| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,283.00 |
2,293.25 |
10.25 |
0.4% |
2,189.50 |
| High |
2,300.50 |
2,323.50 |
23.00 |
1.0% |
2,258.50 |
| Low |
2,274.75 |
2,287.50 |
12.75 |
0.6% |
2,174.00 |
| Close |
2,294.00 |
2,321.00 |
27.00 |
1.2% |
2,207.75 |
| Range |
25.75 |
36.00 |
10.25 |
39.8% |
84.50 |
| ATR |
37.87 |
37.74 |
-0.13 |
-0.4% |
0.00 |
| Volume |
252,700 |
201,935 |
-50,765 |
-20.1% |
1,419,885 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.75 |
2,405.75 |
2,340.75 |
|
| R3 |
2,382.75 |
2,369.75 |
2,331.00 |
|
| R2 |
2,346.75 |
2,346.75 |
2,327.50 |
|
| R1 |
2,333.75 |
2,333.75 |
2,324.25 |
2,340.25 |
| PP |
2,310.75 |
2,310.75 |
2,310.75 |
2,314.00 |
| S1 |
2,297.75 |
2,297.75 |
2,317.75 |
2,304.25 |
| S2 |
2,274.75 |
2,274.75 |
2,314.50 |
|
| S3 |
2,238.75 |
2,261.75 |
2,311.00 |
|
| S4 |
2,202.75 |
2,225.75 |
2,301.25 |
|
|
| 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 |
2,323.50 |
2,191.50 |
132.00 |
5.7% |
45.00 |
1.9% |
98% |
True |
False |
240,816 |
| 10 |
2,323.50 |
2,174.00 |
149.50 |
6.4% |
42.25 |
1.8% |
98% |
True |
False |
270,701 |
| 20 |
2,324.25 |
2,174.00 |
150.25 |
6.5% |
37.00 |
1.6% |
98% |
False |
False |
220,679 |
| 40 |
2,411.50 |
2,174.00 |
237.50 |
10.2% |
35.25 |
1.5% |
62% |
False |
False |
110,483 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.7% |
32.75 |
1.4% |
59% |
False |
False |
73,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.50 |
|
2.618 |
2,417.75 |
|
1.618 |
2,381.75 |
|
1.000 |
2,359.50 |
|
0.618 |
2,345.75 |
|
HIGH |
2,323.50 |
|
0.618 |
2,309.75 |
|
0.500 |
2,305.50 |
|
0.382 |
2,301.25 |
|
LOW |
2,287.50 |
|
0.618 |
2,265.25 |
|
1.000 |
2,251.50 |
|
1.618 |
2,229.25 |
|
2.618 |
2,193.25 |
|
4.250 |
2,134.50 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.75 |
2,308.25 |
| PP |
2,310.75 |
2,295.25 |
| S1 |
2,305.50 |
2,282.50 |
|