| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,866.0 |
2,853.0 |
-13.0 |
-0.5% |
2,710.0 |
| High |
2,867.0 |
2,882.0 |
15.0 |
0.5% |
2,893.0 |
| Low |
2,817.0 |
2,830.0 |
13.0 |
0.5% |
2,698.0 |
| Close |
2,841.0 |
2,854.0 |
13.0 |
0.5% |
2,888.0 |
| Range |
50.0 |
52.0 |
2.0 |
4.0% |
195.0 |
| ATR |
53.3 |
53.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,220,637 |
1,154,253 |
-66,384 |
-5.4% |
6,357,112 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,011.3 |
2,984.7 |
2,882.6 |
|
| R3 |
2,959.3 |
2,932.7 |
2,868.3 |
|
| R2 |
2,907.3 |
2,907.3 |
2,863.5 |
|
| R1 |
2,880.7 |
2,880.7 |
2,858.8 |
2,894.0 |
| PP |
2,855.3 |
2,855.3 |
2,855.3 |
2,862.0 |
| S1 |
2,828.7 |
2,828.7 |
2,849.2 |
2,842.0 |
| S2 |
2,803.3 |
2,803.3 |
2,844.5 |
|
| S3 |
2,751.3 |
2,776.7 |
2,839.7 |
|
| S4 |
2,699.3 |
2,724.7 |
2,825.4 |
|
|
| 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 |
2,803.0 |
90.0 |
3.2% |
47.6 |
1.7% |
57% |
False |
False |
1,134,275 |
| 10 |
2,893.0 |
2,698.0 |
195.0 |
6.8% |
53.0 |
1.9% |
80% |
False |
False |
1,264,049 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.0% |
52.8 |
1.9% |
81% |
False |
False |
1,204,661 |
| 40 |
2,933.0 |
2,693.0 |
240.0 |
8.4% |
48.4 |
1.7% |
67% |
False |
False |
606,792 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
9.9% |
45.4 |
1.6% |
57% |
False |
False |
416,839 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.5% |
45.5 |
1.6% |
68% |
False |
False |
315,916 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
44.1 |
1.5% |
64% |
False |
False |
253,206 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
42.1 |
1.5% |
64% |
False |
False |
211,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.0 |
|
2.618 |
3,018.1 |
|
1.618 |
2,966.1 |
|
1.000 |
2,934.0 |
|
0.618 |
2,914.1 |
|
HIGH |
2,882.0 |
|
0.618 |
2,862.1 |
|
0.500 |
2,856.0 |
|
0.382 |
2,849.9 |
|
LOW |
2,830.0 |
|
0.618 |
2,797.9 |
|
1.000 |
2,778.0 |
|
1.618 |
2,745.9 |
|
2.618 |
2,693.9 |
|
4.250 |
2,609.0 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,856.0 |
2,852.5 |
| PP |
2,855.3 |
2,851.0 |
| S1 |
2,854.7 |
2,849.5 |
|