| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,414.00 |
2,415.00 |
1.00 |
0.0% |
2,341.50 |
| High |
2,429.50 |
2,420.50 |
-9.00 |
-0.4% |
2,423.75 |
| Low |
2,407.50 |
2,353.50 |
-54.00 |
-2.2% |
2,313.00 |
| Close |
2,418.00 |
2,352.25 |
-65.75 |
-2.7% |
2,422.50 |
| Range |
22.00 |
67.00 |
45.00 |
204.5% |
110.75 |
| ATR |
36.60 |
38.77 |
2.17 |
5.9% |
0.00 |
| Volume |
213 |
246 |
33 |
15.5% |
3,311 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,576.50 |
2,531.25 |
2,389.00 |
|
| R3 |
2,509.50 |
2,464.25 |
2,370.75 |
|
| R2 |
2,442.50 |
2,442.50 |
2,364.50 |
|
| R1 |
2,397.25 |
2,397.25 |
2,358.50 |
2,386.50 |
| PP |
2,375.50 |
2,375.50 |
2,375.50 |
2,370.00 |
| S1 |
2,330.25 |
2,330.25 |
2,346.00 |
2,319.50 |
| S2 |
2,308.50 |
2,308.50 |
2,340.00 |
|
| S3 |
2,241.50 |
2,263.25 |
2,333.75 |
|
| S4 |
2,174.50 |
2,196.25 |
2,315.50 |
|
|
| 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 |
2,353.50 |
76.00 |
3.2% |
44.50 |
1.9% |
-2% |
False |
True |
1,168 |
| 10 |
2,429.50 |
2,309.50 |
120.00 |
5.1% |
42.25 |
1.8% |
36% |
False |
False |
651 |
| 20 |
2,429.50 |
2,270.75 |
158.75 |
6.7% |
38.25 |
1.6% |
51% |
False |
False |
377 |
| 40 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
30.25 |
1.3% |
70% |
False |
False |
199 |
| 60 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
20.75 |
0.9% |
70% |
False |
False |
133 |
| 80 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
16.50 |
0.7% |
70% |
False |
False |
101 |
| 100 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
15.00 |
0.6% |
70% |
False |
False |
82 |
| 120 |
2,429.50 |
2,171.50 |
258.00 |
11.0% |
12.50 |
0.5% |
70% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,705.25 |
|
2.618 |
2,596.00 |
|
1.618 |
2,529.00 |
|
1.000 |
2,487.50 |
|
0.618 |
2,462.00 |
|
HIGH |
2,420.50 |
|
0.618 |
2,395.00 |
|
0.500 |
2,387.00 |
|
0.382 |
2,379.00 |
|
LOW |
2,353.50 |
|
0.618 |
2,312.00 |
|
1.000 |
2,286.50 |
|
1.618 |
2,245.00 |
|
2.618 |
2,178.00 |
|
4.250 |
2,068.75 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.00 |
2,391.50 |
| PP |
2,375.50 |
2,378.50 |
| S1 |
2,363.75 |
2,365.25 |
|