| 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 |
2,707.0 |
2,710.0 |
3.0 |
0.1% |
2,728.0 |
| High |
2,736.0 |
2,783.0 |
47.0 |
1.7% |
2,792.0 |
| Low |
2,693.0 |
2,699.0 |
6.0 |
0.2% |
2,693.0 |
| Close |
2,717.0 |
2,770.0 |
53.0 |
2.0% |
2,770.0 |
| Range |
43.0 |
84.0 |
41.0 |
95.3% |
99.0 |
| ATR |
51.6 |
53.9 |
2.3 |
4.5% |
0.0 |
| Volume |
2,232,116 |
1,898,452 |
-333,664 |
-14.9% |
8,059,000 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.7 |
2,970.3 |
2,816.2 |
|
| R3 |
2,918.7 |
2,886.3 |
2,793.1 |
|
| R2 |
2,834.7 |
2,834.7 |
2,785.4 |
|
| R1 |
2,802.3 |
2,802.3 |
2,777.7 |
2,818.5 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,758.8 |
| S1 |
2,718.3 |
2,718.3 |
2,762.3 |
2,734.5 |
| S2 |
2,666.7 |
2,666.7 |
2,754.6 |
|
| S3 |
2,582.7 |
2,634.3 |
2,746.9 |
|
| S4 |
2,498.7 |
2,550.3 |
2,723.8 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.7 |
3,008.3 |
2,824.5 |
|
| R3 |
2,949.7 |
2,909.3 |
2,797.2 |
|
| R2 |
2,850.7 |
2,850.7 |
2,788.2 |
|
| R1 |
2,810.3 |
2,810.3 |
2,779.1 |
2,830.5 |
| PP |
2,751.7 |
2,751.7 |
2,751.7 |
2,761.8 |
| S1 |
2,711.3 |
2,711.3 |
2,760.9 |
2,731.5 |
| S2 |
2,652.7 |
2,652.7 |
2,751.9 |
|
| S3 |
2,553.7 |
2,612.3 |
2,742.8 |
|
| S4 |
2,454.7 |
2,513.3 |
2,715.6 |
|
|
| 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 |
2,693.0 |
99.0 |
3.6% |
57.6 |
2.1% |
78% |
False |
False |
1,611,800 |
| 10 |
2,792.0 |
2,693.0 |
99.0 |
3.6% |
51.2 |
1.8% |
78% |
False |
False |
815,978 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.2% |
48.8 |
1.8% |
39% |
False |
False |
410,893 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.2% |
45.4 |
1.6% |
27% |
False |
False |
215,838 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.2% |
41.6 |
1.5% |
27% |
False |
False |
150,974 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.9% |
44.5 |
1.6% |
47% |
False |
False |
117,029 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
41.9 |
1.5% |
44% |
False |
False |
93,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,140.0 |
|
2.618 |
3,002.9 |
|
1.618 |
2,918.9 |
|
1.000 |
2,867.0 |
|
0.618 |
2,834.9 |
|
HIGH |
2,783.0 |
|
0.618 |
2,750.9 |
|
0.500 |
2,741.0 |
|
0.382 |
2,731.1 |
|
LOW |
2,699.0 |
|
0.618 |
2,647.1 |
|
1.000 |
2,615.0 |
|
1.618 |
2,563.1 |
|
2.618 |
2,479.1 |
|
4.250 |
2,342.0 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,760.3 |
2,759.3 |
| PP |
2,750.7 |
2,748.7 |
| S1 |
2,741.0 |
2,738.0 |
|