| 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 |
2,226.00 |
2,249.50 |
23.50 |
1.1% |
2,288.50 |
| High |
2,256.25 |
2,250.25 |
-6.00 |
-0.3% |
2,299.25 |
| Low |
2,220.25 |
2,204.25 |
-16.00 |
-0.7% |
2,218.50 |
| Close |
2,250.75 |
2,209.00 |
-41.75 |
-1.9% |
2,221.25 |
| Range |
36.00 |
46.00 |
10.00 |
27.8% |
80.75 |
| ATR |
31.85 |
32.89 |
1.05 |
3.3% |
0.00 |
| Volume |
119,162 |
71,822 |
-47,340 |
-39.7% |
1,044,734 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.25 |
2,330.00 |
2,234.25 |
|
| R3 |
2,313.25 |
2,284.00 |
2,221.75 |
|
| R2 |
2,267.25 |
2,267.25 |
2,217.50 |
|
| R1 |
2,238.00 |
2,238.00 |
2,213.25 |
2,229.50 |
| PP |
2,221.25 |
2,221.25 |
2,221.25 |
2,217.00 |
| S1 |
2,192.00 |
2,192.00 |
2,204.75 |
2,183.50 |
| S2 |
2,175.25 |
2,175.25 |
2,200.50 |
|
| S3 |
2,129.25 |
2,146.00 |
2,196.25 |
|
| S4 |
2,083.25 |
2,100.00 |
2,183.75 |
|
|
| 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 |
2,267.50 |
2,204.25 |
63.25 |
2.9% |
32.25 |
1.5% |
8% |
False |
True |
121,047 |
| 10 |
2,335.50 |
2,204.25 |
131.25 |
5.9% |
30.50 |
1.4% |
4% |
False |
True |
189,382 |
| 20 |
2,380.75 |
2,204.25 |
176.50 |
8.0% |
32.25 |
1.5% |
3% |
False |
True |
211,395 |
| 40 |
2,428.00 |
2,204.25 |
223.75 |
10.1% |
32.00 |
1.5% |
2% |
False |
True |
247,363 |
| 60 |
2,428.00 |
2,204.25 |
223.75 |
10.1% |
31.75 |
1.4% |
2% |
False |
True |
248,292 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
11.0% |
36.00 |
1.6% |
10% |
False |
False |
224,388 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
11.0% |
34.00 |
1.5% |
10% |
False |
False |
179,547 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
11.0% |
32.50 |
1.5% |
10% |
False |
False |
149,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.75 |
|
2.618 |
2,370.75 |
|
1.618 |
2,324.75 |
|
1.000 |
2,296.25 |
|
0.618 |
2,278.75 |
|
HIGH |
2,250.25 |
|
0.618 |
2,232.75 |
|
0.500 |
2,227.25 |
|
0.382 |
2,221.75 |
|
LOW |
2,204.25 |
|
0.618 |
2,175.75 |
|
1.000 |
2,158.25 |
|
1.618 |
2,129.75 |
|
2.618 |
2,083.75 |
|
4.250 |
2,008.75 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.25 |
2,230.25 |
| PP |
2,221.25 |
2,223.25 |
| S1 |
2,215.00 |
2,216.00 |
|