| 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 |
1,305.50 |
1,304.00 |
-1.50 |
-0.1% |
1,328.50 |
| High |
1,322.00 |
1,317.50 |
-4.50 |
-0.3% |
1,348.75 |
| Low |
1,302.25 |
1,297.00 |
-5.25 |
-0.4% |
1,321.50 |
| Close |
1,306.75 |
1,301.25 |
-5.50 |
-0.4% |
1,336.50 |
| Range |
19.75 |
20.50 |
0.75 |
3.8% |
27.25 |
| ATR |
19.38 |
19.46 |
0.08 |
0.4% |
0.00 |
| Volume |
3,106 |
1,312 |
-1,794 |
-57.8% |
3,429 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.75 |
1,354.50 |
1,312.50 |
|
| R3 |
1,346.25 |
1,334.00 |
1,307.00 |
|
| R2 |
1,325.75 |
1,325.75 |
1,305.00 |
|
| R1 |
1,313.50 |
1,313.50 |
1,303.25 |
1,309.50 |
| PP |
1,305.25 |
1,305.25 |
1,305.25 |
1,303.25 |
| S1 |
1,293.00 |
1,293.00 |
1,299.25 |
1,289.00 |
| S2 |
1,284.75 |
1,284.75 |
1,297.50 |
|
| S3 |
1,264.25 |
1,272.50 |
1,295.50 |
|
| S4 |
1,243.75 |
1,252.00 |
1,290.00 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.25 |
1,404.25 |
1,351.50 |
|
| R3 |
1,390.00 |
1,377.00 |
1,344.00 |
|
| R2 |
1,362.75 |
1,362.75 |
1,341.50 |
|
| R1 |
1,349.75 |
1,349.75 |
1,339.00 |
1,356.25 |
| PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,339.00 |
| S1 |
1,322.50 |
1,322.50 |
1,334.00 |
1,329.00 |
| S2 |
1,308.25 |
1,308.25 |
1,331.50 |
|
| S3 |
1,281.00 |
1,295.25 |
1,329.00 |
|
| S4 |
1,253.75 |
1,268.00 |
1,321.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,348.75 |
1,290.25 |
58.50 |
4.5% |
23.50 |
1.8% |
19% |
False |
False |
1,703 |
| 10 |
1,348.75 |
1,290.25 |
58.50 |
4.5% |
19.75 |
1.5% |
19% |
False |
False |
1,234 |
| 20 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
19.50 |
1.5% |
53% |
False |
False |
1,107 |
| 40 |
1,348.75 |
1,247.50 |
101.25 |
7.8% |
17.50 |
1.3% |
53% |
False |
False |
714 |
| 60 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
16.50 |
1.3% |
47% |
False |
False |
543 |
| 80 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
15.25 |
1.2% |
47% |
False |
False |
439 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
13.75 |
1.1% |
54% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.50 |
|
2.618 |
1,371.25 |
|
1.618 |
1,350.75 |
|
1.000 |
1,338.00 |
|
0.618 |
1,330.25 |
|
HIGH |
1,317.50 |
|
0.618 |
1,309.75 |
|
0.500 |
1,307.25 |
|
0.382 |
1,304.75 |
|
LOW |
1,297.00 |
|
0.618 |
1,284.25 |
|
1.000 |
1,276.50 |
|
1.618 |
1,263.75 |
|
2.618 |
1,243.25 |
|
4.250 |
1,210.00 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,307.25 |
1,306.00 |
| PP |
1,305.25 |
1,304.50 |
| S1 |
1,303.25 |
1,303.00 |
|