| 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 |
2,208.75 |
2,250.50 |
41.75 |
1.9% |
2,189.50 |
| High |
2,260.00 |
2,285.00 |
25.00 |
1.1% |
2,258.50 |
| Low |
2,191.50 |
2,241.50 |
50.00 |
2.3% |
2,174.00 |
| Close |
2,249.00 |
2,284.00 |
35.00 |
1.6% |
2,207.75 |
| Range |
68.50 |
43.50 |
-25.00 |
-36.5% |
84.50 |
| ATR |
38.44 |
38.80 |
0.36 |
0.9% |
0.00 |
| Volume |
286,869 |
237,096 |
-49,773 |
-17.4% |
1,419,885 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.75 |
2,385.75 |
2,308.00 |
|
| R3 |
2,357.25 |
2,342.25 |
2,296.00 |
|
| R2 |
2,313.75 |
2,313.75 |
2,292.00 |
|
| R1 |
2,298.75 |
2,298.75 |
2,288.00 |
2,306.25 |
| PP |
2,270.25 |
2,270.25 |
2,270.25 |
2,274.00 |
| S1 |
2,255.25 |
2,255.25 |
2,280.00 |
2,262.75 |
| S2 |
2,226.75 |
2,226.75 |
2,276.00 |
|
| S3 |
2,183.25 |
2,211.75 |
2,272.00 |
|
| S4 |
2,139.75 |
2,168.25 |
2,260.00 |
|
|
| 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 |
2,285.00 |
2,191.50 |
93.50 |
4.1% |
48.00 |
2.1% |
99% |
True |
False |
277,746 |
| 10 |
2,285.00 |
2,174.00 |
111.00 |
4.9% |
44.50 |
1.9% |
99% |
True |
False |
302,177 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
8.9% |
38.25 |
1.7% |
54% |
False |
False |
198,037 |
| 40 |
2,411.50 |
2,174.00 |
237.50 |
10.4% |
35.25 |
1.5% |
46% |
False |
False |
99,137 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.9% |
32.50 |
1.4% |
44% |
False |
False |
66,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.00 |
|
2.618 |
2,399.00 |
|
1.618 |
2,355.50 |
|
1.000 |
2,328.50 |
|
0.618 |
2,312.00 |
|
HIGH |
2,285.00 |
|
0.618 |
2,268.50 |
|
0.500 |
2,263.25 |
|
0.382 |
2,258.00 |
|
LOW |
2,241.50 |
|
0.618 |
2,214.50 |
|
1.000 |
2,198.00 |
|
1.618 |
2,171.00 |
|
2.618 |
2,127.50 |
|
4.250 |
2,056.50 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,277.00 |
2,268.75 |
| PP |
2,270.25 |
2,253.50 |
| S1 |
2,263.25 |
2,238.25 |
|