| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1,318.50 |
1,316.00 |
-2.50 |
-0.2% |
1,332.00 |
| High |
1,324.00 |
1,337.75 |
13.75 |
1.0% |
1,332.00 |
| Low |
1,313.75 |
1,309.75 |
-4.00 |
-0.3% |
1,290.25 |
| Close |
1,315.75 |
1,337.00 |
21.25 |
1.6% |
1,309.50 |
| Range |
10.25 |
28.00 |
17.75 |
173.2% |
41.75 |
| ATR |
19.05 |
19.69 |
0.64 |
3.4% |
0.00 |
| Volume |
2,153 |
321 |
-1,832 |
-85.1% |
8,940 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.25 |
1,402.50 |
1,352.50 |
|
| R3 |
1,384.25 |
1,374.50 |
1,344.75 |
|
| R2 |
1,356.25 |
1,356.25 |
1,342.25 |
|
| R1 |
1,346.50 |
1,346.50 |
1,339.50 |
1,351.50 |
| PP |
1,328.25 |
1,328.25 |
1,328.25 |
1,330.50 |
| S1 |
1,318.50 |
1,318.50 |
1,334.50 |
1,323.50 |
| S2 |
1,300.25 |
1,300.25 |
1,331.75 |
|
| S3 |
1,272.25 |
1,290.50 |
1,329.25 |
|
| S4 |
1,244.25 |
1,262.50 |
1,321.50 |
|
|
| 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 |
1,337.75 |
1,285.75 |
52.00 |
3.9% |
19.75 |
1.5% |
99% |
True |
False |
1,340 |
| 10 |
1,348.75 |
1,285.75 |
63.00 |
4.7% |
21.50 |
1.6% |
81% |
False |
False |
1,521 |
| 20 |
1,348.75 |
1,252.00 |
96.75 |
7.2% |
20.00 |
1.5% |
88% |
False |
False |
1,338 |
| 40 |
1,348.75 |
1,247.50 |
101.25 |
7.6% |
18.25 |
1.4% |
88% |
False |
False |
852 |
| 60 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
17.00 |
1.3% |
79% |
False |
False |
622 |
| 80 |
1,361.00 |
1,247.50 |
113.50 |
8.5% |
15.75 |
1.2% |
79% |
False |
False |
522 |
| 100 |
1,361.00 |
1,232.00 |
129.00 |
9.6% |
14.75 |
1.1% |
81% |
False |
False |
438 |
| 120 |
1,361.00 |
1,232.00 |
129.00 |
9.6% |
12.50 |
0.9% |
81% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,456.75 |
|
2.618 |
1,411.00 |
|
1.618 |
1,383.00 |
|
1.000 |
1,365.75 |
|
0.618 |
1,355.00 |
|
HIGH |
1,337.75 |
|
0.618 |
1,327.00 |
|
0.500 |
1,323.75 |
|
0.382 |
1,320.50 |
|
LOW |
1,309.75 |
|
0.618 |
1,292.50 |
|
1.000 |
1,281.75 |
|
1.618 |
1,264.50 |
|
2.618 |
1,236.50 |
|
4.250 |
1,190.75 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.50 |
1,330.00 |
| PP |
1,328.25 |
1,323.25 |
| S1 |
1,323.75 |
1,316.50 |
|