| 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 |
12,412.07 |
12,583.00 |
170.93 |
1.4% |
11,934.66 |
| High |
12,596.13 |
12,601.80 |
5.67 |
0.0% |
12,596.13 |
| Low |
12,404.08 |
12,540.58 |
136.50 |
1.1% |
11,934.05 |
| Close |
12,582.77 |
12,569.87 |
-12.90 |
-0.1% |
12,582.77 |
| Range |
192.05 |
61.22 |
-130.83 |
-68.1% |
662.08 |
| ATR |
144.51 |
138.56 |
-5.95 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,754.41 |
12,723.36 |
12,603.54 |
|
| R3 |
12,693.19 |
12,662.14 |
12,586.71 |
|
| R2 |
12,631.97 |
12,631.97 |
12,581.09 |
|
| R1 |
12,600.92 |
12,600.92 |
12,575.48 |
12,585.84 |
| PP |
12,570.75 |
12,570.75 |
12,570.75 |
12,563.21 |
| S1 |
12,539.70 |
12,539.70 |
12,564.26 |
12,524.62 |
| S2 |
12,509.53 |
12,509.53 |
12,558.65 |
|
| S3 |
12,448.31 |
12,478.48 |
12,553.03 |
|
| S4 |
12,387.09 |
12,417.26 |
12,536.20 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,357.22 |
14,132.08 |
12,946.91 |
|
| R3 |
13,695.14 |
13,470.00 |
12,764.84 |
|
| R2 |
13,033.06 |
13,033.06 |
12,704.15 |
|
| R1 |
12,807.92 |
12,807.92 |
12,643.46 |
12,920.49 |
| PP |
12,370.98 |
12,370.98 |
12,370.98 |
12,427.27 |
| S1 |
12,145.84 |
12,145.84 |
12,522.08 |
12,258.41 |
| S2 |
11,708.90 |
11,708.90 |
12,461.39 |
|
| S3 |
11,046.82 |
11,483.76 |
12,400.70 |
|
| S4 |
10,384.74 |
10,821.68 |
12,218.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,601.80 |
12,042.28 |
559.52 |
4.5% |
134.99 |
1.1% |
94% |
True |
False |
|
| 10 |
12,601.80 |
11,874.94 |
726.86 |
5.8% |
144.36 |
1.1% |
96% |
True |
False |
|
| 20 |
12,601.80 |
11,862.53 |
739.27 |
5.9% |
139.03 |
1.1% |
96% |
True |
False |
|
| 40 |
12,781.06 |
11,862.53 |
918.53 |
7.3% |
136.96 |
1.1% |
77% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.1% |
133.08 |
1.1% |
70% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
132.04 |
1.1% |
77% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
132.57 |
1.1% |
77% |
False |
False |
|
| 120 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
125.43 |
1.0% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,861.99 |
|
2.618 |
12,762.07 |
|
1.618 |
12,700.85 |
|
1.000 |
12,663.02 |
|
0.618 |
12,639.63 |
|
HIGH |
12,601.80 |
|
0.618 |
12,578.41 |
|
0.500 |
12,571.19 |
|
0.382 |
12,563.97 |
|
LOW |
12,540.58 |
|
0.618 |
12,502.75 |
|
1.000 |
12,479.36 |
|
1.618 |
12,441.53 |
|
2.618 |
12,380.31 |
|
4.250 |
12,280.40 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,571.19 |
12,523.90 |
| PP |
12,570.75 |
12,477.92 |
| S1 |
12,570.31 |
12,431.95 |
|