| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,211.50 |
2,199.75 |
-11.75 |
-0.5% |
2,217.00 |
| High |
2,217.50 |
2,225.78 |
8.28 |
0.4% |
2,256.25 |
| Low |
2,181.00 |
2,192.00 |
11.00 |
0.5% |
2,181.00 |
| Close |
2,199.25 |
2,225.78 |
26.53 |
1.2% |
2,225.78 |
| Range |
36.50 |
33.78 |
-2.72 |
-7.5% |
75.25 |
| ATR |
33.15 |
33.20 |
0.04 |
0.1% |
0.00 |
| Volume |
44,864 |
3,160 |
-41,704 |
-93.0% |
330,596 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,315.75 |
2,304.50 |
2,244.25 |
|
| R3 |
2,282.00 |
2,270.75 |
2,235.00 |
|
| R2 |
2,248.25 |
2,248.25 |
2,232.00 |
|
| R1 |
2,237.00 |
2,237.00 |
2,229.00 |
2,242.75 |
| PP |
2,214.50 |
2,214.50 |
2,214.50 |
2,217.25 |
| S1 |
2,203.25 |
2,203.25 |
2,222.75 |
2,209.00 |
| S2 |
2,180.75 |
2,180.75 |
2,219.50 |
|
| S3 |
2,147.00 |
2,169.50 |
2,216.50 |
|
| S4 |
2,113.25 |
2,135.75 |
2,207.25 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.75 |
2,411.50 |
2,267.25 |
|
| R3 |
2,371.50 |
2,336.25 |
2,246.50 |
|
| R2 |
2,296.25 |
2,296.25 |
2,239.50 |
|
| R1 |
2,261.00 |
2,261.00 |
2,232.75 |
2,278.75 |
| PP |
2,221.00 |
2,221.00 |
2,221.00 |
2,229.75 |
| S1 |
2,185.75 |
2,185.75 |
2,219.00 |
2,203.50 |
| S2 |
2,145.75 |
2,145.75 |
2,212.00 |
|
| S3 |
2,070.50 |
2,110.50 |
2,205.00 |
|
| S4 |
1,995.25 |
2,035.25 |
2,184.50 |
|
|
| 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% |
34.25 |
1.5% |
60% |
False |
False |
66,119 |
| 10 |
2,299.25 |
2,181.00 |
118.25 |
5.3% |
31.00 |
1.4% |
38% |
False |
False |
137,533 |
| 20 |
2,380.75 |
2,181.00 |
199.75 |
9.0% |
33.25 |
1.5% |
22% |
False |
False |
190,742 |
| 40 |
2,428.00 |
2,181.00 |
247.00 |
11.1% |
31.50 |
1.4% |
18% |
False |
False |
235,207 |
| 60 |
2,428.00 |
2,181.00 |
247.00 |
11.1% |
32.00 |
1.4% |
18% |
False |
False |
240,902 |
| 80 |
2,428.00 |
2,181.00 |
247.00 |
11.1% |
35.25 |
1.6% |
18% |
False |
False |
224,977 |
| 100 |
2,428.00 |
2,181.00 |
247.00 |
11.1% |
34.00 |
1.5% |
18% |
False |
False |
180,025 |
| 120 |
2,428.00 |
2,181.00 |
247.00 |
11.1% |
32.75 |
1.5% |
18% |
False |
False |
150,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,369.25 |
|
2.618 |
2,314.25 |
|
1.618 |
2,280.50 |
|
1.000 |
2,259.50 |
|
0.618 |
2,246.75 |
|
HIGH |
2,225.75 |
|
0.618 |
2,213.00 |
|
0.500 |
2,209.00 |
|
0.382 |
2,205.00 |
|
LOW |
2,192.00 |
|
0.618 |
2,171.00 |
|
1.000 |
2,158.25 |
|
1.618 |
2,137.25 |
|
2.618 |
2,103.50 |
|
4.250 |
2,048.50 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.25 |
2,222.50 |
| PP |
2,214.50 |
2,219.00 |
| S1 |
2,209.00 |
2,215.50 |
|