| 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 |
2,249.50 |
2,211.50 |
-38.00 |
-1.7% |
2,288.50 |
| High |
2,250.25 |
2,217.50 |
-32.75 |
-1.5% |
2,299.25 |
| Low |
2,204.25 |
2,181.00 |
-23.25 |
-1.1% |
2,218.50 |
| Close |
2,209.00 |
2,199.25 |
-9.75 |
-0.4% |
2,221.25 |
| Range |
46.00 |
36.50 |
-9.50 |
-20.7% |
80.75 |
| ATR |
32.89 |
33.15 |
0.26 |
0.8% |
0.00 |
| Volume |
71,822 |
44,864 |
-26,958 |
-37.5% |
1,044,734 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.75 |
2,290.50 |
2,219.25 |
|
| R3 |
2,272.25 |
2,254.00 |
2,209.25 |
|
| R2 |
2,235.75 |
2,235.75 |
2,206.00 |
|
| R1 |
2,217.50 |
2,217.50 |
2,202.50 |
2,208.50 |
| PP |
2,199.25 |
2,199.25 |
2,199.25 |
2,194.75 |
| S1 |
2,181.00 |
2,181.00 |
2,196.00 |
2,172.00 |
| S2 |
2,162.75 |
2,162.75 |
2,192.50 |
|
| S3 |
2,126.25 |
2,144.50 |
2,189.25 |
|
| S4 |
2,089.75 |
2,108.00 |
2,179.25 |
|
|
| 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 |
2,256.25 |
2,181.00 |
75.25 |
3.4% |
35.00 |
1.6% |
24% |
False |
True |
92,702 |
| 10 |
2,328.00 |
2,181.00 |
147.00 |
6.7% |
32.00 |
1.5% |
12% |
False |
True |
166,040 |
| 20 |
2,380.75 |
2,181.00 |
199.75 |
9.1% |
32.50 |
1.5% |
9% |
False |
True |
202,024 |
| 40 |
2,428.00 |
2,181.00 |
247.00 |
11.2% |
32.00 |
1.5% |
7% |
False |
True |
242,812 |
| 60 |
2,428.00 |
2,181.00 |
247.00 |
11.2% |
32.00 |
1.5% |
7% |
False |
True |
245,469 |
| 80 |
2,428.00 |
2,181.00 |
247.00 |
11.2% |
35.50 |
1.6% |
7% |
False |
True |
224,947 |
| 100 |
2,428.00 |
2,181.00 |
247.00 |
11.2% |
34.00 |
1.5% |
7% |
False |
True |
179,994 |
| 120 |
2,428.00 |
2,181.00 |
247.00 |
11.2% |
32.75 |
1.5% |
7% |
False |
True |
150,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,372.50 |
|
2.618 |
2,313.00 |
|
1.618 |
2,276.50 |
|
1.000 |
2,254.00 |
|
0.618 |
2,240.00 |
|
HIGH |
2,217.50 |
|
0.618 |
2,203.50 |
|
0.500 |
2,199.25 |
|
0.382 |
2,195.00 |
|
LOW |
2,181.00 |
|
0.618 |
2,158.50 |
|
1.000 |
2,144.50 |
|
1.618 |
2,122.00 |
|
2.618 |
2,085.50 |
|
4.250 |
2,026.00 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.25 |
2,218.50 |
| PP |
2,199.25 |
2,212.25 |
| S1 |
2,199.25 |
2,205.75 |
|