| 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 |
12,042.28 |
12,187.63 |
145.35 |
1.2% |
12,004.28 |
| High |
12,190.43 |
12,284.39 |
93.96 |
0.8% |
12,217.33 |
| Low |
12,042.28 |
12,175.86 |
133.58 |
1.1% |
11,874.94 |
| Close |
12,188.69 |
12,261.42 |
72.73 |
0.6% |
11,934.58 |
| Range |
148.15 |
108.53 |
-39.62 |
-26.7% |
342.39 |
| ATR |
141.29 |
138.95 |
-2.34 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,566.15 |
12,522.31 |
12,321.11 |
|
| R3 |
12,457.62 |
12,413.78 |
12,291.27 |
|
| R2 |
12,349.09 |
12,349.09 |
12,281.32 |
|
| R1 |
12,305.25 |
12,305.25 |
12,271.37 |
12,327.17 |
| PP |
12,240.56 |
12,240.56 |
12,240.56 |
12,251.52 |
| S1 |
12,196.72 |
12,196.72 |
12,251.47 |
12,218.64 |
| S2 |
12,132.03 |
12,132.03 |
12,241.52 |
|
| S3 |
12,023.50 |
12,088.19 |
12,231.57 |
|
| S4 |
11,914.97 |
11,979.66 |
12,201.73 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,036.12 |
12,827.74 |
12,122.89 |
|
| R3 |
12,693.73 |
12,485.35 |
12,028.74 |
|
| R2 |
12,351.34 |
12,351.34 |
11,997.35 |
|
| R1 |
12,142.96 |
12,142.96 |
11,965.97 |
12,075.96 |
| PP |
12,008.95 |
12,008.95 |
12,008.95 |
11,975.45 |
| S1 |
11,800.57 |
11,800.57 |
11,903.19 |
11,733.57 |
| S2 |
11,666.56 |
11,666.56 |
11,871.81 |
|
| S3 |
11,324.17 |
11,458.18 |
11,840.42 |
|
| S4 |
10,981.78 |
11,115.79 |
11,746.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,284.39 |
11,874.94 |
409.45 |
3.3% |
157.40 |
1.3% |
94% |
True |
False |
|
| 10 |
12,284.39 |
11,874.94 |
409.45 |
3.3% |
137.85 |
1.1% |
94% |
True |
False |
|
| 20 |
12,306.71 |
11,862.53 |
444.18 |
3.6% |
135.16 |
1.1% |
90% |
False |
False |
|
| 40 |
12,806.68 |
11,862.53 |
944.15 |
7.7% |
139.41 |
1.1% |
42% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.3% |
130.46 |
1.1% |
39% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
133.28 |
1.1% |
53% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
130.90 |
1.1% |
53% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
124.44 |
1.0% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,745.64 |
|
2.618 |
12,568.52 |
|
1.618 |
12,459.99 |
|
1.000 |
12,392.92 |
|
0.618 |
12,351.46 |
|
HIGH |
12,284.39 |
|
0.618 |
12,242.93 |
|
0.500 |
12,230.13 |
|
0.382 |
12,217.32 |
|
LOW |
12,175.86 |
|
0.618 |
12,108.79 |
|
1.000 |
12,067.33 |
|
1.618 |
12,000.26 |
|
2.618 |
11,891.73 |
|
4.250 |
11,714.61 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,250.99 |
12,210.69 |
| PP |
12,240.56 |
12,159.95 |
| S1 |
12,230.13 |
12,109.22 |
|