| 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 |
2,743.0 |
2,777.0 |
34.0 |
1.2% |
2,777.0 |
| High |
2,792.0 |
2,779.0 |
-13.0 |
-0.5% |
2,789.0 |
| Low |
2,738.0 |
2,705.0 |
-33.0 |
-1.2% |
2,719.0 |
| Close |
2,788.0 |
2,713.0 |
-75.0 |
-2.7% |
2,730.0 |
| Range |
54.0 |
74.0 |
20.0 |
37.0% |
70.0 |
| ATR |
49.9 |
52.3 |
2.4 |
4.7% |
0.0 |
| Volume |
1,382,582 |
1,546,060 |
163,478 |
11.8% |
100,783 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.3 |
2,907.7 |
2,753.7 |
|
| R3 |
2,880.3 |
2,833.7 |
2,733.4 |
|
| R2 |
2,806.3 |
2,806.3 |
2,726.6 |
|
| R1 |
2,759.7 |
2,759.7 |
2,719.8 |
2,746.0 |
| PP |
2,732.3 |
2,732.3 |
2,732.3 |
2,725.5 |
| S1 |
2,685.7 |
2,685.7 |
2,706.2 |
2,672.0 |
| S2 |
2,658.3 |
2,658.3 |
2,699.4 |
|
| S3 |
2,584.3 |
2,611.7 |
2,692.7 |
|
| S4 |
2,510.3 |
2,537.7 |
2,672.3 |
|
|
| 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 |
2,705.0 |
87.0 |
3.2% |
55.0 |
2.0% |
9% |
False |
True |
801,212 |
| 10 |
2,808.0 |
2,705.0 |
103.0 |
3.8% |
46.9 |
1.7% |
8% |
False |
True |
403,390 |
| 20 |
2,893.0 |
2,705.0 |
188.0 |
6.9% |
46.2 |
1.7% |
4% |
False |
True |
204,404 |
| 40 |
2,975.0 |
2,705.0 |
270.0 |
10.0% |
44.8 |
1.7% |
3% |
False |
True |
123,048 |
| 60 |
2,975.0 |
2,705.0 |
270.0 |
10.0% |
41.0 |
1.5% |
3% |
False |
True |
82,142 |
| 80 |
2,984.0 |
2,591.0 |
393.0 |
14.5% |
43.9 |
1.6% |
31% |
False |
False |
65,409 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
15.0% |
41.4 |
1.5% |
30% |
False |
False |
52,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,093.5 |
|
2.618 |
2,972.7 |
|
1.618 |
2,898.7 |
|
1.000 |
2,853.0 |
|
0.618 |
2,824.7 |
|
HIGH |
2,779.0 |
|
0.618 |
2,750.7 |
|
0.500 |
2,742.0 |
|
0.382 |
2,733.3 |
|
LOW |
2,705.0 |
|
0.618 |
2,659.3 |
|
1.000 |
2,631.0 |
|
1.618 |
2,585.3 |
|
2.618 |
2,511.3 |
|
4.250 |
2,390.5 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.0 |
2,748.5 |
| PP |
2,732.3 |
2,736.7 |
| S1 |
2,722.7 |
2,724.8 |
|