| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,858.0 |
2,871.0 |
13.0 |
0.5% |
2,710.0 |
| High |
2,893.0 |
2,872.0 |
-21.0 |
-0.7% |
2,893.0 |
| Low |
2,839.0 |
2,847.0 |
8.0 |
0.3% |
2,698.0 |
| Close |
2,888.0 |
2,855.0 |
-33.0 |
-1.1% |
2,888.0 |
| Range |
54.0 |
25.0 |
-29.0 |
-53.7% |
195.0 |
| ATR |
54.5 |
53.6 |
-1.0 |
-1.8% |
0.0 |
| Volume |
1,230,927 |
838,703 |
-392,224 |
-31.9% |
6,357,112 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.0 |
2,919.0 |
2,868.8 |
|
| R3 |
2,908.0 |
2,894.0 |
2,861.9 |
|
| R2 |
2,883.0 |
2,883.0 |
2,859.6 |
|
| R1 |
2,869.0 |
2,869.0 |
2,857.3 |
2,863.5 |
| PP |
2,858.0 |
2,858.0 |
2,858.0 |
2,855.3 |
| S1 |
2,844.0 |
2,844.0 |
2,852.7 |
2,838.5 |
| S2 |
2,833.0 |
2,833.0 |
2,850.4 |
|
| S3 |
2,808.0 |
2,819.0 |
2,848.1 |
|
| S4 |
2,783.0 |
2,794.0 |
2,841.3 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,411.3 |
3,344.7 |
2,995.3 |
|
| R3 |
3,216.3 |
3,149.7 |
2,941.6 |
|
| R2 |
3,021.3 |
3,021.3 |
2,923.8 |
|
| R1 |
2,954.7 |
2,954.7 |
2,905.9 |
2,988.0 |
| PP |
2,826.3 |
2,826.3 |
2,826.3 |
2,843.0 |
| S1 |
2,759.7 |
2,759.7 |
2,870.1 |
2,793.0 |
| S2 |
2,631.3 |
2,631.3 |
2,852.3 |
|
| S3 |
2,436.3 |
2,564.7 |
2,834.4 |
|
| S4 |
2,241.3 |
2,369.7 |
2,780.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,715.0 |
178.0 |
6.2% |
49.2 |
1.7% |
79% |
False |
False |
1,231,181 |
| 10 |
2,893.0 |
2,698.0 |
195.0 |
6.8% |
51.0 |
1.8% |
81% |
False |
False |
1,241,571 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.0% |
51.2 |
1.8% |
81% |
False |
False |
1,087,029 |
| 40 |
2,933.0 |
2,693.0 |
240.0 |
8.4% |
48.4 |
1.7% |
68% |
False |
False |
547,439 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
9.9% |
44.6 |
1.6% |
57% |
False |
False |
377,290 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.5% |
45.0 |
1.6% |
69% |
False |
False |
286,430 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
43.9 |
1.5% |
65% |
False |
False |
229,463 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
41.8 |
1.5% |
65% |
False |
False |
191,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.3 |
|
2.618 |
2,937.5 |
|
1.618 |
2,912.5 |
|
1.000 |
2,897.0 |
|
0.618 |
2,887.5 |
|
HIGH |
2,872.0 |
|
0.618 |
2,862.5 |
|
0.500 |
2,859.5 |
|
0.382 |
2,856.6 |
|
LOW |
2,847.0 |
|
0.618 |
2,831.6 |
|
1.000 |
2,822.0 |
|
1.618 |
2,806.6 |
|
2.618 |
2,781.6 |
|
4.250 |
2,740.8 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,859.5 |
2,852.7 |
| PP |
2,858.0 |
2,850.3 |
| S1 |
2,856.5 |
2,848.0 |
|