| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,772.0 |
2,710.0 |
-62.0 |
-2.2% |
2,746.0 |
| High |
2,784.0 |
2,742.0 |
-42.0 |
-1.5% |
2,814.0 |
| Low |
2,707.0 |
2,698.0 |
-9.0 |
-0.3% |
2,707.0 |
| Close |
2,716.0 |
2,731.0 |
15.0 |
0.6% |
2,716.0 |
| Range |
77.0 |
44.0 |
-33.0 |
-42.9% |
107.0 |
| ATR |
55.0 |
54.3 |
-0.8 |
-1.4% |
0.0 |
| Volume |
1,611,973 |
1,039,908 |
-572,065 |
-35.5% |
6,385,897 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.7 |
2,837.3 |
2,755.2 |
|
| R3 |
2,811.7 |
2,793.3 |
2,743.1 |
|
| R2 |
2,767.7 |
2,767.7 |
2,739.1 |
|
| R1 |
2,749.3 |
2,749.3 |
2,735.0 |
2,758.5 |
| PP |
2,723.7 |
2,723.7 |
2,723.7 |
2,728.3 |
| S1 |
2,705.3 |
2,705.3 |
2,727.0 |
2,714.5 |
| S2 |
2,679.7 |
2,679.7 |
2,722.9 |
|
| S3 |
2,635.7 |
2,661.3 |
2,718.9 |
|
| S4 |
2,591.7 |
2,617.3 |
2,706.8 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
2,998.3 |
2,774.9 |
|
| R3 |
2,959.7 |
2,891.3 |
2,745.4 |
|
| R2 |
2,852.7 |
2,852.7 |
2,735.6 |
|
| R1 |
2,784.3 |
2,784.3 |
2,725.8 |
2,765.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,736.0 |
| S1 |
2,677.3 |
2,677.3 |
2,706.2 |
2,658.0 |
| S2 |
2,638.7 |
2,638.7 |
2,696.4 |
|
| S3 |
2,531.7 |
2,570.3 |
2,686.6 |
|
| S4 |
2,424.7 |
2,463.3 |
2,657.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,814.0 |
2,698.0 |
116.0 |
4.2% |
52.8 |
1.9% |
28% |
False |
True |
1,251,961 |
| 10 |
2,814.0 |
2,693.0 |
121.0 |
4.4% |
56.1 |
2.1% |
31% |
False |
False |
1,448,501 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.6% |
51.4 |
1.9% |
21% |
False |
False |
781,176 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.3% |
47.8 |
1.7% |
13% |
False |
False |
401,189 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.3% |
43.2 |
1.6% |
13% |
False |
False |
274,711 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
14.1% |
45.0 |
1.6% |
36% |
False |
False |
209,787 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
42.5 |
1.6% |
34% |
False |
False |
167,911 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
41.3 |
1.5% |
34% |
False |
False |
139,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.0 |
|
2.618 |
2,857.2 |
|
1.618 |
2,813.2 |
|
1.000 |
2,786.0 |
|
0.618 |
2,769.2 |
|
HIGH |
2,742.0 |
|
0.618 |
2,725.2 |
|
0.500 |
2,720.0 |
|
0.382 |
2,714.8 |
|
LOW |
2,698.0 |
|
0.618 |
2,670.8 |
|
1.000 |
2,654.0 |
|
1.618 |
2,626.8 |
|
2.618 |
2,582.8 |
|
4.250 |
2,511.0 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.3 |
2,741.0 |
| PP |
2,723.7 |
2,737.7 |
| S1 |
2,720.0 |
2,734.3 |
|