| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
12,239.36 |
12,144.22 |
-95.14 |
-0.8% |
12,679.72 |
| High |
12,243.07 |
12,282.42 |
39.35 |
0.3% |
12,679.95 |
| Low |
12,083.45 |
11,998.08 |
-85.37 |
-0.7% |
12,083.45 |
| Close |
12,143.24 |
12,132.49 |
-10.75 |
-0.1% |
12,143.24 |
| Range |
159.62 |
284.34 |
124.72 |
78.1% |
596.50 |
| ATR |
146.30 |
156.16 |
9.86 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,990.68 |
12,845.93 |
12,288.88 |
|
| R3 |
12,706.34 |
12,561.59 |
12,210.68 |
|
| R2 |
12,422.00 |
12,422.00 |
12,184.62 |
|
| R1 |
12,277.25 |
12,277.25 |
12,158.55 |
12,207.46 |
| PP |
12,137.66 |
12,137.66 |
12,137.66 |
12,102.77 |
| S1 |
11,992.91 |
11,992.91 |
12,106.43 |
11,923.12 |
| S2 |
11,853.32 |
11,853.32 |
12,080.36 |
|
| S3 |
11,568.98 |
11,708.57 |
12,054.30 |
|
| S4 |
11,284.64 |
11,424.23 |
11,976.10 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,091.71 |
13,713.98 |
12,471.32 |
|
| R3 |
13,495.21 |
13,117.48 |
12,307.28 |
|
| R2 |
12,898.71 |
12,898.71 |
12,252.60 |
|
| R1 |
12,520.98 |
12,520.98 |
12,197.92 |
12,411.60 |
| PP |
12,302.21 |
12,302.21 |
12,302.21 |
12,247.52 |
| S1 |
11,924.48 |
11,924.48 |
12,088.56 |
11,815.10 |
| S2 |
11,705.71 |
11,705.71 |
12,033.88 |
|
| S3 |
11,109.21 |
11,327.98 |
11,979.20 |
|
| S4 |
10,512.71 |
10,731.48 |
11,815.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,593.40 |
11,998.08 |
595.32 |
4.9% |
183.07 |
1.5% |
23% |
False |
True |
|
| 10 |
12,751.43 |
11,998.08 |
753.35 |
6.2% |
161.92 |
1.3% |
18% |
False |
True |
|
| 20 |
12,753.89 |
11,998.08 |
755.81 |
6.2% |
148.99 |
1.2% |
18% |
False |
True |
|
| 40 |
12,753.89 |
11,862.53 |
891.36 |
7.3% |
144.50 |
1.2% |
30% |
False |
False |
|
| 60 |
12,781.06 |
11,862.53 |
918.53 |
7.6% |
142.94 |
1.2% |
29% |
False |
False |
|
| 80 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
137.69 |
1.1% |
27% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
137.19 |
1.1% |
44% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
135.35 |
1.1% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,490.87 |
|
2.618 |
13,026.82 |
|
1.618 |
12,742.48 |
|
1.000 |
12,566.76 |
|
0.618 |
12,458.14 |
|
HIGH |
12,282.42 |
|
0.618 |
12,173.80 |
|
0.500 |
12,140.25 |
|
0.382 |
12,106.70 |
|
LOW |
11,998.08 |
|
0.618 |
11,822.36 |
|
1.000 |
11,713.74 |
|
1.618 |
11,538.02 |
|
2.618 |
11,253.68 |
|
4.250 |
10,789.64 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,140.25 |
12,191.49 |
| PP |
12,137.66 |
12,171.82 |
| S1 |
12,135.08 |
12,152.16 |
|