| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
12,583.68 |
12,567.07 |
-16.61 |
-0.1% |
12,655.62 |
| High |
12,603.51 |
12,751.43 |
147.92 |
1.2% |
12,655.84 |
| Low |
12,546.56 |
12,566.61 |
20.05 |
0.2% |
12,406.09 |
| Close |
12,571.91 |
12,724.41 |
152.50 |
1.2% |
12,479.73 |
| Range |
56.95 |
184.82 |
127.87 |
224.5% |
249.75 |
| ATR |
141.93 |
144.99 |
3.06 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,235.28 |
13,164.66 |
12,826.06 |
|
| R3 |
13,050.46 |
12,979.84 |
12,775.24 |
|
| R2 |
12,865.64 |
12,865.64 |
12,758.29 |
|
| R1 |
12,795.02 |
12,795.02 |
12,741.35 |
12,830.33 |
| PP |
12,680.82 |
12,680.82 |
12,680.82 |
12,698.47 |
| S1 |
12,610.20 |
12,610.20 |
12,707.47 |
12,645.51 |
| S2 |
12,496.00 |
12,496.00 |
12,690.53 |
|
| S3 |
12,311.18 |
12,425.38 |
12,673.58 |
|
| S4 |
12,126.36 |
12,240.56 |
12,622.76 |
|
|
| 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 |
12,751.43 |
12,296.23 |
455.20 |
3.6% |
148.23 |
1.2% |
94% |
True |
False |
|
| 10 |
12,751.43 |
12,296.23 |
455.20 |
3.6% |
153.21 |
1.2% |
94% |
True |
False |
|
| 20 |
12,753.89 |
11,874.94 |
878.95 |
6.9% |
148.40 |
1.2% |
97% |
False |
False |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.0% |
141.06 |
1.1% |
97% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
137.38 |
1.1% |
85% |
False |
False |
|
| 80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.0% |
130.30 |
1.0% |
85% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
137.55 |
1.1% |
89% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
130.91 |
1.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,536.92 |
|
2.618 |
13,235.29 |
|
1.618 |
13,050.47 |
|
1.000 |
12,936.25 |
|
0.618 |
12,865.65 |
|
HIGH |
12,751.43 |
|
0.618 |
12,680.83 |
|
0.500 |
12,659.02 |
|
0.382 |
12,637.21 |
|
LOW |
12,566.61 |
|
0.618 |
12,452.39 |
|
1.000 |
12,381.79 |
|
1.618 |
12,267.57 |
|
2.618 |
12,082.75 |
|
4.250 |
11,781.13 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,702.61 |
12,672.51 |
| PP |
12,680.82 |
12,620.60 |
| S1 |
12,659.02 |
12,568.70 |
|