| 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 |
2,755.0 |
25.0 |
0.9% |
2,735.0 |
| High |
2,759.0 |
2,811.0 |
52.0 |
1.9% |
2,807.0 |
| Low |
2,711.0 |
2,755.0 |
44.0 |
1.6% |
2,703.0 |
| Close |
2,745.0 |
2,797.0 |
52.0 |
1.9% |
2,713.0 |
| Range |
48.0 |
56.0 |
8.0 |
16.7% |
104.0 |
| ATR |
49.9 |
51.0 |
1.2 |
2.3% |
0.0 |
| Volume |
529 |
69,532 |
69,003 |
13,044.0% |
4,563 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.7 |
2,932.3 |
2,827.8 |
|
| R3 |
2,899.7 |
2,876.3 |
2,812.4 |
|
| R2 |
2,843.7 |
2,843.7 |
2,807.3 |
|
| R1 |
2,820.3 |
2,820.3 |
2,802.1 |
2,832.0 |
| PP |
2,787.7 |
2,787.7 |
2,787.7 |
2,793.5 |
| S1 |
2,764.3 |
2,764.3 |
2,791.9 |
2,776.0 |
| S2 |
2,731.7 |
2,731.7 |
2,786.7 |
|
| S3 |
2,675.7 |
2,708.3 |
2,781.6 |
|
| S4 |
2,619.7 |
2,652.3 |
2,766.2 |
|
|
| 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 |
2,811.0 |
2,695.0 |
116.0 |
4.1% |
52.4 |
1.9% |
88% |
True |
False |
16,083 |
| 10 |
2,811.0 |
2,687.0 |
124.0 |
4.4% |
49.2 |
1.8% |
89% |
True |
False |
13,200 |
| 20 |
2,811.0 |
2,687.0 |
124.0 |
4.4% |
46.4 |
1.7% |
89% |
True |
False |
11,758 |
| 40 |
2,925.0 |
2,687.0 |
238.0 |
8.5% |
43.6 |
1.6% |
46% |
False |
False |
6,109 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.1% |
38.8 |
1.4% |
39% |
False |
False |
4,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.0 |
|
2.618 |
2,957.6 |
|
1.618 |
2,901.6 |
|
1.000 |
2,867.0 |
|
0.618 |
2,845.6 |
|
HIGH |
2,811.0 |
|
0.618 |
2,789.6 |
|
0.500 |
2,783.0 |
|
0.382 |
2,776.4 |
|
LOW |
2,755.0 |
|
0.618 |
2,720.4 |
|
1.000 |
2,699.0 |
|
1.618 |
2,664.4 |
|
2.618 |
2,608.4 |
|
4.250 |
2,517.0 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.3 |
2,782.3 |
| PP |
2,787.7 |
2,767.7 |
| S1 |
2,783.0 |
2,753.0 |
|