| 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 |
2,727.0 |
2,745.0 |
18.0 |
0.7% |
2,778.0 |
| High |
2,750.0 |
2,792.0 |
42.0 |
1.5% |
2,790.0 |
| Low |
2,715.0 |
2,745.0 |
30.0 |
1.1% |
2,719.0 |
| Close |
2,726.0 |
2,784.0 |
58.0 |
2.1% |
2,730.0 |
| Range |
35.0 |
47.0 |
12.0 |
34.3% |
71.0 |
| ATR |
50.2 |
51.4 |
1.1 |
2.2% |
0.0 |
| Volume |
713,269 |
1,041,030 |
327,761 |
46.0% |
4,447,192 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.7 |
2,896.3 |
2,809.9 |
|
| R3 |
2,867.7 |
2,849.3 |
2,796.9 |
|
| R2 |
2,820.7 |
2,820.7 |
2,792.6 |
|
| R1 |
2,802.3 |
2,802.3 |
2,788.3 |
2,811.5 |
| PP |
2,773.7 |
2,773.7 |
2,773.7 |
2,778.3 |
| S1 |
2,755.3 |
2,755.3 |
2,779.7 |
2,764.5 |
| S2 |
2,726.7 |
2,726.7 |
2,775.4 |
|
| S3 |
2,679.7 |
2,708.3 |
2,771.1 |
|
| S4 |
2,632.7 |
2,661.3 |
2,758.2 |
|
|
| 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 |
2,792.0 |
2,715.0 |
77.0 |
2.8% |
46.6 |
1.7% |
90% |
True |
False |
1,037,296 |
| 10 |
2,875.0 |
2,715.0 |
160.0 |
5.7% |
47.8 |
1.7% |
43% |
False |
False |
984,634 |
| 20 |
2,894.0 |
2,715.0 |
179.0 |
6.4% |
46.0 |
1.7% |
39% |
False |
False |
1,103,391 |
| 40 |
2,980.0 |
2,715.0 |
265.0 |
9.5% |
46.0 |
1.7% |
26% |
False |
False |
1,054,585 |
| 60 |
2,980.0 |
2,701.0 |
279.0 |
10.0% |
43.5 |
1.6% |
30% |
False |
False |
1,077,276 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
46.8 |
1.7% |
48% |
False |
False |
884,344 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
45.4 |
1.6% |
48% |
False |
False |
707,975 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
44.3 |
1.6% |
48% |
False |
False |
590,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,991.8 |
|
2.618 |
2,915.0 |
|
1.618 |
2,868.0 |
|
1.000 |
2,839.0 |
|
0.618 |
2,821.0 |
|
HIGH |
2,792.0 |
|
0.618 |
2,774.0 |
|
0.500 |
2,768.5 |
|
0.382 |
2,763.0 |
|
LOW |
2,745.0 |
|
0.618 |
2,716.0 |
|
1.000 |
2,698.0 |
|
1.618 |
2,669.0 |
|
2.618 |
2,622.0 |
|
4.250 |
2,545.3 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.8 |
2,773.8 |
| PP |
2,773.7 |
2,763.7 |
| S1 |
2,768.5 |
2,753.5 |
|