.7 |
| Range |
12.7 |
20.8 |
8.1 |
63.8% |
58.9 |
| ATR |
19.5 |
19.6 |
0.1 |
0.5% |
0.0 |
| Volume |
9,030 |
17,396 |
8,366 |
92.6% |
41,745 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,602.1 |
1,593.7 |
1,555.1 |
|
| R3 |
1,581.3 |
1,572.9 |
1,549.4 |
|
| R2 |
1,560.5 |
1,560.5 |
1,547.5 |
|
| R1 |
1,552.1 |
1,552.1 |
1,545.6 |
1,556.3 |
| PP |
1,539.7 |
1,539.7 |
1,539.7 |
1,541.8 |
| S1 |
1,531.3 |
1,531.3 |
1,541.8 |
1,535.5 |
| S2 |
1,518.9 |
1,518.9 |
1,539.9 |
|
| S3 |
1,498.1 |
1,510.5 |
1,538.0 |
|
| S4 |
1,477.3 |
1,489.7 |
1,532.3 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,703.7 |
1,682.6 |
1,576.1 |
|
| R3 |
1,644.8 |
1,623.7 |
1,559.9 |
|
| R2 |
1,585.9 |
1,585.9 |
1,554.5 |
|
| R1 |
1,564.8 |
1,564.8 |
1,549.1 |
1,575.4 |
| PP |
1,527.0 |
1,527.0 |
1,527.0 |
1,532.3 |
| S1 |
1,505.9 |
1,505.9 |
1,538.3 |
1,516.5 |
| S2 |
1,468.1 |
1,468.1 |
1,532.9 |
|
| S3 |
1,409.2 |
1,447.0 |
1,527.5 |
|
| S4 |
1,350.3 |
1,388.1 |
1,511.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,548.1 |
1,481.0 |
67.1 |
4.3% |
22.4 |
1.5% |
93% |
True |
False |
11,265 |
| 10 |
1,548.1 |
1,481.0 |
67.1 |
4.3% |
19.2 |
1.2% |
93% |
True |
False |
9,552 |
| 20 |
1,561.0 |
1,481.0 |
80.0 |
5.2% |
18.8 |
1.2% |
78% |
False |
False |
7,374 |
| 40 |
1,561.0 |
1,475.0 |
86.0 |
5.6% |
18.4 |
1.2% |
80% |
False |
False |
5,657 |
| 60 |
1,579.5 |
1,456.0 |
123.5 |
8.0% |
19.9 |
1.3% |
71% |
False |
False |
4,939 |
| 80 |
1,579.5 |
1,392.3 |
187.2 |
12.1% |
19.0 |
1.2% |
81% |
False |
False |
4,117 |
| 100 |
1,579.5 |
1,368.0 |
211.5 |
13.7% |
18.7 |
1.2% |
83% |
False |
False |
3,555 |
| 120 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.6 |
1.2% |
86% |
False |
False |
3,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,636.5 |
|
2.618 |
1,602.6 |
|
1.618 |
1,581.8 |
|
1.000 |
1,568.9 |
|
0.618 |
1,561.0 |
|
HIGH |
1,548.1 |
|
0.618 |
1,540.2 |
|
0.500 |
1,537.7 |
|
0.382 |
1,535.2 |
|
LOW |
1,527.3 |
|
0.618 |
1,514.4 |
|
1.000 |
1,506.5 |
|
1.618 |
1,493.6 |
|
2.618 |
1,472.8 |
|
4.250 |
1,438.9 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,541.7 |
1,539.3 |
| PP |
1,539.7 |
1,534.9 |
| S1 |
1,537.7 |
1,530.5 |
|