| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,688.0 |
2,582.0 |
-106.0 |
-3.9% |
2,741.0 |
| High |
2,705.0 |
2,584.0 |
-121.0 |
-4.5% |
2,760.0 |
| Low |
2,573.0 |
2,506.0 |
-67.0 |
-2.6% |
2,625.0 |
| Close |
2,601.0 |
2,546.0 |
-55.0 |
-2.1% |
2,668.0 |
| Range |
132.0 |
78.0 |
-54.0 |
-40.9% |
135.0 |
| ATR |
58.9 |
61.5 |
2.6 |
4.4% |
0.0 |
| Volume |
357 |
6,323 |
5,966 |
1,671.1% |
2,032 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.3 |
2,740.7 |
2,588.9 |
|
| R3 |
2,701.3 |
2,662.7 |
2,567.5 |
|
| R2 |
2,623.3 |
2,623.3 |
2,560.3 |
|
| R1 |
2,584.7 |
2,584.7 |
2,553.2 |
2,565.0 |
| PP |
2,545.3 |
2,545.3 |
2,545.3 |
2,535.5 |
| S1 |
2,506.7 |
2,506.7 |
2,538.9 |
2,487.0 |
| S2 |
2,467.3 |
2,467.3 |
2,531.7 |
|
| S3 |
2,389.3 |
2,428.7 |
2,524.6 |
|
| S4 |
2,311.3 |
2,350.7 |
2,503.1 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.3 |
3,013.7 |
2,742.3 |
|
| R3 |
2,954.3 |
2,878.7 |
2,705.1 |
|
| R2 |
2,819.3 |
2,819.3 |
2,692.8 |
|
| R1 |
2,743.7 |
2,743.7 |
2,680.4 |
2,714.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,669.5 |
| S1 |
2,608.7 |
2,608.7 |
2,655.6 |
2,579.0 |
| S2 |
2,549.3 |
2,549.3 |
2,643.3 |
|
| S3 |
2,414.3 |
2,473.7 |
2,630.9 |
|
| S4 |
2,279.3 |
2,338.7 |
2,593.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,723.0 |
2,506.0 |
217.0 |
8.5% |
73.8 |
2.9% |
18% |
False |
True |
1,616 |
| 10 |
2,790.0 |
2,506.0 |
284.0 |
11.2% |
59.6 |
2.3% |
14% |
False |
True |
1,534 |
| 20 |
2,872.0 |
2,506.0 |
366.0 |
14.4% |
55.4 |
2.2% |
11% |
False |
True |
1,874 |
| 40 |
2,887.0 |
2,506.0 |
381.0 |
15.0% |
50.8 |
2.0% |
10% |
False |
True |
6,854 |
| 60 |
2,925.0 |
2,506.0 |
419.0 |
16.5% |
47.1 |
1.8% |
10% |
False |
True |
5,310 |
| 80 |
2,969.0 |
2,506.0 |
463.0 |
18.2% |
43.3 |
1.7% |
9% |
False |
True |
4,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.5 |
|
2.618 |
2,788.2 |
|
1.618 |
2,710.2 |
|
1.000 |
2,662.0 |
|
0.618 |
2,632.2 |
|
HIGH |
2,584.0 |
|
0.618 |
2,554.2 |
|
0.500 |
2,545.0 |
|
0.382 |
2,535.8 |
|
LOW |
2,506.0 |
|
0.618 |
2,457.8 |
|
1.000 |
2,428.0 |
|
1.618 |
2,379.8 |
|
2.618 |
2,301.8 |
|
4.250 |
2,174.5 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.7 |
2,605.5 |
| PP |
2,545.3 |
2,585.7 |
| S1 |
2,545.0 |
2,565.8 |
|