| 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 |
2,760.0 |
2,697.0 |
-63.0 |
-2.3% |
2,735.0 |
| High |
2,772.0 |
2,730.0 |
-42.0 |
-1.5% |
2,807.0 |
| Low |
2,703.0 |
2,695.0 |
-8.0 |
-0.3% |
2,703.0 |
| Close |
2,713.0 |
2,718.0 |
5.0 |
0.2% |
2,713.0 |
| Range |
69.0 |
35.0 |
-34.0 |
-49.3% |
104.0 |
| ATR |
51.2 |
50.0 |
-1.2 |
-2.3% |
0.0 |
| Volume |
1,557 |
6,960 |
5,403 |
347.0% |
4,563 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.3 |
2,803.7 |
2,737.3 |
|
| R3 |
2,784.3 |
2,768.7 |
2,727.6 |
|
| R2 |
2,749.3 |
2,749.3 |
2,724.4 |
|
| R1 |
2,733.7 |
2,733.7 |
2,721.2 |
2,741.5 |
| PP |
2,714.3 |
2,714.3 |
2,714.3 |
2,718.3 |
| S1 |
2,698.7 |
2,698.7 |
2,714.8 |
2,706.5 |
| S2 |
2,679.3 |
2,679.3 |
2,711.6 |
|
| S3 |
2,644.3 |
2,663.7 |
2,708.4 |
|
| S4 |
2,609.3 |
2,628.7 |
2,698.8 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.0 |
2,987.0 |
2,770.2 |
|
| R3 |
2,949.0 |
2,883.0 |
2,741.6 |
|
| R2 |
2,845.0 |
2,845.0 |
2,732.1 |
|
| R1 |
2,779.0 |
2,779.0 |
2,722.5 |
2,760.0 |
| PP |
2,741.0 |
2,741.0 |
2,741.0 |
2,731.5 |
| S1 |
2,675.0 |
2,675.0 |
2,703.5 |
2,656.0 |
| S2 |
2,637.0 |
2,637.0 |
2,693.9 |
|
| S3 |
2,533.0 |
2,571.0 |
2,684.4 |
|
| S4 |
2,429.0 |
2,467.0 |
2,655.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,807.0 |
2,695.0 |
112.0 |
4.1% |
46.0 |
1.7% |
21% |
False |
True |
2,209 |
| 10 |
2,807.0 |
2,687.0 |
120.0 |
4.4% |
50.0 |
1.8% |
26% |
False |
False |
10,370 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.6% |
46.6 |
1.7% |
17% |
False |
False |
8,389 |
| 40 |
2,954.0 |
2,687.0 |
267.0 |
9.8% |
43.1 |
1.6% |
12% |
False |
False |
4,415 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
38.0 |
1.4% |
11% |
False |
False |
3,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.8 |
|
2.618 |
2,821.6 |
|
1.618 |
2,786.6 |
|
1.000 |
2,765.0 |
|
0.618 |
2,751.6 |
|
HIGH |
2,730.0 |
|
0.618 |
2,716.6 |
|
0.500 |
2,712.5 |
|
0.382 |
2,708.4 |
|
LOW |
2,695.0 |
|
0.618 |
2,673.4 |
|
1.000 |
2,660.0 |
|
1.618 |
2,638.4 |
|
2.618 |
2,603.4 |
|
4.250 |
2,546.3 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.2 |
2,733.5 |
| PP |
2,714.3 |
2,728.3 |
| S1 |
2,712.5 |
2,723.2 |
|