| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,764.0 |
2,820.0 |
56.0 |
2.0% |
2,746.0 |
| High |
2,819.0 |
2,860.0 |
41.0 |
1.5% |
2,814.0 |
| Low |
2,762.0 |
2,803.0 |
41.0 |
1.5% |
2,707.0 |
| Close |
2,810.0 |
2,856.0 |
46.0 |
1.6% |
2,716.0 |
| Range |
57.0 |
57.0 |
0.0 |
0.0% |
107.0 |
| ATR |
54.4 |
54.6 |
0.2 |
0.3% |
0.0 |
| Volume |
1,593,248 |
1,226,856 |
-366,392 |
-23.0% |
6,385,897 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.7 |
2,990.3 |
2,887.4 |
|
| R3 |
2,953.7 |
2,933.3 |
2,871.7 |
|
| R2 |
2,896.7 |
2,896.7 |
2,866.5 |
|
| R1 |
2,876.3 |
2,876.3 |
2,861.2 |
2,886.5 |
| PP |
2,839.7 |
2,839.7 |
2,839.7 |
2,844.8 |
| S1 |
2,819.3 |
2,819.3 |
2,850.8 |
2,829.5 |
| S2 |
2,782.7 |
2,782.7 |
2,845.6 |
|
| S3 |
2,725.7 |
2,762.3 |
2,840.3 |
|
| S4 |
2,668.7 |
2,705.3 |
2,824.7 |
|
|
| 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 |
2,860.0 |
2,698.0 |
162.0 |
5.7% |
57.6 |
2.0% |
98% |
True |
False |
1,347,631 |
| 10 |
2,860.0 |
2,698.0 |
162.0 |
5.7% |
55.7 |
2.0% |
98% |
True |
False |
1,341,053 |
| 20 |
2,860.0 |
2,693.0 |
167.0 |
5.8% |
51.7 |
1.8% |
98% |
True |
False |
983,745 |
| 40 |
2,933.0 |
2,693.0 |
240.0 |
8.4% |
48.9 |
1.7% |
68% |
False |
False |
496,711 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
9.9% |
44.5 |
1.6% |
58% |
False |
False |
342,809 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.4% |
45.0 |
1.6% |
69% |
False |
False |
260,614 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
43.5 |
1.5% |
65% |
False |
False |
208,771 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
42.1 |
1.5% |
65% |
False |
False |
174,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.3 |
|
2.618 |
3,009.2 |
|
1.618 |
2,952.2 |
|
1.000 |
2,917.0 |
|
0.618 |
2,895.2 |
|
HIGH |
2,860.0 |
|
0.618 |
2,838.2 |
|
0.500 |
2,831.5 |
|
0.382 |
2,824.8 |
|
LOW |
2,803.0 |
|
0.618 |
2,767.8 |
|
1.000 |
2,746.0 |
|
1.618 |
2,710.8 |
|
2.618 |
2,653.8 |
|
4.250 |
2,560.8 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,847.8 |
2,833.2 |
| PP |
2,839.7 |
2,810.3 |
| S1 |
2,831.5 |
2,787.5 |
|