| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,676.0 |
2,675.0 |
-1.0 |
0.0% |
2,872.0 |
| High |
2,694.0 |
2,719.0 |
25.0 |
0.9% |
2,874.0 |
| Low |
2,605.0 |
2,673.0 |
68.0 |
2.6% |
2,787.0 |
| Close |
2,688.0 |
2,712.0 |
24.0 |
0.9% |
2,788.0 |
| Range |
89.0 |
46.0 |
-43.0 |
-48.3% |
87.0 |
| ATR |
55.3 |
54.6 |
-0.7 |
-1.2% |
0.0 |
| Volume |
16,163 |
182 |
-15,981 |
-98.9% |
3,396 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.3 |
2,821.7 |
2,737.3 |
|
| R3 |
2,793.3 |
2,775.7 |
2,724.7 |
|
| R2 |
2,747.3 |
2,747.3 |
2,720.4 |
|
| R1 |
2,729.7 |
2,729.7 |
2,716.2 |
2,738.5 |
| PP |
2,701.3 |
2,701.3 |
2,701.3 |
2,705.8 |
| S1 |
2,683.7 |
2,683.7 |
2,707.8 |
2,692.5 |
| S2 |
2,655.3 |
2,655.3 |
2,703.6 |
|
| S3 |
2,609.3 |
2,637.7 |
2,699.4 |
|
| S4 |
2,563.3 |
2,591.7 |
2,686.7 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,019.7 |
2,835.9 |
|
| R3 |
2,990.3 |
2,932.7 |
2,811.9 |
|
| R2 |
2,903.3 |
2,903.3 |
2,804.0 |
|
| R1 |
2,845.7 |
2,845.7 |
2,796.0 |
2,831.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,809.0 |
| S1 |
2,758.7 |
2,758.7 |
2,780.0 |
2,744.0 |
| S2 |
2,729.3 |
2,729.3 |
2,772.1 |
|
| S3 |
2,642.3 |
2,671.7 |
2,764.1 |
|
| S4 |
2,555.3 |
2,584.7 |
2,740.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,872.0 |
2,605.0 |
267.0 |
9.8% |
65.2 |
2.4% |
40% |
False |
False |
4,030 |
| 10 |
2,887.0 |
2,605.0 |
282.0 |
10.4% |
51.9 |
1.9% |
38% |
False |
False |
5,794 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.4% |
50.6 |
1.9% |
38% |
False |
False |
9,497 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.4% |
46.0 |
1.7% |
38% |
False |
False |
7,495 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.4% |
42.6 |
1.6% |
29% |
False |
False |
5,122 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.4% |
39.5 |
1.5% |
29% |
False |
False |
3,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.5 |
|
2.618 |
2,839.4 |
|
1.618 |
2,793.4 |
|
1.000 |
2,765.0 |
|
0.618 |
2,747.4 |
|
HIGH |
2,719.0 |
|
0.618 |
2,701.4 |
|
0.500 |
2,696.0 |
|
0.382 |
2,690.6 |
|
LOW |
2,673.0 |
|
0.618 |
2,644.6 |
|
1.000 |
2,627.0 |
|
1.618 |
2,598.6 |
|
2.618 |
2,552.6 |
|
4.250 |
2,477.5 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.7 |
2,704.0 |
| PP |
2,701.3 |
2,696.0 |
| S1 |
2,696.0 |
2,688.0 |
|