| 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 |
9,695 |
9,780 |
85 |
0.9% |
9,360 |
| High |
9,795 |
9,875 |
80 |
0.8% |
9,730 |
| Low |
9,645 |
9,755 |
110 |
1.1% |
9,345 |
| Close |
9,785 |
9,870 |
85 |
0.9% |
9,610 |
| Range |
150 |
120 |
-30 |
-20.0% |
385 |
| ATR |
133 |
132 |
-1 |
-0.7% |
0 |
| Volume |
4,226 |
10,081 |
5,855 |
138.5% |
38,136 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,193 |
10,152 |
9,936 |
|
| R3 |
10,073 |
10,032 |
9,903 |
|
| R2 |
9,953 |
9,953 |
9,892 |
|
| R1 |
9,912 |
9,912 |
9,881 |
9,933 |
| PP |
9,833 |
9,833 |
9,833 |
9,844 |
| S1 |
9,792 |
9,792 |
9,859 |
9,813 |
| S2 |
9,713 |
9,713 |
9,848 |
|
| S3 |
9,593 |
9,672 |
9,837 |
|
| S4 |
9,473 |
9,552 |
9,804 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,717 |
10,548 |
9,822 |
|
| R3 |
10,332 |
10,163 |
9,716 |
|
| R2 |
9,947 |
9,947 |
9,681 |
|
| R1 |
9,778 |
9,778 |
9,645 |
9,863 |
| PP |
9,562 |
9,562 |
9,562 |
9,604 |
| S1 |
9,393 |
9,393 |
9,575 |
9,478 |
| S2 |
9,177 |
9,177 |
9,540 |
|
| S3 |
8,792 |
9,008 |
9,504 |
|
| S4 |
8,407 |
8,623 |
9,398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,875 |
9,505 |
370 |
3.7% |
133 |
1.3% |
99% |
True |
False |
8,092 |
| 10 |
9,875 |
9,315 |
560 |
5.7% |
141 |
1.4% |
99% |
True |
False |
7,452 |
| 20 |
9,875 |
9,315 |
560 |
5.7% |
146 |
1.5% |
99% |
True |
False |
7,795 |
| 40 |
10,020 |
9,315 |
705 |
7.1% |
96 |
1.0% |
79% |
False |
False |
3,916 |
| 60 |
10,020 |
9,315 |
705 |
7.1% |
68 |
0.7% |
79% |
False |
False |
2,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,385 |
|
2.618 |
10,189 |
|
1.618 |
10,069 |
|
1.000 |
9,995 |
|
0.618 |
9,949 |
|
HIGH |
9,875 |
|
0.618 |
9,829 |
|
0.500 |
9,815 |
|
0.382 |
9,801 |
|
LOW |
9,755 |
|
0.618 |
9,681 |
|
1.000 |
9,635 |
|
1.618 |
9,561 |
|
2.618 |
9,441 |
|
4.250 |
9,245 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
9,852 |
9,823 |
| PP |
9,833 |
9,777 |
| S1 |
9,815 |
9,730 |
|