| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,517.2 |
1,525.0 |
7.8 |
0.5% |
1,542.9 |
| High |
1,526.2 |
1,533.4 |
7.2 |
0.5% |
1,553.9 |
| Low |
1,513.1 |
1,515.0 |
1.9 |
0.1% |
1,526.4 |
| Close |
1,523.8 |
1,525.6 |
1.8 |
0.1% |
1,528.6 |
| Range |
13.1 |
18.4 |
5.3 |
40.5% |
27.5 |
| ATR |
19.0 |
18.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
306 |
648 |
342 |
111.8% |
4,624 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,579.9 |
1,571.1 |
1,535.7 |
|
| R3 |
1,561.5 |
1,552.7 |
1,530.7 |
|
| R2 |
1,543.1 |
1,543.1 |
1,529.0 |
|
| R1 |
1,534.3 |
1,534.3 |
1,527.3 |
1,538.7 |
| PP |
1,524.7 |
1,524.7 |
1,524.7 |
1,526.9 |
| S1 |
1,515.9 |
1,515.9 |
1,523.9 |
1,520.3 |
| S2 |
1,506.3 |
1,506.3 |
1,522.2 |
|
| S3 |
1,487.9 |
1,497.5 |
1,520.5 |
|
| S4 |
1,469.5 |
1,479.1 |
1,515.5 |
|
|
| 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% |
17.0 |
1.1% |
38% |
False |
False |
543 |
| 10 |
1,553.9 |
1,511.3 |
42.6 |
2.8% |
16.8 |
1.1% |
34% |
False |
False |
982 |
| 20 |
1,553.9 |
1,484.6 |
69.3 |
4.5% |
16.7 |
1.1% |
59% |
False |
False |
68,854 |
| 40 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
21.5 |
1.4% |
55% |
False |
False |
120,521 |
| 60 |
1,577.4 |
1,411.5 |
165.9 |
10.9% |
20.4 |
1.3% |
69% |
False |
False |
117,692 |
| 80 |
1,577.4 |
1,382.4 |
195.0 |
12.8% |
20.2 |
1.3% |
73% |
False |
False |
91,746 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.8 |
1.3% |
81% |
False |
False |
74,155 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.4 |
1.3% |
81% |
False |
False |
62,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,611.6 |
|
2.618 |
1,581.6 |
|
1.618 |
1,563.2 |
|
1.000 |
1,551.8 |
|
0.618 |
1,544.8 |
|
HIGH |
1,533.4 |
|
0.618 |
1,526.4 |
|
0.500 |
1,524.2 |
|
0.382 |
1,522.0 |
|
LOW |
1,515.0 |
|
0.618 |
1,503.6 |
|
1.000 |
1,496.6 |
|
1.618 |
1,485.2 |
|
2.618 |
1,466.8 |
|
4.250 |
1,436.8 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,525.1 |
1,524.5 |
| PP |
1,524.7 |
1,523.4 |
| S1 |
1,524.2 |
1,522.4 |
|