| 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 |
2,745.0 |
2,777.0 |
32.0 |
1.2% |
2,778.0 |
| High |
2,792.0 |
2,778.0 |
-14.0 |
-0.5% |
2,790.0 |
| Low |
2,745.0 |
2,705.0 |
-40.0 |
-1.5% |
2,719.0 |
| Close |
2,784.0 |
2,714.0 |
-70.0 |
-2.5% |
2,730.0 |
| Range |
47.0 |
73.0 |
26.0 |
55.3% |
71.0 |
| ATR |
51.4 |
53.3 |
2.0 |
3.8% |
0.0 |
| Volume |
1,041,030 |
1,224,334 |
183,304 |
17.6% |
4,447,192 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,905.7 |
2,754.2 |
|
| R3 |
2,878.3 |
2,832.7 |
2,734.1 |
|
| R2 |
2,805.3 |
2,805.3 |
2,727.4 |
|
| R1 |
2,759.7 |
2,759.7 |
2,720.7 |
2,746.0 |
| PP |
2,732.3 |
2,732.3 |
2,732.3 |
2,725.5 |
| S1 |
2,686.7 |
2,686.7 |
2,707.3 |
2,673.0 |
| S2 |
2,659.3 |
2,659.3 |
2,700.6 |
|
| S3 |
2,586.3 |
2,613.7 |
2,693.9 |
|
| S4 |
2,513.3 |
2,540.7 |
2,673.9 |
|
|
| 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 |
2,705.0 |
87.0 |
3.2% |
54.4 |
2.0% |
10% |
False |
True |
1,054,795 |
| 10 |
2,810.0 |
2,705.0 |
105.0 |
3.9% |
47.1 |
1.7% |
9% |
False |
True |
985,322 |
| 20 |
2,894.0 |
2,705.0 |
189.0 |
7.0% |
47.3 |
1.7% |
5% |
False |
True |
1,164,608 |
| 40 |
2,980.0 |
2,705.0 |
275.0 |
10.1% |
47.1 |
1.7% |
3% |
False |
True |
1,085,194 |
| 60 |
2,980.0 |
2,705.0 |
275.0 |
10.1% |
43.8 |
1.6% |
3% |
False |
True |
1,066,459 |
| 80 |
2,990.0 |
2,590.0 |
400.0 |
14.7% |
47.4 |
1.7% |
31% |
False |
False |
899,644 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
45.5 |
1.7% |
30% |
False |
False |
720,188 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
44.8 |
1.7% |
30% |
False |
False |
600,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.3 |
|
2.618 |
2,969.1 |
|
1.618 |
2,896.1 |
|
1.000 |
2,851.0 |
|
0.618 |
2,823.1 |
|
HIGH |
2,778.0 |
|
0.618 |
2,750.1 |
|
0.500 |
2,741.5 |
|
0.382 |
2,732.9 |
|
LOW |
2,705.0 |
|
0.618 |
2,659.9 |
|
1.000 |
2,632.0 |
|
1.618 |
2,586.9 |
|
2.618 |
2,513.9 |
|
4.250 |
2,394.8 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.5 |
2,748.5 |
| PP |
2,732.3 |
2,737.0 |
| S1 |
2,723.2 |
2,725.5 |
|