| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,871.0 |
2,866.0 |
-5.0 |
-0.2% |
2,710.0 |
| High |
2,872.0 |
2,867.0 |
-5.0 |
-0.2% |
2,893.0 |
| Low |
2,847.0 |
2,817.0 |
-30.0 |
-1.1% |
2,698.0 |
| Close |
2,855.0 |
2,841.0 |
-14.0 |
-0.5% |
2,888.0 |
| Range |
25.0 |
50.0 |
25.0 |
100.0% |
195.0 |
| ATR |
53.6 |
53.3 |
-0.3 |
-0.5% |
0.0 |
| Volume |
838,703 |
1,220,637 |
381,934 |
45.5% |
6,357,112 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.7 |
2,966.3 |
2,868.5 |
|
| R3 |
2,941.7 |
2,916.3 |
2,854.8 |
|
| R2 |
2,891.7 |
2,891.7 |
2,850.2 |
|
| R1 |
2,866.3 |
2,866.3 |
2,845.6 |
2,854.0 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,835.5 |
| S1 |
2,816.3 |
2,816.3 |
2,836.4 |
2,804.0 |
| S2 |
2,791.7 |
2,791.7 |
2,831.8 |
|
| S3 |
2,741.7 |
2,766.3 |
2,827.3 |
|
| S4 |
2,691.7 |
2,716.3 |
2,813.5 |
|
|
| 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 |
2,762.0 |
131.0 |
4.6% |
48.6 |
1.7% |
60% |
False |
False |
1,222,074 |
| 10 |
2,893.0 |
2,698.0 |
195.0 |
6.9% |
50.5 |
1.8% |
73% |
False |
False |
1,254,092 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.0% |
51.9 |
1.8% |
74% |
False |
False |
1,147,605 |
| 40 |
2,933.0 |
2,693.0 |
240.0 |
8.4% |
48.4 |
1.7% |
62% |
False |
False |
577,952 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
9.9% |
44.9 |
1.6% |
52% |
False |
False |
397,633 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.5% |
45.2 |
1.6% |
65% |
False |
False |
301,580 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
44.1 |
1.6% |
61% |
False |
False |
241,664 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
42.1 |
1.5% |
61% |
False |
False |
201,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,079.5 |
|
2.618 |
2,997.9 |
|
1.618 |
2,947.9 |
|
1.000 |
2,917.0 |
|
0.618 |
2,897.9 |
|
HIGH |
2,867.0 |
|
0.618 |
2,847.9 |
|
0.500 |
2,842.0 |
|
0.382 |
2,836.1 |
|
LOW |
2,817.0 |
|
0.618 |
2,786.1 |
|
1.000 |
2,767.0 |
|
1.618 |
2,736.1 |
|
2.618 |
2,686.1 |
|
4.250 |
2,604.5 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.0 |
2,855.0 |
| PP |
2,841.7 |
2,850.3 |
| S1 |
2,841.3 |
2,845.7 |
|