| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,372.75 |
2,404.25 |
31.50 |
1.3% |
2,341.50 |
| High |
2,408.50 |
2,423.75 |
15.25 |
0.6% |
2,423.75 |
| Low |
2,361.00 |
2,391.75 |
30.75 |
1.3% |
2,313.00 |
| Close |
2,404.75 |
2,422.50 |
17.75 |
0.7% |
2,422.50 |
| Range |
47.50 |
32.00 |
-15.50 |
-32.6% |
110.75 |
| ATR |
36.80 |
36.45 |
-0.34 |
-0.9% |
0.00 |
| Volume |
154 |
2,635 |
2,481 |
1,611.0% |
3,311 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.75 |
2,497.50 |
2,440.00 |
|
| R3 |
2,476.75 |
2,465.50 |
2,431.25 |
|
| R2 |
2,444.75 |
2,444.75 |
2,428.25 |
|
| R1 |
2,433.50 |
2,433.50 |
2,425.50 |
2,439.00 |
| PP |
2,412.75 |
2,412.75 |
2,412.75 |
2,415.50 |
| S1 |
2,401.50 |
2,401.50 |
2,419.50 |
2,407.00 |
| S2 |
2,380.75 |
2,380.75 |
2,416.75 |
|
| S3 |
2,348.75 |
2,369.50 |
2,413.75 |
|
| S4 |
2,316.75 |
2,337.50 |
2,405.00 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.75 |
2,681.25 |
2,483.50 |
|
| R3 |
2,608.00 |
2,570.50 |
2,453.00 |
|
| R2 |
2,497.25 |
2,497.25 |
2,442.75 |
|
| R1 |
2,459.75 |
2,459.75 |
2,432.75 |
2,478.50 |
| PP |
2,386.50 |
2,386.50 |
2,386.50 |
2,395.75 |
| S1 |
2,349.00 |
2,349.00 |
2,412.25 |
2,367.75 |
| S2 |
2,275.75 |
2,275.75 |
2,402.25 |
|
| S3 |
2,165.00 |
2,238.25 |
2,392.00 |
|
| S4 |
2,054.25 |
2,127.50 |
2,361.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,423.75 |
2,313.00 |
110.75 |
4.6% |
40.50 |
1.7% |
99% |
True |
False |
662 |
| 10 |
2,423.75 |
2,309.50 |
114.25 |
4.7% |
39.50 |
1.6% |
99% |
True |
False |
384 |
| 20 |
2,423.75 |
2,188.50 |
235.25 |
9.7% |
39.00 |
1.6% |
99% |
True |
False |
233 |
| 40 |
2,423.75 |
2,171.50 |
252.25 |
10.4% |
27.00 |
1.1% |
100% |
True |
False |
123 |
| 60 |
2,423.75 |
2,171.50 |
252.25 |
10.4% |
18.25 |
0.8% |
100% |
True |
False |
83 |
| 80 |
2,423.75 |
2,171.50 |
252.25 |
10.4% |
14.75 |
0.6% |
100% |
True |
False |
63 |
| 100 |
2,423.75 |
2,171.50 |
252.25 |
10.4% |
13.50 |
0.6% |
100% |
True |
False |
52 |
| 120 |
2,423.75 |
2,171.50 |
252.25 |
10.4% |
11.25 |
0.5% |
100% |
True |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.75 |
|
2.618 |
2,507.50 |
|
1.618 |
2,475.50 |
|
1.000 |
2,455.75 |
|
0.618 |
2,443.50 |
|
HIGH |
2,423.75 |
|
0.618 |
2,411.50 |
|
0.500 |
2,407.75 |
|
0.382 |
2,404.00 |
|
LOW |
2,391.75 |
|
0.618 |
2,372.00 |
|
1.000 |
2,359.75 |
|
1.618 |
2,340.00 |
|
2.618 |
2,308.00 |
|
4.250 |
2,255.75 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,417.50 |
2,412.50 |
| PP |
2,412.75 |
2,402.50 |
| S1 |
2,407.75 |
2,392.50 |
|