| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,820.0 |
2,858.0 |
38.0 |
1.3% |
2,710.0 |
| High |
2,860.0 |
2,893.0 |
33.0 |
1.2% |
2,893.0 |
| Low |
2,803.0 |
2,839.0 |
36.0 |
1.3% |
2,698.0 |
| Close |
2,856.0 |
2,888.0 |
32.0 |
1.1% |
2,888.0 |
| Range |
57.0 |
54.0 |
-3.0 |
-5.3% |
195.0 |
| ATR |
54.6 |
54.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,226,856 |
1,230,927 |
4,071 |
0.3% |
6,357,112 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.3 |
3,015.7 |
2,917.7 |
|
| R3 |
2,981.3 |
2,961.7 |
2,902.9 |
|
| R2 |
2,927.3 |
2,927.3 |
2,897.9 |
|
| R1 |
2,907.7 |
2,907.7 |
2,893.0 |
2,917.5 |
| PP |
2,873.3 |
2,873.3 |
2,873.3 |
2,878.3 |
| S1 |
2,853.7 |
2,853.7 |
2,883.1 |
2,863.5 |
| S2 |
2,819.3 |
2,819.3 |
2,878.1 |
|
| S3 |
2,765.3 |
2,799.7 |
2,873.2 |
|
| S4 |
2,711.3 |
2,745.7 |
2,858.3 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,411.3 |
3,344.7 |
2,995.3 |
|
| R3 |
3,216.3 |
3,149.7 |
2,941.6 |
|
| R2 |
3,021.3 |
3,021.3 |
2,923.8 |
|
| R1 |
2,954.7 |
2,954.7 |
2,905.9 |
2,988.0 |
| PP |
2,826.3 |
2,826.3 |
2,826.3 |
2,843.0 |
| S1 |
2,759.7 |
2,759.7 |
2,870.1 |
2,793.0 |
| S2 |
2,631.3 |
2,631.3 |
2,852.3 |
|
| S3 |
2,436.3 |
2,564.7 |
2,834.4 |
|
| S4 |
2,241.3 |
2,369.7 |
2,780.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,698.0 |
195.0 |
6.8% |
53.0 |
1.8% |
97% |
True |
False |
1,271,422 |
| 10 |
2,893.0 |
2,698.0 |
195.0 |
6.8% |
52.7 |
1.8% |
97% |
True |
False |
1,274,300 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
6.9% |
52.0 |
1.8% |
98% |
True |
False |
1,045,139 |
| 40 |
2,933.0 |
2,693.0 |
240.0 |
8.3% |
49.0 |
1.7% |
81% |
False |
False |
526,480 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
9.8% |
45.0 |
1.6% |
69% |
False |
False |
363,314 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.3% |
45.1 |
1.6% |
77% |
False |
False |
275,975 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
43.9 |
1.5% |
73% |
False |
False |
221,080 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
42.2 |
1.5% |
73% |
False |
False |
184,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.5 |
|
2.618 |
3,034.4 |
|
1.618 |
2,980.4 |
|
1.000 |
2,947.0 |
|
0.618 |
2,926.4 |
|
HIGH |
2,893.0 |
|
0.618 |
2,872.4 |
|
0.500 |
2,866.0 |
|
0.382 |
2,859.6 |
|
LOW |
2,839.0 |
|
0.618 |
2,805.6 |
|
1.000 |
2,785.0 |
|
1.618 |
2,751.6 |
|
2.618 |
2,697.6 |
|
4.250 |
2,609.5 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.7 |
2,867.8 |
| PP |
2,873.3 |
2,847.7 |
| S1 |
2,866.0 |
2,827.5 |
|