| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,528.1 |
1,517.2 |
-10.9 |
-0.7% |
1,542.9 |
| High |
1,533.0 |
1,526.2 |
-6.8 |
-0.4% |
1,553.9 |
| Low |
1,511.3 |
1,513.1 |
1.8 |
0.1% |
1,526.4 |
| Close |
1,515.0 |
1,523.8 |
8.8 |
0.6% |
1,528.6 |
| Range |
21.7 |
13.1 |
-8.6 |
-39.6% |
27.5 |
| ATR |
19.4 |
19.0 |
-0.5 |
-2.3% |
0.0 |
| Volume |
851 |
306 |
-545 |
-64.0% |
4,624 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.3 |
1,555.2 |
1,531.0 |
|
| R3 |
1,547.2 |
1,542.1 |
1,527.4 |
|
| R2 |
1,534.1 |
1,534.1 |
1,526.2 |
|
| R1 |
1,529.0 |
1,529.0 |
1,525.0 |
1,531.6 |
| PP |
1,521.0 |
1,521.0 |
1,521.0 |
1,522.3 |
| S1 |
1,515.9 |
1,515.9 |
1,522.6 |
1,518.5 |
| S2 |
1,507.9 |
1,507.9 |
1,521.4 |
|
| S3 |
1,494.8 |
1,502.8 |
1,520.2 |
|
| S4 |
1,481.7 |
1,489.7 |
1,516.6 |
|
|
| 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 |
1,548.8 |
1,511.3 |
37.5 |
2.5% |
15.9 |
1.0% |
33% |
False |
False |
512 |
| 10 |
1,553.9 |
1,511.3 |
42.6 |
2.8% |
17.0 |
1.1% |
29% |
False |
False |
1,195 |
| 20 |
1,553.9 |
1,471.1 |
82.8 |
5.4% |
17.1 |
1.1% |
64% |
False |
False |
77,716 |
| 40 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
21.6 |
1.4% |
53% |
False |
False |
125,222 |
| 60 |
1,577.4 |
1,411.5 |
165.9 |
10.9% |
20.3 |
1.3% |
68% |
False |
False |
118,097 |
| 80 |
1,577.4 |
1,382.4 |
195.0 |
12.8% |
20.1 |
1.3% |
73% |
False |
False |
91,753 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.8 |
1.3% |
80% |
False |
False |
74,213 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.3 |
1.3% |
80% |
False |
False |
62,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,581.9 |
|
2.618 |
1,560.5 |
|
1.618 |
1,547.4 |
|
1.000 |
1,539.3 |
|
0.618 |
1,534.3 |
|
HIGH |
1,526.2 |
|
0.618 |
1,521.2 |
|
0.500 |
1,519.7 |
|
0.382 |
1,518.1 |
|
LOW |
1,513.1 |
|
0.618 |
1,505.0 |
|
1.000 |
1,500.0 |
|
1.618 |
1,491.9 |
|
2.618 |
1,478.8 |
|
4.250 |
1,457.4 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,522.4 |
1,527.6 |
| PP |
1,521.0 |
1,526.3 |
| S1 |
1,519.7 |
1,525.1 |
|