| 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 |
2,771.0 |
2,727.0 |
-44.0 |
-1.6% |
2,778.0 |
| High |
2,783.0 |
2,750.0 |
-33.0 |
-1.2% |
2,790.0 |
| Low |
2,719.0 |
2,715.0 |
-4.0 |
-0.1% |
2,719.0 |
| Close |
2,730.0 |
2,726.0 |
-4.0 |
-0.1% |
2,730.0 |
| Range |
64.0 |
35.0 |
-29.0 |
-45.3% |
71.0 |
| ATR |
51.4 |
50.2 |
-1.2 |
-2.3% |
0.0 |
| Volume |
1,223,797 |
713,269 |
-510,528 |
-41.7% |
4,447,192 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.3 |
2,815.7 |
2,745.3 |
|
| R3 |
2,800.3 |
2,780.7 |
2,735.6 |
|
| R2 |
2,765.3 |
2,765.3 |
2,732.4 |
|
| R1 |
2,745.7 |
2,745.7 |
2,729.2 |
2,738.0 |
| PP |
2,730.3 |
2,730.3 |
2,730.3 |
2,726.5 |
| S1 |
2,710.7 |
2,710.7 |
2,722.8 |
2,703.0 |
| S2 |
2,695.3 |
2,695.3 |
2,719.6 |
|
| S3 |
2,660.3 |
2,675.7 |
2,716.4 |
|
| S4 |
2,625.3 |
2,640.7 |
2,706.8 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.3 |
2,915.7 |
2,769.1 |
|
| R3 |
2,888.3 |
2,844.7 |
2,749.5 |
|
| R2 |
2,817.3 |
2,817.3 |
2,743.0 |
|
| R1 |
2,773.7 |
2,773.7 |
2,736.5 |
2,760.0 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,739.5 |
| S1 |
2,702.7 |
2,702.7 |
2,723.5 |
2,689.0 |
| S2 |
2,675.3 |
2,675.3 |
2,717.0 |
|
| S3 |
2,604.3 |
2,631.7 |
2,710.5 |
|
| S4 |
2,533.3 |
2,560.7 |
2,691.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,715.0 |
75.0 |
2.8% |
44.2 |
1.6% |
15% |
False |
True |
1,023,028 |
| 10 |
2,875.0 |
2,715.0 |
160.0 |
5.9% |
47.2 |
1.7% |
7% |
False |
True |
1,031,784 |
| 20 |
2,894.0 |
2,715.0 |
179.0 |
6.6% |
45.5 |
1.7% |
6% |
False |
True |
1,114,936 |
| 40 |
2,980.0 |
2,715.0 |
265.0 |
9.7% |
45.8 |
1.7% |
4% |
False |
True |
1,061,520 |
| 60 |
2,980.0 |
2,645.0 |
335.0 |
12.3% |
44.0 |
1.6% |
24% |
False |
False |
1,086,019 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
46.6 |
1.7% |
33% |
False |
False |
871,345 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
45.3 |
1.7% |
33% |
False |
False |
697,567 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
44.1 |
1.6% |
33% |
False |
False |
581,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.8 |
|
2.618 |
2,841.6 |
|
1.618 |
2,806.6 |
|
1.000 |
2,785.0 |
|
0.618 |
2,771.6 |
|
HIGH |
2,750.0 |
|
0.618 |
2,736.6 |
|
0.500 |
2,732.5 |
|
0.382 |
2,728.4 |
|
LOW |
2,715.0 |
|
0.618 |
2,693.4 |
|
1.000 |
2,680.0 |
|
1.618 |
2,658.4 |
|
2.618 |
2,623.4 |
|
4.250 |
2,566.3 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,752.5 |
| PP |
2,730.3 |
2,743.7 |
| S1 |
2,728.2 |
2,734.8 |
|