| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,679.0 |
2,678.0 |
-1.0 |
0.0% |
2,771.0 |
| High |
2,705.0 |
2,687.0 |
-18.0 |
-0.7% |
2,771.0 |
| Low |
2,675.0 |
2,661.0 |
-14.0 |
-0.5% |
2,605.0 |
| Close |
2,694.0 |
2,675.0 |
-19.0 |
-0.7% |
2,675.0 |
| Range |
30.0 |
26.0 |
-4.0 |
-13.3% |
166.0 |
| ATR |
53.3 |
51.9 |
-1.5 |
-2.7% |
0.0 |
| Volume |
447 |
245 |
-202 |
-45.2% |
17,805 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.3 |
2,739.7 |
2,689.3 |
|
| R3 |
2,726.3 |
2,713.7 |
2,682.2 |
|
| R2 |
2,700.3 |
2,700.3 |
2,679.8 |
|
| R1 |
2,687.7 |
2,687.7 |
2,677.4 |
2,681.0 |
| PP |
2,674.3 |
2,674.3 |
2,674.3 |
2,671.0 |
| S1 |
2,661.7 |
2,661.7 |
2,672.6 |
2,655.0 |
| S2 |
2,648.3 |
2,648.3 |
2,670.2 |
|
| S3 |
2,622.3 |
2,635.7 |
2,667.9 |
|
| S4 |
2,596.3 |
2,609.7 |
2,660.7 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.7 |
3,094.3 |
2,766.3 |
|
| R3 |
3,015.7 |
2,928.3 |
2,720.7 |
|
| R2 |
2,849.7 |
2,849.7 |
2,705.4 |
|
| R1 |
2,762.3 |
2,762.3 |
2,690.2 |
2,723.0 |
| PP |
2,683.7 |
2,683.7 |
2,683.7 |
2,664.0 |
| S1 |
2,596.3 |
2,596.3 |
2,659.8 |
2,557.0 |
| S2 |
2,517.7 |
2,517.7 |
2,644.6 |
|
| S3 |
2,351.7 |
2,430.3 |
2,629.4 |
|
| S4 |
2,185.7 |
2,264.3 |
2,583.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,771.0 |
2,605.0 |
166.0 |
6.2% |
54.8 |
2.0% |
42% |
False |
False |
3,561 |
| 10 |
2,874.0 |
2,605.0 |
269.0 |
10.1% |
46.7 |
1.7% |
26% |
False |
False |
2,120 |
| 20 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
47.4 |
1.8% |
25% |
False |
False |
7,011 |
| 40 |
2,887.0 |
2,605.0 |
282.0 |
10.5% |
45.0 |
1.7% |
25% |
False |
False |
7,507 |
| 60 |
2,969.0 |
2,605.0 |
364.0 |
13.6% |
42.9 |
1.6% |
19% |
False |
False |
5,126 |
| 80 |
2,969.0 |
2,605.0 |
364.0 |
13.6% |
39.4 |
1.5% |
19% |
False |
False |
3,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,797.5 |
|
2.618 |
2,755.1 |
|
1.618 |
2,729.1 |
|
1.000 |
2,713.0 |
|
0.618 |
2,703.1 |
|
HIGH |
2,687.0 |
|
0.618 |
2,677.1 |
|
0.500 |
2,674.0 |
|
0.382 |
2,670.9 |
|
LOW |
2,661.0 |
|
0.618 |
2,644.9 |
|
1.000 |
2,635.0 |
|
1.618 |
2,618.9 |
|
2.618 |
2,592.9 |
|
4.250 |
2,550.5 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,674.7 |
2,690.0 |
| PP |
2,674.3 |
2,685.0 |
| S1 |
2,674.0 |
2,680.0 |
|