| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
2,370.00 |
2,376.00 |
6.00 |
0.3% |
2,208.75 |
| High |
2,380.75 |
2,416.00 |
35.25 |
1.5% |
2,360.75 |
| Low |
2,358.50 |
2,375.75 |
17.25 |
0.7% |
2,191.50 |
| Close |
2,375.25 |
2,415.50 |
40.25 |
1.7% |
2,355.25 |
| Range |
22.25 |
40.25 |
18.00 |
80.9% |
169.25 |
| ATR |
35.87 |
36.22 |
0.35 |
1.0% |
0.00 |
| Volume |
257,899 |
214,745 |
-43,154 |
-16.7% |
1,217,209 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.25 |
2,509.50 |
2,437.75 |
|
| R3 |
2,483.00 |
2,469.25 |
2,426.50 |
|
| R2 |
2,442.75 |
2,442.75 |
2,423.00 |
|
| R1 |
2,429.00 |
2,429.00 |
2,419.25 |
2,436.00 |
| PP |
2,402.50 |
2,402.50 |
2,402.50 |
2,405.75 |
| S1 |
2,388.75 |
2,388.75 |
2,411.75 |
2,395.50 |
| S2 |
2,362.25 |
2,362.25 |
2,408.00 |
|
| S3 |
2,322.00 |
2,348.50 |
2,404.50 |
|
| S4 |
2,281.75 |
2,308.25 |
2,393.25 |
|
|
| 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 |
2,416.00 |
2,287.50 |
128.50 |
5.3% |
32.50 |
1.3% |
100% |
True |
False |
230,359 |
| 10 |
2,416.00 |
2,191.50 |
224.50 |
9.3% |
40.75 |
1.7% |
100% |
True |
False |
256,948 |
| 20 |
2,416.00 |
2,174.00 |
242.00 |
10.0% |
37.50 |
1.5% |
100% |
True |
False |
266,587 |
| 40 |
2,416.00 |
2,174.00 |
242.00 |
10.0% |
35.50 |
1.5% |
100% |
True |
False |
134,215 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
10.3% |
32.75 |
1.4% |
97% |
False |
False |
89,555 |
| 80 |
2,423.00 |
2,174.00 |
249.00 |
10.3% |
33.25 |
1.4% |
97% |
False |
False |
67,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,587.00 |
|
2.618 |
2,521.25 |
|
1.618 |
2,481.00 |
|
1.000 |
2,456.25 |
|
0.618 |
2,440.75 |
|
HIGH |
2,416.00 |
|
0.618 |
2,400.50 |
|
0.500 |
2,396.00 |
|
0.382 |
2,391.25 |
|
LOW |
2,375.75 |
|
0.618 |
2,351.00 |
|
1.000 |
2,335.50 |
|
1.618 |
2,310.75 |
|
2.618 |
2,270.50 |
|
4.250 |
2,204.75 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.00 |
2,405.00 |
| PP |
2,402.50 |
2,394.25 |
| S1 |
2,396.00 |
2,383.75 |
|