| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,404.25 |
2,402.25 |
-2.00 |
-0.1% |
2,341.50 |
| High |
2,423.75 |
2,428.25 |
4.50 |
0.2% |
2,423.75 |
| Low |
2,391.75 |
2,374.00 |
-17.75 |
-0.7% |
2,313.00 |
| Close |
2,422.50 |
2,418.00 |
-4.50 |
-0.2% |
2,422.50 |
| Range |
32.00 |
54.25 |
22.25 |
69.5% |
110.75 |
| ATR |
36.45 |
37.73 |
1.27 |
3.5% |
0.00 |
| Volume |
2,635 |
2,595 |
-40 |
-1.5% |
3,311 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,569.50 |
2,548.00 |
2,447.75 |
|
| R3 |
2,515.25 |
2,493.75 |
2,433.00 |
|
| R2 |
2,461.00 |
2,461.00 |
2,428.00 |
|
| R1 |
2,439.50 |
2,439.50 |
2,423.00 |
2,450.25 |
| PP |
2,406.75 |
2,406.75 |
2,406.75 |
2,412.00 |
| S1 |
2,385.25 |
2,385.25 |
2,413.00 |
2,396.00 |
| S2 |
2,352.50 |
2,352.50 |
2,408.00 |
|
| S3 |
2,298.25 |
2,331.00 |
2,403.00 |
|
| S4 |
2,244.00 |
2,276.75 |
2,388.25 |
|
|
| 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 |
2,428.25 |
2,334.75 |
93.50 |
3.9% |
44.75 |
1.9% |
89% |
True |
False |
1,165 |
| 10 |
2,428.25 |
2,309.50 |
118.75 |
4.9% |
40.50 |
1.7% |
91% |
True |
False |
631 |
| 20 |
2,428.25 |
2,188.50 |
239.75 |
9.9% |
39.25 |
1.6% |
96% |
True |
False |
358 |
| 40 |
2,428.25 |
2,171.50 |
256.75 |
10.6% |
28.50 |
1.2% |
96% |
True |
False |
188 |
| 60 |
2,428.25 |
2,171.50 |
256.75 |
10.6% |
19.25 |
0.8% |
96% |
True |
False |
126 |
| 80 |
2,428.25 |
2,171.50 |
256.75 |
10.6% |
15.50 |
0.6% |
96% |
True |
False |
95 |
| 100 |
2,428.25 |
2,171.50 |
256.75 |
10.6% |
14.00 |
0.6% |
96% |
True |
False |
78 |
| 120 |
2,428.25 |
2,171.50 |
256.75 |
10.6% |
11.75 |
0.5% |
96% |
True |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.75 |
|
2.618 |
2,570.25 |
|
1.618 |
2,516.00 |
|
1.000 |
2,482.50 |
|
0.618 |
2,461.75 |
|
HIGH |
2,428.25 |
|
0.618 |
2,407.50 |
|
0.500 |
2,401.00 |
|
0.382 |
2,394.75 |
|
LOW |
2,374.00 |
|
0.618 |
2,340.50 |
|
1.000 |
2,319.75 |
|
1.618 |
2,286.25 |
|
2.618 |
2,232.00 |
|
4.250 |
2,143.50 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.50 |
2,410.25 |
| PP |
2,406.75 |
2,402.50 |
| S1 |
2,401.00 |
2,394.50 |
|