| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,504.0 |
1,501.4 |
-2.6 |
-0.2% |
1,541.2 |
| High |
1,508.0 |
1,509.2 |
1.2 |
0.1% |
1,561.0 |
| Low |
1,493.2 |
1,498.2 |
5.0 |
0.3% |
1,501.0 |
| Close |
1,498.6 |
1,502.4 |
3.8 |
0.3% |
1,503.1 |
| Range |
14.8 |
11.0 |
-3.8 |
-25.7% |
60.0 |
| ATR |
19.4 |
18.8 |
-0.6 |
-3.1% |
0.0 |
| Volume |
7,724 |
6,014 |
-1,710 |
-22.1% |
31,295 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.3 |
1,530.3 |
1,508.5 |
|
| R3 |
1,525.3 |
1,519.3 |
1,505.4 |
|
| R2 |
1,514.3 |
1,514.3 |
1,504.4 |
|
| R1 |
1,508.3 |
1,508.3 |
1,503.4 |
1,511.3 |
| PP |
1,503.3 |
1,503.3 |
1,503.3 |
1,504.8 |
| S1 |
1,497.3 |
1,497.3 |
1,501.4 |
1,500.3 |
| S2 |
1,492.3 |
1,492.3 |
1,500.4 |
|
| S3 |
1,481.3 |
1,486.3 |
1,499.4 |
|
| S4 |
1,470.3 |
1,475.3 |
1,496.4 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,701.7 |
1,662.4 |
1,536.1 |
|
| R3 |
1,641.7 |
1,602.4 |
1,519.6 |
|
| R2 |
1,581.7 |
1,581.7 |
1,514.1 |
|
| R1 |
1,542.4 |
1,542.4 |
1,508.6 |
1,532.1 |
| PP |
1,521.7 |
1,521.7 |
1,521.7 |
1,516.5 |
| S1 |
1,482.4 |
1,482.4 |
1,497.6 |
1,472.1 |
| S2 |
1,461.7 |
1,461.7 |
1,492.1 |
|
| S3 |
1,401.7 |
1,422.4 |
1,486.6 |
|
| S4 |
1,341.7 |
1,362.4 |
1,470.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
21.5 |
1.4% |
14% |
False |
False |
6,343 |
| 10 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
18.2 |
1.2% |
14% |
False |
False |
6,540 |
| 20 |
1,561.0 |
1,493.2 |
67.8 |
4.5% |
18.0 |
1.2% |
14% |
False |
False |
4,577 |
| 40 |
1,561.0 |
1,465.9 |
95.1 |
6.3% |
20.5 |
1.4% |
38% |
False |
False |
4,882 |
| 60 |
1,579.5 |
1,434.6 |
144.9 |
9.6% |
19.6 |
1.3% |
47% |
False |
False |
3,919 |
| 80 |
1,579.5 |
1,387.1 |
192.4 |
12.8% |
19.0 |
1.3% |
60% |
False |
False |
3,278 |
| 100 |
1,579.5 |
1,351.7 |
227.8 |
15.2% |
18.2 |
1.2% |
66% |
False |
False |
2,882 |
| 120 |
1,579.5 |
1,317.4 |
262.1 |
17.4% |
18.4 |
1.2% |
71% |
False |
False |
2,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,556.0 |
|
2.618 |
1,538.0 |
|
1.618 |
1,527.0 |
|
1.000 |
1,520.2 |
|
0.618 |
1,516.0 |
|
HIGH |
1,509.2 |
|
0.618 |
1,505.0 |
|
0.500 |
1,503.7 |
|
0.382 |
1,502.4 |
|
LOW |
1,498.2 |
|
0.618 |
1,491.4 |
|
1.000 |
1,487.2 |
|
1.618 |
1,480.4 |
|
2.618 |
1,469.4 |
|
4.250 |
1,451.5 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,503.7 |
1,510.9 |
| PP |
1,503.3 |
1,508.0 |
| S1 |
1,502.8 |
1,505.2 |
|