| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,710.0 |
2,730.0 |
20.0 |
0.7% |
2,746.0 |
| High |
2,742.0 |
2,768.0 |
26.0 |
0.9% |
2,814.0 |
| Low |
2,698.0 |
2,715.0 |
17.0 |
0.6% |
2,707.0 |
| Close |
2,731.0 |
2,768.0 |
37.0 |
1.4% |
2,716.0 |
| Range |
44.0 |
53.0 |
9.0 |
20.5% |
107.0 |
| ATR |
54.3 |
54.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,039,908 |
1,266,173 |
226,265 |
21.8% |
6,385,897 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.3 |
2,891.7 |
2,797.2 |
|
| R3 |
2,856.3 |
2,838.7 |
2,782.6 |
|
| R2 |
2,803.3 |
2,803.3 |
2,777.7 |
|
| R1 |
2,785.7 |
2,785.7 |
2,772.9 |
2,794.5 |
| PP |
2,750.3 |
2,750.3 |
2,750.3 |
2,754.8 |
| S1 |
2,732.7 |
2,732.7 |
2,763.1 |
2,741.5 |
| S2 |
2,697.3 |
2,697.3 |
2,758.3 |
|
| S3 |
2,644.3 |
2,679.7 |
2,753.4 |
|
| S4 |
2,591.3 |
2,626.7 |
2,738.9 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
2,998.3 |
2,774.9 |
|
| R3 |
2,959.7 |
2,891.3 |
2,745.4 |
|
| R2 |
2,852.7 |
2,852.7 |
2,735.6 |
|
| R1 |
2,784.3 |
2,784.3 |
2,725.8 |
2,765.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,736.0 |
| S1 |
2,677.3 |
2,677.3 |
2,706.2 |
2,658.0 |
| S2 |
2,638.7 |
2,638.7 |
2,696.4 |
|
| S3 |
2,531.7 |
2,570.3 |
2,686.6 |
|
| S4 |
2,424.7 |
2,463.3 |
2,657.2 |
|
|
| 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 |
2,698.0 |
113.0 |
4.1% |
52.4 |
1.9% |
62% |
False |
False |
1,286,111 |
| 10 |
2,814.0 |
2,693.0 |
121.0 |
4.4% |
56.0 |
2.0% |
62% |
False |
False |
1,436,860 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.5% |
51.7 |
1.9% |
41% |
False |
False |
843,857 |
| 40 |
2,958.0 |
2,693.0 |
265.0 |
9.6% |
48.2 |
1.7% |
28% |
False |
False |
432,699 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.2% |
43.6 |
1.6% |
27% |
False |
False |
295,812 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.9% |
45.2 |
1.6% |
46% |
False |
False |
225,440 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
42.7 |
1.5% |
43% |
False |
False |
180,572 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
41.5 |
1.5% |
43% |
False |
False |
150,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,993.3 |
|
2.618 |
2,906.8 |
|
1.618 |
2,853.8 |
|
1.000 |
2,821.0 |
|
0.618 |
2,800.8 |
|
HIGH |
2,768.0 |
|
0.618 |
2,747.8 |
|
0.500 |
2,741.5 |
|
0.382 |
2,735.2 |
|
LOW |
2,715.0 |
|
0.618 |
2,682.2 |
|
1.000 |
2,662.0 |
|
1.618 |
2,629.2 |
|
2.618 |
2,576.2 |
|
4.250 |
2,489.8 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.2 |
2,759.0 |
| PP |
2,750.3 |
2,750.0 |
| S1 |
2,741.5 |
2,741.0 |
|