| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,525.0 |
1,526.0 |
1.0 |
0.1% |
1,542.9 |
| High |
1,533.4 |
1,531.2 |
-2.2 |
-0.1% |
1,553.9 |
| Low |
1,515.0 |
1,522.0 |
7.0 |
0.5% |
1,526.4 |
| Close |
1,525.6 |
1,529.3 |
3.7 |
0.2% |
1,528.6 |
| Range |
18.4 |
9.2 |
-9.2 |
-50.0% |
27.5 |
| ATR |
18.9 |
18.2 |
-0.7 |
-3.7% |
0.0 |
| Volume |
648 |
164 |
-484 |
-74.7% |
4,624 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.1 |
1,551.4 |
1,534.4 |
|
| R3 |
1,545.9 |
1,542.2 |
1,531.8 |
|
| R2 |
1,536.7 |
1,536.7 |
1,531.0 |
|
| R1 |
1,533.0 |
1,533.0 |
1,530.1 |
1,534.9 |
| PP |
1,527.5 |
1,527.5 |
1,527.5 |
1,528.4 |
| S1 |
1,523.8 |
1,523.8 |
1,528.5 |
1,525.7 |
| S2 |
1,518.3 |
1,518.3 |
1,527.6 |
|
| S3 |
1,509.1 |
1,514.6 |
1,526.8 |
|
| S4 |
1,499.9 |
1,505.4 |
1,524.2 |
|
|
| 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 |
1,543.9 |
1,511.3 |
32.6 |
2.1% |
16.0 |
1.0% |
55% |
False |
False |
519 |
| 10 |
1,553.9 |
1,511.3 |
42.6 |
2.8% |
15.3 |
1.0% |
42% |
False |
False |
833 |
| 20 |
1,553.9 |
1,485.8 |
68.1 |
4.5% |
16.4 |
1.1% |
64% |
False |
False |
62,155 |
| 40 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
21.5 |
1.4% |
58% |
False |
False |
117,440 |
| 60 |
1,577.4 |
1,411.5 |
165.9 |
10.8% |
20.3 |
1.3% |
71% |
False |
False |
117,318 |
| 80 |
1,577.4 |
1,382.4 |
195.0 |
12.8% |
20.1 |
1.3% |
75% |
False |
False |
91,748 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.7 |
1.3% |
82% |
False |
False |
74,132 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.4% |
19.4 |
1.3% |
82% |
False |
False |
62,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.3 |
|
2.618 |
1,555.3 |
|
1.618 |
1,546.1 |
|
1.000 |
1,540.4 |
|
0.618 |
1,536.9 |
|
HIGH |
1,531.2 |
|
0.618 |
1,527.7 |
|
0.500 |
1,526.6 |
|
0.382 |
1,525.5 |
|
LOW |
1,522.0 |
|
0.618 |
1,516.3 |
|
1.000 |
1,512.8 |
|
1.618 |
1,507.1 |
|
2.618 |
1,497.9 |
|
4.250 |
1,482.9 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,528.4 |
1,527.3 |
| PP |
1,527.5 |
1,525.3 |
| S1 |
1,526.6 |
1,523.3 |
|