| 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 |
2,728.0 |
2,743.0 |
15.0 |
0.5% |
2,777.0 |
| High |
2,749.0 |
2,792.0 |
43.0 |
1.6% |
2,789.0 |
| Low |
2,716.0 |
2,738.0 |
22.0 |
0.8% |
2,719.0 |
| Close |
2,724.0 |
2,788.0 |
64.0 |
2.3% |
2,730.0 |
| Range |
33.0 |
54.0 |
21.0 |
63.6% |
70.0 |
| ATR |
48.5 |
49.9 |
1.4 |
2.9% |
0.0 |
| Volume |
999,790 |
1,382,582 |
382,792 |
38.3% |
100,783 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.7 |
2,915.3 |
2,817.7 |
|
| R3 |
2,880.7 |
2,861.3 |
2,802.9 |
|
| R2 |
2,826.7 |
2,826.7 |
2,797.9 |
|
| R1 |
2,807.3 |
2,807.3 |
2,793.0 |
2,817.0 |
| PP |
2,772.7 |
2,772.7 |
2,772.7 |
2,777.5 |
| S1 |
2,753.3 |
2,753.3 |
2,783.1 |
2,763.0 |
| S2 |
2,718.7 |
2,718.7 |
2,778.1 |
|
| S3 |
2,664.7 |
2,699.3 |
2,773.2 |
|
| S4 |
2,610.7 |
2,645.3 |
2,758.3 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.0 |
2,913.0 |
2,768.5 |
|
| R3 |
2,886.0 |
2,843.0 |
2,749.3 |
|
| R2 |
2,816.0 |
2,816.0 |
2,742.8 |
|
| R1 |
2,773.0 |
2,773.0 |
2,736.4 |
2,759.5 |
| PP |
2,746.0 |
2,746.0 |
2,746.0 |
2,739.3 |
| S1 |
2,703.0 |
2,703.0 |
2,723.6 |
2,689.5 |
| S2 |
2,676.0 |
2,676.0 |
2,717.2 |
|
| S3 |
2,606.0 |
2,633.0 |
2,710.8 |
|
| S4 |
2,536.0 |
2,563.0 |
2,691.5 |
|
|
| 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 |
2,716.0 |
76.0 |
2.7% |
47.0 |
1.7% |
95% |
True |
False |
494,627 |
| 10 |
2,874.0 |
2,716.0 |
158.0 |
5.7% |
47.4 |
1.7% |
46% |
False |
False |
250,853 |
| 20 |
2,893.0 |
2,716.0 |
177.0 |
6.3% |
44.6 |
1.6% |
41% |
False |
False |
131,156 |
| 40 |
2,975.0 |
2,716.0 |
259.0 |
9.3% |
43.5 |
1.6% |
28% |
False |
False |
84,404 |
| 60 |
2,975.0 |
2,700.0 |
275.0 |
9.9% |
40.7 |
1.5% |
32% |
False |
False |
56,783 |
| 80 |
2,992.0 |
2,591.0 |
401.0 |
14.4% |
43.3 |
1.6% |
49% |
False |
False |
46,085 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
41.2 |
1.5% |
48% |
False |
False |
36,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.5 |
|
2.618 |
2,933.4 |
|
1.618 |
2,879.4 |
|
1.000 |
2,846.0 |
|
0.618 |
2,825.4 |
|
HIGH |
2,792.0 |
|
0.618 |
2,771.4 |
|
0.500 |
2,765.0 |
|
0.382 |
2,758.6 |
|
LOW |
2,738.0 |
|
0.618 |
2,704.6 |
|
1.000 |
2,684.0 |
|
1.618 |
2,650.6 |
|
2.618 |
2,596.6 |
|
4.250 |
2,508.5 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.3 |
2,776.7 |
| PP |
2,772.7 |
2,765.3 |
| S1 |
2,765.0 |
2,754.0 |
|