| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
12,505.54 |
12,447.33 |
-58.21 |
-0.5% |
12,583.00 |
| High |
12,570.58 |
12,611.04 |
40.46 |
0.3% |
12,753.89 |
| Low |
12,446.88 |
12,447.33 |
0.45 |
0.0% |
12,539.21 |
| Close |
12,446.88 |
12,491.61 |
44.73 |
0.4% |
12,657.20 |
| Range |
123.70 |
163.71 |
40.01 |
32.3% |
214.68 |
| ATR |
139.09 |
140.88 |
1.79 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,007.79 |
12,913.41 |
12,581.65 |
|
| R3 |
12,844.08 |
12,749.70 |
12,536.63 |
|
| R2 |
12,680.37 |
12,680.37 |
12,521.62 |
|
| R1 |
12,585.99 |
12,585.99 |
12,506.62 |
12,633.18 |
| PP |
12,516.66 |
12,516.66 |
12,516.66 |
12,540.26 |
| S1 |
12,422.28 |
12,422.28 |
12,476.60 |
12,469.47 |
| S2 |
12,352.95 |
12,352.95 |
12,461.60 |
|
| S3 |
12,189.24 |
12,258.57 |
12,446.59 |
|
| S4 |
12,025.53 |
12,094.86 |
12,401.57 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,294.14 |
13,190.35 |
12,775.27 |
|
| R3 |
13,079.46 |
12,975.67 |
12,716.24 |
|
| R2 |
12,864.78 |
12,864.78 |
12,696.56 |
|
| R1 |
12,760.99 |
12,760.99 |
12,676.88 |
12,812.89 |
| PP |
12,650.10 |
12,650.10 |
12,650.10 |
12,676.05 |
| S1 |
12,546.31 |
12,546.31 |
12,637.52 |
12,598.21 |
| S2 |
12,435.42 |
12,435.42 |
12,617.84 |
|
| S3 |
12,220.74 |
12,331.63 |
12,598.16 |
|
| S4 |
12,006.06 |
12,116.95 |
12,539.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,753.89 |
12,446.88 |
307.01 |
2.5% |
150.02 |
1.2% |
15% |
False |
False |
|
| 10 |
12,753.89 |
12,175.86 |
578.03 |
4.6% |
138.09 |
1.1% |
55% |
False |
False |
|
| 20 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
143.18 |
1.1% |
71% |
False |
False |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.1% |
137.39 |
1.1% |
71% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
135.35 |
1.1% |
62% |
False |
False |
|
| 80 |
12,876.00 |
11,860.11 |
1,015.89 |
8.1% |
127.41 |
1.0% |
62% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
136.47 |
1.1% |
71% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
128.34 |
1.0% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,306.81 |
|
2.618 |
13,039.63 |
|
1.618 |
12,875.92 |
|
1.000 |
12,774.75 |
|
0.618 |
12,712.21 |
|
HIGH |
12,611.04 |
|
0.618 |
12,548.50 |
|
0.500 |
12,529.19 |
|
0.382 |
12,509.87 |
|
LOW |
12,447.33 |
|
0.618 |
12,346.16 |
|
1.000 |
12,283.62 |
|
1.618 |
12,182.45 |
|
2.618 |
12,018.74 |
|
4.250 |
11,751.56 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,529.19 |
12,551.36 |
| PP |
12,516.66 |
12,531.44 |
| S1 |
12,504.14 |
12,511.53 |
|