| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,402.25 |
2,414.00 |
11.75 |
0.5% |
2,341.50 |
| High |
2,428.25 |
2,429.50 |
1.25 |
0.1% |
2,423.75 |
| Low |
2,374.00 |
2,407.50 |
33.50 |
1.4% |
2,313.00 |
| Close |
2,418.00 |
2,418.00 |
0.00 |
0.0% |
2,422.50 |
| Range |
54.25 |
22.00 |
-32.25 |
-59.4% |
110.75 |
| ATR |
37.73 |
36.60 |
-1.12 |
-3.0% |
0.00 |
| Volume |
2,595 |
213 |
-2,382 |
-91.8% |
3,311 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.25 |
2,473.25 |
2,430.00 |
|
| R3 |
2,462.25 |
2,451.25 |
2,424.00 |
|
| R2 |
2,440.25 |
2,440.25 |
2,422.00 |
|
| R1 |
2,429.25 |
2,429.25 |
2,420.00 |
2,434.75 |
| PP |
2,418.25 |
2,418.25 |
2,418.25 |
2,421.00 |
| S1 |
2,407.25 |
2,407.25 |
2,416.00 |
2,412.75 |
| S2 |
2,396.25 |
2,396.25 |
2,414.00 |
|
| S3 |
2,374.25 |
2,385.25 |
2,412.00 |
|
| S4 |
2,352.25 |
2,363.25 |
2,406.00 |
|
|
| 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 |
2,429.50 |
2,361.00 |
68.50 |
2.8% |
37.50 |
1.5% |
83% |
True |
False |
1,136 |
| 10 |
2,429.50 |
2,309.50 |
120.00 |
5.0% |
39.25 |
1.6% |
90% |
True |
False |
644 |
| 20 |
2,429.50 |
2,238.50 |
191.00 |
7.9% |
37.00 |
1.5% |
94% |
True |
False |
366 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
10.7% |
29.00 |
1.2% |
96% |
True |
False |
193 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
10.7% |
19.50 |
0.8% |
96% |
True |
False |
129 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
10.7% |
15.75 |
0.7% |
96% |
True |
False |
98 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
10.7% |
14.25 |
0.6% |
96% |
True |
False |
80 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
10.7% |
12.00 |
0.5% |
96% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.00 |
|
2.618 |
2,487.00 |
|
1.618 |
2,465.00 |
|
1.000 |
2,451.50 |
|
0.618 |
2,443.00 |
|
HIGH |
2,429.50 |
|
0.618 |
2,421.00 |
|
0.500 |
2,418.50 |
|
0.382 |
2,416.00 |
|
LOW |
2,407.50 |
|
0.618 |
2,394.00 |
|
1.000 |
2,385.50 |
|
1.618 |
2,372.00 |
|
2.618 |
2,350.00 |
|
4.250 |
2,314.00 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,418.50 |
2,412.50 |
| PP |
2,418.25 |
2,407.25 |
| S1 |
2,418.25 |
2,401.75 |
|