| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
12,437.12 |
12,475.11 |
37.99 |
0.3% |
12,655.62 |
| High |
12,504.82 |
12,475.26 |
-29.56 |
-0.2% |
12,655.84 |
| Low |
12,406.09 |
12,296.23 |
-109.86 |
-0.9% |
12,406.09 |
| Close |
12,479.73 |
12,385.16 |
-94.57 |
-0.8% |
12,479.73 |
| Range |
98.73 |
179.03 |
80.30 |
81.3% |
249.75 |
| ATR |
139.64 |
142.78 |
3.13 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,922.64 |
12,832.93 |
12,483.63 |
|
| R3 |
12,743.61 |
12,653.90 |
12,434.39 |
|
| R2 |
12,564.58 |
12,564.58 |
12,417.98 |
|
| R1 |
12,474.87 |
12,474.87 |
12,401.57 |
12,430.21 |
| PP |
12,385.55 |
12,385.55 |
12,385.55 |
12,363.22 |
| S1 |
12,295.84 |
12,295.84 |
12,368.75 |
12,251.18 |
| S2 |
12,206.52 |
12,206.52 |
12,352.34 |
|
| S3 |
12,027.49 |
12,116.81 |
12,335.93 |
|
| S4 |
11,848.46 |
11,937.78 |
12,286.69 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,263.14 |
13,121.18 |
12,617.09 |
|
| R3 |
13,013.39 |
12,871.43 |
12,548.41 |
|
| R2 |
12,763.64 |
12,763.64 |
12,525.52 |
|
| R1 |
12,621.68 |
12,621.68 |
12,502.62 |
12,567.79 |
| PP |
12,513.89 |
12,513.89 |
12,513.89 |
12,486.94 |
| S1 |
12,371.93 |
12,371.93 |
12,456.84 |
12,318.04 |
| S2 |
12,264.14 |
12,264.14 |
12,433.94 |
|
| S3 |
12,014.39 |
12,122.18 |
12,411.05 |
|
| S4 |
11,764.64 |
11,872.43 |
12,342.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,611.04 |
12,296.23 |
314.81 |
2.5% |
146.55 |
1.2% |
28% |
False |
True |
|
| 10 |
12,753.89 |
12,296.23 |
457.66 |
3.7% |
136.07 |
1.1% |
19% |
False |
True |
|
| 20 |
12,753.89 |
11,874.94 |
878.95 |
7.1% |
143.58 |
1.2% |
58% |
False |
False |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.2% |
138.75 |
1.1% |
59% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.2% |
133.89 |
1.1% |
52% |
False |
False |
|
| 80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.2% |
127.85 |
1.0% |
52% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
136.33 |
1.1% |
63% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
129.68 |
1.0% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,236.14 |
|
2.618 |
12,943.96 |
|
1.618 |
12,764.93 |
|
1.000 |
12,654.29 |
|
0.618 |
12,585.90 |
|
HIGH |
12,475.26 |
|
0.618 |
12,406.87 |
|
0.500 |
12,385.75 |
|
0.382 |
12,364.62 |
|
LOW |
12,296.23 |
|
0.618 |
12,185.59 |
|
1.000 |
12,117.20 |
|
1.618 |
12,006.56 |
|
2.618 |
11,827.53 |
|
4.250 |
11,535.35 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,385.75 |
12,439.11 |
| PP |
12,385.55 |
12,421.12 |
| S1 |
12,385.36 |
12,403.14 |
|