| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,543.7 |
1,528.1 |
-15.6 |
-1.0% |
1,542.9 |
| High |
1,543.9 |
1,533.0 |
-10.9 |
-0.7% |
1,553.9 |
| Low |
1,526.4 |
1,511.3 |
-15.1 |
-1.0% |
1,526.4 |
| Close |
1,528.6 |
1,515.0 |
-13.6 |
-0.9% |
1,528.6 |
| Range |
17.5 |
21.7 |
4.2 |
24.0% |
27.5 |
| ATR |
19.2 |
19.4 |
0.2 |
0.9% |
0.0 |
| Volume |
626 |
851 |
225 |
35.9% |
4,624 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,584.9 |
1,571.6 |
1,526.9 |
|
| R3 |
1,563.2 |
1,549.9 |
1,521.0 |
|
| R2 |
1,541.5 |
1,541.5 |
1,519.0 |
|
| R1 |
1,528.2 |
1,528.2 |
1,517.0 |
1,524.0 |
| PP |
1,519.8 |
1,519.8 |
1,519.8 |
1,517.7 |
| S1 |
1,506.5 |
1,506.5 |
1,513.0 |
1,502.3 |
| S2 |
1,498.1 |
1,498.1 |
1,511.0 |
|
| S3 |
1,476.4 |
1,484.8 |
1,509.0 |
|
| S4 |
1,454.7 |
1,463.1 |
1,503.1 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.8 |
1,601.2 |
1,543.7 |
|
| R3 |
1,591.3 |
1,573.7 |
1,536.2 |
|
| R2 |
1,563.8 |
1,563.8 |
1,533.6 |
|
| R1 |
1,546.2 |
1,546.2 |
1,531.1 |
1,541.3 |
| PP |
1,536.3 |
1,536.3 |
1,536.3 |
1,533.8 |
| S1 |
1,518.7 |
1,518.7 |
1,526.1 |
1,513.8 |
| S2 |
1,508.8 |
1,508.8 |
1,523.6 |
|
| S3 |
1,481.3 |
1,491.2 |
1,521.0 |
|
| S4 |
1,453.8 |
1,463.7 |
1,513.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,549.9 |
1,511.3 |
38.6 |
2.5% |
15.8 |
1.0% |
10% |
False |
True |
956 |
| 10 |
1,553.9 |
1,511.3 |
42.6 |
2.8% |
16.6 |
1.1% |
9% |
False |
True |
8,837 |
| 20 |
1,553.9 |
1,471.1 |
82.8 |
5.5% |
17.4 |
1.1% |
53% |
False |
False |
83,702 |
| 40 |
1,577.4 |
1,462.5 |
114.9 |
7.6% |
21.7 |
1.4% |
46% |
False |
False |
128,516 |
| 60 |
1,577.4 |
1,403.8 |
173.6 |
11.5% |
20.4 |
1.3% |
64% |
False |
False |
118,296 |
| 80 |
1,577.4 |
1,376.2 |
201.2 |
13.3% |
20.1 |
1.3% |
69% |
False |
False |
91,766 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.9 |
1.3% |
77% |
False |
False |
74,251 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.3 |
1.3% |
77% |
False |
False |
62,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,625.2 |
|
2.618 |
1,589.8 |
|
1.618 |
1,568.1 |
|
1.000 |
1,554.7 |
|
0.618 |
1,546.4 |
|
HIGH |
1,533.0 |
|
0.618 |
1,524.7 |
|
0.500 |
1,522.2 |
|
0.382 |
1,519.6 |
|
LOW |
1,511.3 |
|
0.618 |
1,497.9 |
|
1.000 |
1,489.6 |
|
1.618 |
1,476.2 |
|
2.618 |
1,454.5 |
|
4.250 |
1,419.1 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,522.2 |
1,530.1 |
| PP |
1,519.8 |
1,525.0 |
| S1 |
1,517.4 |
1,520.0 |
|