| 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 |
2,777.0 |
2,706.0 |
-71.0 |
-2.6% |
2,778.0 |
| High |
2,778.0 |
2,735.0 |
-43.0 |
-1.5% |
2,790.0 |
| Low |
2,705.0 |
2,692.0 |
-13.0 |
-0.5% |
2,719.0 |
| Close |
2,714.0 |
2,719.0 |
5.0 |
0.2% |
2,730.0 |
| Range |
73.0 |
43.0 |
-30.0 |
-41.1% |
71.0 |
| ATR |
53.3 |
52.6 |
-0.7 |
-1.4% |
0.0 |
| Volume |
1,224,334 |
1,433,758 |
209,424 |
17.1% |
4,447,192 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.3 |
2,824.7 |
2,742.7 |
|
| R3 |
2,801.3 |
2,781.7 |
2,730.8 |
|
| R2 |
2,758.3 |
2,758.3 |
2,726.9 |
|
| R1 |
2,738.7 |
2,738.7 |
2,722.9 |
2,748.5 |
| PP |
2,715.3 |
2,715.3 |
2,715.3 |
2,720.3 |
| S1 |
2,695.7 |
2,695.7 |
2,715.1 |
2,705.5 |
| S2 |
2,672.3 |
2,672.3 |
2,711.1 |
|
| S3 |
2,629.3 |
2,652.7 |
2,707.2 |
|
| S4 |
2,586.3 |
2,609.7 |
2,695.4 |
|
|
| 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 |
2,692.0 |
100.0 |
3.7% |
52.4 |
1.9% |
27% |
False |
True |
1,127,237 |
| 10 |
2,799.0 |
2,692.0 |
107.0 |
3.9% |
47.8 |
1.8% |
25% |
False |
True |
1,021,978 |
| 20 |
2,894.0 |
2,692.0 |
202.0 |
7.4% |
47.8 |
1.8% |
13% |
False |
True |
1,182,357 |
| 40 |
2,980.0 |
2,692.0 |
288.0 |
10.6% |
46.0 |
1.7% |
9% |
False |
True |
1,121,038 |
| 60 |
2,980.0 |
2,692.0 |
288.0 |
10.6% |
43.6 |
1.6% |
9% |
False |
True |
1,070,507 |
| 80 |
2,980.0 |
2,590.0 |
390.0 |
14.3% |
47.1 |
1.7% |
33% |
False |
False |
917,526 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
45.6 |
1.7% |
32% |
False |
False |
734,493 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
15.0% |
45.0 |
1.7% |
32% |
False |
False |
612,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,917.8 |
|
2.618 |
2,847.6 |
|
1.618 |
2,804.6 |
|
1.000 |
2,778.0 |
|
0.618 |
2,761.6 |
|
HIGH |
2,735.0 |
|
0.618 |
2,718.6 |
|
0.500 |
2,713.5 |
|
0.382 |
2,708.4 |
|
LOW |
2,692.0 |
|
0.618 |
2,665.4 |
|
1.000 |
2,649.0 |
|
1.618 |
2,622.4 |
|
2.618 |
2,579.4 |
|
4.250 |
2,509.3 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.2 |
2,742.0 |
| PP |
2,715.3 |
2,734.3 |
| S1 |
2,713.5 |
2,726.7 |
|