| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
12,447.33 |
12,491.53 |
44.20 |
0.4% |
12,583.00 |
| High |
12,611.04 |
12,581.98 |
-29.06 |
-0.2% |
12,753.89 |
| Low |
12,447.33 |
12,414.41 |
-32.92 |
-0.3% |
12,539.21 |
| Close |
12,491.61 |
12,437.12 |
-54.49 |
-0.4% |
12,657.20 |
| Range |
163.71 |
167.57 |
3.86 |
2.4% |
214.68 |
| ATR |
140.88 |
142.79 |
1.91 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,980.55 |
12,876.40 |
12,529.28 |
|
| R3 |
12,812.98 |
12,708.83 |
12,483.20 |
|
| R2 |
12,645.41 |
12,645.41 |
12,467.84 |
|
| R1 |
12,541.26 |
12,541.26 |
12,452.48 |
12,509.55 |
| PP |
12,477.84 |
12,477.84 |
12,477.84 |
12,461.98 |
| S1 |
12,373.69 |
12,373.69 |
12,421.76 |
12,341.98 |
| S2 |
12,310.27 |
12,310.27 |
12,406.40 |
|
| S3 |
12,142.70 |
12,206.12 |
12,391.04 |
|
| S4 |
11,975.13 |
12,038.55 |
12,344.96 |
|
|
| 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 |
12,717.90 |
12,414.41 |
303.49 |
2.4% |
158.20 |
1.3% |
7% |
False |
True |
|
| 10 |
12,753.89 |
12,262.10 |
491.79 |
4.0% |
144.00 |
1.2% |
36% |
False |
False |
|
| 20 |
12,753.89 |
11,874.94 |
878.95 |
7.1% |
140.92 |
1.1% |
64% |
False |
False |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.2% |
137.52 |
1.1% |
64% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
134.04 |
1.1% |
57% |
False |
False |
|
| 80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
126.78 |
1.0% |
57% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
137.27 |
1.1% |
67% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.6% |
129.05 |
1.0% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,294.15 |
|
2.618 |
13,020.68 |
|
1.618 |
12,853.11 |
|
1.000 |
12,749.55 |
|
0.618 |
12,685.54 |
|
HIGH |
12,581.98 |
|
0.618 |
12,517.97 |
|
0.500 |
12,498.20 |
|
0.382 |
12,478.42 |
|
LOW |
12,414.41 |
|
0.618 |
12,310.85 |
|
1.000 |
12,246.84 |
|
1.618 |
12,143.28 |
|
2.618 |
11,975.71 |
|
4.250 |
11,702.24 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,498.20 |
12,512.73 |
| PP |
12,477.84 |
12,487.52 |
| S1 |
12,457.48 |
12,462.32 |
|