| 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 |
2,217.00 |
2,226.00 |
9.00 |
0.4% |
2,288.50 |
| High |
2,234.00 |
2,256.25 |
22.25 |
1.0% |
2,299.25 |
| Low |
2,214.50 |
2,220.25 |
5.75 |
0.3% |
2,218.50 |
| Close |
2,223.25 |
2,250.75 |
27.50 |
1.2% |
2,221.25 |
| Range |
19.50 |
36.00 |
16.50 |
84.6% |
80.75 |
| ATR |
31.53 |
31.85 |
0.32 |
1.0% |
0.00 |
| Volume |
91,588 |
119,162 |
27,574 |
30.1% |
1,044,734 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,350.50 |
2,336.50 |
2,270.50 |
|
| R3 |
2,314.50 |
2,300.50 |
2,260.75 |
|
| R2 |
2,278.50 |
2,278.50 |
2,257.25 |
|
| R1 |
2,264.50 |
2,264.50 |
2,254.00 |
2,271.50 |
| PP |
2,242.50 |
2,242.50 |
2,242.50 |
2,246.00 |
| S1 |
2,228.50 |
2,228.50 |
2,247.50 |
2,235.50 |
| S2 |
2,206.50 |
2,206.50 |
2,244.25 |
|
| S3 |
2,170.50 |
2,192.50 |
2,240.75 |
|
| S4 |
2,134.50 |
2,156.50 |
2,231.00 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.50 |
2,435.75 |
2,265.75 |
|
| R3 |
2,407.75 |
2,355.00 |
2,243.50 |
|
| R2 |
2,327.00 |
2,327.00 |
2,236.00 |
|
| R1 |
2,274.25 |
2,274.25 |
2,228.75 |
2,260.25 |
| PP |
2,246.25 |
2,246.25 |
2,246.25 |
2,239.50 |
| S1 |
2,193.50 |
2,193.50 |
2,213.75 |
2,179.50 |
| S2 |
2,165.50 |
2,165.50 |
2,206.50 |
|
| S3 |
2,084.75 |
2,112.75 |
2,199.00 |
|
| S4 |
2,004.00 |
2,032.00 |
2,176.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,278.00 |
2,214.50 |
63.50 |
2.8% |
29.25 |
1.3% |
57% |
False |
False |
161,524 |
| 10 |
2,380.75 |
2,214.50 |
166.25 |
7.4% |
32.25 |
1.4% |
22% |
False |
False |
212,892 |
| 20 |
2,380.75 |
2,214.50 |
166.25 |
7.4% |
31.25 |
1.4% |
22% |
False |
False |
224,706 |
| 40 |
2,428.00 |
2,214.50 |
213.50 |
9.5% |
32.50 |
1.4% |
17% |
False |
False |
254,968 |
| 60 |
2,428.00 |
2,214.50 |
213.50 |
9.5% |
31.75 |
1.4% |
17% |
False |
False |
251,270 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
35.50 |
1.6% |
27% |
False |
False |
223,492 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
33.75 |
1.5% |
27% |
False |
False |
178,830 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
32.25 |
1.4% |
27% |
False |
False |
149,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.25 |
|
2.618 |
2,350.50 |
|
1.618 |
2,314.50 |
|
1.000 |
2,292.25 |
|
0.618 |
2,278.50 |
|
HIGH |
2,256.25 |
|
0.618 |
2,242.50 |
|
0.500 |
2,238.25 |
|
0.382 |
2,234.00 |
|
LOW |
2,220.25 |
|
0.618 |
2,198.00 |
|
1.000 |
2,184.25 |
|
1.618 |
2,162.00 |
|
2.618 |
2,126.00 |
|
4.250 |
2,067.25 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,246.50 |
2,245.50 |
| PP |
2,242.50 |
2,240.50 |
| S1 |
2,238.25 |
2,235.50 |
|