| 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 |
1,304.00 |
1,301.50 |
-2.50 |
-0.2% |
1,332.00 |
| High |
1,317.50 |
1,309.75 |
-7.75 |
-0.6% |
1,332.00 |
| Low |
1,297.00 |
1,295.50 |
-1.50 |
-0.1% |
1,290.25 |
| Close |
1,301.25 |
1,309.50 |
8.25 |
0.6% |
1,309.50 |
| Range |
20.50 |
14.25 |
-6.25 |
-30.5% |
41.75 |
| ATR |
19.46 |
19.09 |
-0.37 |
-1.9% |
0.00 |
| Volume |
1,312 |
1,540 |
228 |
17.4% |
8,940 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.75 |
1,342.75 |
1,317.25 |
|
| R3 |
1,333.50 |
1,328.50 |
1,313.50 |
|
| R2 |
1,319.25 |
1,319.25 |
1,312.00 |
|
| R1 |
1,314.25 |
1,314.25 |
1,310.75 |
1,316.75 |
| PP |
1,305.00 |
1,305.00 |
1,305.00 |
1,306.00 |
| S1 |
1,300.00 |
1,300.00 |
1,308.25 |
1,302.50 |
| S2 |
1,290.75 |
1,290.75 |
1,307.00 |
|
| S3 |
1,276.50 |
1,285.75 |
1,305.50 |
|
| S4 |
1,262.25 |
1,271.50 |
1,301.75 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.75 |
1,414.50 |
1,332.50 |
|
| R3 |
1,394.00 |
1,372.75 |
1,321.00 |
|
| R2 |
1,352.25 |
1,352.25 |
1,317.25 |
|
| R1 |
1,331.00 |
1,331.00 |
1,313.25 |
1,320.75 |
| PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,305.50 |
| S1 |
1,289.25 |
1,289.25 |
1,305.75 |
1,279.00 |
| S2 |
1,268.75 |
1,268.75 |
1,301.75 |
|
| S3 |
1,227.00 |
1,247.50 |
1,298.00 |
|
| S4 |
1,185.25 |
1,205.75 |
1,286.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,332.00 |
1,290.25 |
41.75 |
3.2% |
21.50 |
1.6% |
46% |
False |
False |
1,788 |
| 10 |
1,348.75 |
1,290.25 |
58.50 |
4.5% |
19.50 |
1.5% |
33% |
False |
False |
1,304 |
| 20 |
1,348.75 |
1,251.25 |
97.50 |
7.4% |
19.25 |
1.5% |
60% |
False |
False |
1,176 |
| 40 |
1,348.75 |
1,247.50 |
101.25 |
7.7% |
17.50 |
1.3% |
61% |
False |
False |
726 |
| 60 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
16.50 |
1.3% |
55% |
False |
False |
551 |
| 80 |
1,361.00 |
1,247.50 |
113.50 |
8.7% |
15.25 |
1.2% |
55% |
False |
False |
458 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
9.9% |
14.00 |
1.1% |
60% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.25 |
|
2.618 |
1,347.00 |
|
1.618 |
1,332.75 |
|
1.000 |
1,324.00 |
|
0.618 |
1,318.50 |
|
HIGH |
1,309.75 |
|
0.618 |
1,304.25 |
|
0.500 |
1,302.50 |
|
0.382 |
1,301.00 |
|
LOW |
1,295.50 |
|
0.618 |
1,286.75 |
|
1.000 |
1,281.25 |
|
1.618 |
1,272.50 |
|
2.618 |
1,258.25 |
|
4.250 |
1,235.00 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,307.25 |
1,309.25 |
| PP |
1,305.00 |
1,309.00 |
| S1 |
1,302.50 |
1,308.75 |
|