| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,570.0 |
1,585.1 |
15.1 |
1.0% |
1,490.1 |
| High |
1,590.5 |
1,596.8 |
6.3 |
0.4% |
1,548.1 |
| Low |
1,567.0 |
1,582.0 |
15.0 |
1.0% |
1,489.2 |
| Close |
1,587.5 |
1,591.2 |
3.7 |
0.2% |
1,543.7 |
| Range |
23.5 |
14.8 |
-8.7 |
-37.0% |
58.9 |
| ATR |
20.7 |
20.3 |
-0.4 |
-2.0% |
0.0 |
| Volume |
15,610 |
26,195 |
10,585 |
67.8% |
41,745 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,634.4 |
1,627.6 |
1,599.3 |
|
| R3 |
1,619.6 |
1,612.8 |
1,595.3 |
|
| R2 |
1,604.8 |
1,604.8 |
1,593.9 |
|
| R1 |
1,598.0 |
1,598.0 |
1,592.6 |
1,601.4 |
| PP |
1,590.0 |
1,590.0 |
1,590.0 |
1,591.7 |
| S1 |
1,583.2 |
1,583.2 |
1,589.8 |
1,586.6 |
| S2 |
1,575.2 |
1,575.2 |
1,588.5 |
|
| S3 |
1,560.4 |
1,568.4 |
1,587.1 |
|
| S4 |
1,545.6 |
1,553.6 |
1,583.1 |
|
|
| 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 |
1,596.8 |
1,527.3 |
69.5 |
4.4% |
21.3 |
1.3% |
92% |
True |
False |
20,128 |
| 10 |
1,596.8 |
1,481.0 |
115.8 |
7.3% |
21.2 |
1.3% |
95% |
True |
False |
14,625 |
| 20 |
1,596.8 |
1,481.0 |
115.8 |
7.3% |
19.3 |
1.2% |
95% |
True |
False |
10,876 |
| 40 |
1,596.8 |
1,481.0 |
115.8 |
7.3% |
18.0 |
1.1% |
95% |
True |
False |
7,270 |
| 60 |
1,596.8 |
1,465.9 |
130.9 |
8.2% |
20.2 |
1.3% |
96% |
True |
False |
6,139 |
| 80 |
1,596.8 |
1,416.8 |
180.0 |
11.3% |
19.4 |
1.2% |
97% |
True |
False |
5,106 |
| 100 |
1,596.8 |
1,387.1 |
209.7 |
13.2% |
19.1 |
1.2% |
97% |
True |
False |
4,333 |
| 120 |
1,596.8 |
1,317.4 |
279.4 |
17.6% |
18.8 |
1.2% |
98% |
True |
False |
3,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.7 |
|
2.618 |
1,635.5 |
|
1.618 |
1,620.7 |
|
1.000 |
1,611.6 |
|
0.618 |
1,605.9 |
|
HIGH |
1,596.8 |
|
0.618 |
1,591.1 |
|
0.500 |
1,589.4 |
|
0.382 |
1,587.7 |
|
LOW |
1,582.0 |
|
0.618 |
1,572.9 |
|
1.000 |
1,567.2 |
|
1.618 |
1,558.1 |
|
2.618 |
1,543.3 |
|
4.250 |
1,519.1 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,590.6 |
1,584.2 |
| PP |
1,590.0 |
1,577.1 |
| S1 |
1,589.4 |
1,570.1 |
|