| 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 |
2,250.50 |
2,283.00 |
32.50 |
1.4% |
2,189.50 |
| High |
2,285.00 |
2,300.50 |
15.50 |
0.7% |
2,258.50 |
| Low |
2,241.50 |
2,274.75 |
33.25 |
1.5% |
2,174.00 |
| Close |
2,284.00 |
2,294.00 |
10.00 |
0.4% |
2,207.75 |
| Range |
43.50 |
25.75 |
-17.75 |
-40.8% |
84.50 |
| ATR |
38.80 |
37.87 |
-0.93 |
-2.4% |
0.00 |
| Volume |
237,096 |
252,700 |
15,604 |
6.6% |
1,419,885 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.00 |
2,356.25 |
2,308.25 |
|
| R3 |
2,341.25 |
2,330.50 |
2,301.00 |
|
| R2 |
2,315.50 |
2,315.50 |
2,298.75 |
|
| R1 |
2,304.75 |
2,304.75 |
2,296.25 |
2,310.00 |
| PP |
2,289.75 |
2,289.75 |
2,289.75 |
2,292.50 |
| S1 |
2,279.00 |
2,279.00 |
2,291.75 |
2,284.50 |
| S2 |
2,264.00 |
2,264.00 |
2,289.25 |
|
| S3 |
2,238.25 |
2,253.25 |
2,287.00 |
|
| S4 |
2,212.50 |
2,227.50 |
2,279.75 |
|
|
| 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 |
2,300.50 |
2,191.50 |
109.00 |
4.8% |
48.75 |
2.1% |
94% |
True |
False |
283,537 |
| 10 |
2,300.50 |
2,174.00 |
126.50 |
5.5% |
42.50 |
1.8% |
95% |
True |
False |
286,586 |
| 20 |
2,331.50 |
2,174.00 |
157.50 |
6.9% |
36.25 |
1.6% |
76% |
False |
False |
210,649 |
| 40 |
2,411.50 |
2,174.00 |
237.50 |
10.4% |
35.25 |
1.5% |
51% |
False |
False |
105,452 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.9% |
32.50 |
1.4% |
48% |
False |
False |
70,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.00 |
|
2.618 |
2,368.00 |
|
1.618 |
2,342.25 |
|
1.000 |
2,326.25 |
|
0.618 |
2,316.50 |
|
HIGH |
2,300.50 |
|
0.618 |
2,290.75 |
|
0.500 |
2,287.50 |
|
0.382 |
2,284.50 |
|
LOW |
2,274.75 |
|
0.618 |
2,258.75 |
|
1.000 |
2,249.00 |
|
1.618 |
2,233.00 |
|
2.618 |
2,207.25 |
|
4.250 |
2,165.25 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,292.00 |
2,278.00 |
| PP |
2,289.75 |
2,262.00 |
| S1 |
2,287.50 |
2,246.00 |
|