| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,355.00 |
2,370.00 |
15.00 |
0.6% |
2,208.75 |
| High |
2,372.00 |
2,380.75 |
8.75 |
0.4% |
2,360.75 |
| Low |
2,351.50 |
2,358.50 |
7.00 |
0.3% |
2,191.50 |
| Close |
2,372.00 |
2,375.25 |
3.25 |
0.1% |
2,355.25 |
| Range |
20.50 |
22.25 |
1.75 |
8.5% |
169.25 |
| ATR |
36.92 |
35.87 |
-1.05 |
-2.8% |
0.00 |
| Volume |
238,609 |
257,899 |
19,290 |
8.1% |
1,217,209 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.25 |
2,429.00 |
2,387.50 |
|
| R3 |
2,416.00 |
2,406.75 |
2,381.25 |
|
| R2 |
2,393.75 |
2,393.75 |
2,379.25 |
|
| R1 |
2,384.50 |
2,384.50 |
2,377.25 |
2,389.00 |
| PP |
2,371.50 |
2,371.50 |
2,371.50 |
2,373.75 |
| S1 |
2,362.25 |
2,362.25 |
2,373.25 |
2,367.00 |
| S2 |
2,349.25 |
2,349.25 |
2,371.25 |
|
| S3 |
2,327.00 |
2,340.00 |
2,369.25 |
|
| S4 |
2,304.75 |
2,317.75 |
2,363.00 |
|
|
| 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 |
2,380.75 |
2,274.75 |
106.00 |
4.5% |
29.75 |
1.3% |
95% |
True |
False |
237,950 |
| 10 |
2,380.75 |
2,191.50 |
189.25 |
8.0% |
38.75 |
1.6% |
97% |
True |
False |
257,848 |
| 20 |
2,380.75 |
2,174.00 |
206.75 |
8.7% |
37.00 |
1.6% |
97% |
True |
False |
256,677 |
| 40 |
2,411.50 |
2,174.00 |
237.50 |
10.0% |
35.00 |
1.5% |
85% |
False |
False |
128,849 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.5% |
32.50 |
1.4% |
81% |
False |
False |
85,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.25 |
|
2.618 |
2,439.00 |
|
1.618 |
2,416.75 |
|
1.000 |
2,403.00 |
|
0.618 |
2,394.50 |
|
HIGH |
2,380.75 |
|
0.618 |
2,372.25 |
|
0.500 |
2,369.50 |
|
0.382 |
2,367.00 |
|
LOW |
2,358.50 |
|
0.618 |
2,344.75 |
|
1.000 |
2,336.25 |
|
1.618 |
2,322.50 |
|
2.618 |
2,300.25 |
|
4.250 |
2,264.00 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,373.50 |
2,366.50 |
| PP |
2,371.50 |
2,357.50 |
| S1 |
2,369.50 |
2,348.75 |
|