| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,293.25 |
2,318.75 |
25.50 |
1.1% |
2,208.75 |
| High |
2,323.50 |
2,360.75 |
37.25 |
1.6% |
2,360.75 |
| Low |
2,287.50 |
2,316.75 |
29.25 |
1.3% |
2,191.50 |
| Close |
2,321.00 |
2,355.25 |
34.25 |
1.5% |
2,355.25 |
| Range |
36.00 |
44.00 |
8.00 |
22.2% |
169.25 |
| ATR |
37.74 |
38.19 |
0.45 |
1.2% |
0.00 |
| Volume |
201,935 |
238,609 |
36,674 |
18.2% |
1,217,209 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.25 |
2,459.75 |
2,379.50 |
|
| R3 |
2,432.25 |
2,415.75 |
2,367.25 |
|
| R2 |
2,388.25 |
2,388.25 |
2,363.25 |
|
| R1 |
2,371.75 |
2,371.75 |
2,359.25 |
2,380.00 |
| PP |
2,344.25 |
2,344.25 |
2,344.25 |
2,348.50 |
| S1 |
2,327.75 |
2,327.75 |
2,351.25 |
2,336.00 |
| S2 |
2,300.25 |
2,300.25 |
2,347.25 |
|
| S3 |
2,256.25 |
2,283.75 |
2,343.25 |
|
| S4 |
2,212.25 |
2,239.75 |
2,331.00 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.25 |
2,752.00 |
2,448.25 |
|
| R3 |
2,641.00 |
2,582.75 |
2,401.75 |
|
| R2 |
2,471.75 |
2,471.75 |
2,386.25 |
|
| R1 |
2,413.50 |
2,413.50 |
2,370.75 |
2,442.50 |
| PP |
2,302.50 |
2,302.50 |
2,302.50 |
2,317.00 |
| S1 |
2,244.25 |
2,244.25 |
2,339.75 |
2,273.50 |
| S2 |
2,133.25 |
2,133.25 |
2,324.25 |
|
| S3 |
1,964.00 |
2,075.00 |
2,308.75 |
|
| S4 |
1,794.75 |
1,905.75 |
2,262.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,360.75 |
2,191.50 |
169.25 |
7.2% |
43.50 |
1.8% |
97% |
True |
False |
243,441 |
| 10 |
2,360.75 |
2,174.00 |
186.75 |
7.9% |
43.00 |
1.8% |
97% |
True |
False |
263,709 |
| 20 |
2,360.75 |
2,174.00 |
186.75 |
7.9% |
37.25 |
1.6% |
97% |
True |
False |
232,538 |
| 40 |
2,411.50 |
2,174.00 |
237.50 |
10.1% |
35.50 |
1.5% |
76% |
False |
False |
116,445 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.6% |
33.00 |
1.4% |
73% |
False |
False |
77,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,547.75 |
|
2.618 |
2,476.00 |
|
1.618 |
2,432.00 |
|
1.000 |
2,404.75 |
|
0.618 |
2,388.00 |
|
HIGH |
2,360.75 |
|
0.618 |
2,344.00 |
|
0.500 |
2,338.75 |
|
0.382 |
2,333.50 |
|
LOW |
2,316.75 |
|
0.618 |
2,289.50 |
|
1.000 |
2,272.75 |
|
1.618 |
2,245.50 |
|
2.618 |
2,201.50 |
|
4.250 |
2,129.75 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.75 |
2,342.75 |
| PP |
2,344.25 |
2,330.25 |
| S1 |
2,338.75 |
2,317.75 |
|