| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,730.0 |
2,764.0 |
34.0 |
1.2% |
2,746.0 |
| High |
2,768.0 |
2,819.0 |
51.0 |
1.8% |
2,814.0 |
| Low |
2,715.0 |
2,762.0 |
47.0 |
1.7% |
2,707.0 |
| Close |
2,768.0 |
2,810.0 |
42.0 |
1.5% |
2,716.0 |
| Range |
53.0 |
57.0 |
4.0 |
7.5% |
107.0 |
| ATR |
54.2 |
54.4 |
0.2 |
0.4% |
0.0 |
| Volume |
1,266,173 |
1,593,248 |
327,075 |
25.8% |
6,385,897 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.0 |
2,946.0 |
2,841.4 |
|
| R3 |
2,911.0 |
2,889.0 |
2,825.7 |
|
| R2 |
2,854.0 |
2,854.0 |
2,820.5 |
|
| R1 |
2,832.0 |
2,832.0 |
2,815.2 |
2,843.0 |
| PP |
2,797.0 |
2,797.0 |
2,797.0 |
2,802.5 |
| S1 |
2,775.0 |
2,775.0 |
2,804.8 |
2,786.0 |
| S2 |
2,740.0 |
2,740.0 |
2,799.6 |
|
| S3 |
2,683.0 |
2,718.0 |
2,794.3 |
|
| S4 |
2,626.0 |
2,661.0 |
2,778.7 |
|
|
| 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 |
2,819.0 |
2,698.0 |
121.0 |
4.3% |
58.4 |
2.1% |
93% |
True |
False |
1,393,823 |
| 10 |
2,819.0 |
2,693.0 |
126.0 |
4.5% |
54.3 |
1.9% |
93% |
True |
False |
1,441,579 |
| 20 |
2,819.0 |
2,693.0 |
126.0 |
4.5% |
50.6 |
1.8% |
93% |
True |
False |
922,484 |
| 40 |
2,958.0 |
2,693.0 |
265.0 |
9.4% |
49.0 |
1.7% |
44% |
False |
False |
468,284 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.0% |
43.8 |
1.6% |
41% |
False |
False |
322,363 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
45.0 |
1.6% |
57% |
False |
False |
245,314 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.5% |
43.1 |
1.5% |
54% |
False |
False |
196,503 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.5% |
41.8 |
1.5% |
54% |
False |
False |
163,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.3 |
|
2.618 |
2,968.2 |
|
1.618 |
2,911.2 |
|
1.000 |
2,876.0 |
|
0.618 |
2,854.2 |
|
HIGH |
2,819.0 |
|
0.618 |
2,797.2 |
|
0.500 |
2,790.5 |
|
0.382 |
2,783.8 |
|
LOW |
2,762.0 |
|
0.618 |
2,726.8 |
|
1.000 |
2,705.0 |
|
1.618 |
2,669.8 |
|
2.618 |
2,612.8 |
|
4.250 |
2,519.8 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,803.5 |
2,792.8 |
| PP |
2,797.0 |
2,775.7 |
| S1 |
2,790.5 |
2,758.5 |
|