| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,237.50 |
2,208.75 |
-28.75 |
-1.3% |
2,189.50 |
| High |
2,258.50 |
2,260.00 |
1.50 |
0.1% |
2,258.50 |
| Low |
2,206.75 |
2,191.50 |
-15.25 |
-0.7% |
2,174.00 |
| Close |
2,207.75 |
2,249.00 |
41.25 |
1.9% |
2,207.75 |
| Range |
51.75 |
68.50 |
16.75 |
32.4% |
84.50 |
| ATR |
36.13 |
38.44 |
2.31 |
6.4% |
0.00 |
| Volume |
225,480 |
286,869 |
61,389 |
27.2% |
1,419,885 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.00 |
2,412.50 |
2,286.75 |
|
| R3 |
2,370.50 |
2,344.00 |
2,267.75 |
|
| R2 |
2,302.00 |
2,302.00 |
2,261.50 |
|
| R1 |
2,275.50 |
2,275.50 |
2,255.25 |
2,288.75 |
| PP |
2,233.50 |
2,233.50 |
2,233.50 |
2,240.00 |
| S1 |
2,207.00 |
2,207.00 |
2,242.75 |
2,220.25 |
| S2 |
2,165.00 |
2,165.00 |
2,236.50 |
|
| S3 |
2,096.50 |
2,138.50 |
2,230.25 |
|
| S4 |
2,028.00 |
2,070.00 |
2,211.25 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.00 |
2,421.75 |
2,254.25 |
|
| R3 |
2,382.50 |
2,337.25 |
2,231.00 |
|
| R2 |
2,298.00 |
2,298.00 |
2,223.25 |
|
| R1 |
2,252.75 |
2,252.75 |
2,215.50 |
2,275.50 |
| PP |
2,213.50 |
2,213.50 |
2,213.50 |
2,224.75 |
| S1 |
2,168.25 |
2,168.25 |
2,200.00 |
2,191.00 |
| S2 |
2,129.00 |
2,129.00 |
2,192.25 |
|
| S3 |
2,044.50 |
2,083.75 |
2,184.50 |
|
| S4 |
1,960.00 |
1,999.25 |
2,161.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,260.00 |
2,191.50 |
68.50 |
3.0% |
49.50 |
2.2% |
84% |
True |
True |
298,325 |
| 10 |
2,260.00 |
2,174.00 |
86.00 |
3.8% |
43.75 |
1.9% |
87% |
True |
False |
310,874 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
9.0% |
38.25 |
1.7% |
37% |
False |
False |
186,194 |
| 40 |
2,423.00 |
2,174.00 |
249.00 |
11.1% |
35.00 |
1.6% |
30% |
False |
False |
93,211 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
11.1% |
32.25 |
1.4% |
30% |
False |
False |
62,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,551.00 |
|
2.618 |
2,439.25 |
|
1.618 |
2,370.75 |
|
1.000 |
2,328.50 |
|
0.618 |
2,302.25 |
|
HIGH |
2,260.00 |
|
0.618 |
2,233.75 |
|
0.500 |
2,225.75 |
|
0.382 |
2,217.75 |
|
LOW |
2,191.50 |
|
0.618 |
2,149.25 |
|
1.000 |
2,123.00 |
|
1.618 |
2,080.75 |
|
2.618 |
2,012.25 |
|
4.250 |
1,900.50 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.25 |
2,241.25 |
| PP |
2,233.50 |
2,233.50 |
| S1 |
2,225.75 |
2,225.75 |
|