| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,318.75 |
2,355.00 |
36.25 |
1.6% |
2,208.75 |
| High |
2,360.75 |
2,372.00 |
11.25 |
0.5% |
2,360.75 |
| Low |
2,316.75 |
2,351.50 |
34.75 |
1.5% |
2,191.50 |
| Close |
2,355.25 |
2,372.00 |
16.75 |
0.7% |
2,355.25 |
| Range |
44.00 |
20.50 |
-23.50 |
-53.4% |
169.25 |
| ATR |
38.19 |
36.92 |
-1.26 |
-3.3% |
0.00 |
| Volume |
238,609 |
238,609 |
0 |
0.0% |
1,217,209 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.75 |
2,419.75 |
2,383.25 |
|
| R3 |
2,406.25 |
2,399.25 |
2,377.75 |
|
| R2 |
2,385.75 |
2,385.75 |
2,375.75 |
|
| R1 |
2,378.75 |
2,378.75 |
2,374.00 |
2,382.25 |
| PP |
2,365.25 |
2,365.25 |
2,365.25 |
2,367.00 |
| S1 |
2,358.25 |
2,358.25 |
2,370.00 |
2,361.75 |
| S2 |
2,344.75 |
2,344.75 |
2,368.25 |
|
| S3 |
2,324.25 |
2,337.75 |
2,366.25 |
|
| S4 |
2,303.75 |
2,317.25 |
2,360.75 |
|
|
| 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 |
2,372.00 |
2,241.50 |
130.50 |
5.5% |
34.00 |
1.4% |
100% |
True |
False |
233,789 |
| 10 |
2,372.00 |
2,191.50 |
180.50 |
7.6% |
41.75 |
1.8% |
100% |
True |
False |
266,057 |
| 20 |
2,372.00 |
2,174.00 |
198.00 |
8.3% |
36.75 |
1.6% |
100% |
True |
False |
244,338 |
| 40 |
2,411.50 |
2,174.00 |
237.50 |
10.0% |
35.00 |
1.5% |
83% |
False |
False |
122,406 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.5% |
32.75 |
1.4% |
80% |
False |
False |
81,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,459.00 |
|
2.618 |
2,425.75 |
|
1.618 |
2,405.25 |
|
1.000 |
2,392.50 |
|
0.618 |
2,384.75 |
|
HIGH |
2,372.00 |
|
0.618 |
2,364.25 |
|
0.500 |
2,361.75 |
|
0.382 |
2,359.25 |
|
LOW |
2,351.50 |
|
0.618 |
2,338.75 |
|
1.000 |
2,331.00 |
|
1.618 |
2,318.25 |
|
2.618 |
2,297.75 |
|
4.250 |
2,264.50 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,368.50 |
2,358.00 |
| PP |
2,365.25 |
2,343.75 |
| S1 |
2,361.75 |
2,329.75 |
|