| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,746.0 |
2,760.0 |
14.0 |
0.5% |
2,728.0 |
| High |
2,759.0 |
2,814.0 |
55.0 |
2.0% |
2,792.0 |
| Low |
2,717.0 |
2,759.0 |
42.0 |
1.5% |
2,693.0 |
| Close |
2,751.0 |
2,810.0 |
59.0 |
2.1% |
2,770.0 |
| Range |
42.0 |
55.0 |
13.0 |
31.0% |
99.0 |
| ATR |
53.8 |
54.5 |
0.7 |
1.2% |
0.0 |
| Volume |
1,166,000 |
1,095,420 |
-70,580 |
-6.1% |
8,059,000 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.3 |
2,939.7 |
2,840.3 |
|
| R3 |
2,904.3 |
2,884.7 |
2,825.1 |
|
| R2 |
2,849.3 |
2,849.3 |
2,820.1 |
|
| R1 |
2,829.7 |
2,829.7 |
2,815.0 |
2,839.5 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,799.3 |
| S1 |
2,774.7 |
2,774.7 |
2,805.0 |
2,784.5 |
| S2 |
2,739.3 |
2,739.3 |
2,799.9 |
|
| S3 |
2,684.3 |
2,719.7 |
2,794.9 |
|
| S4 |
2,629.3 |
2,664.7 |
2,779.8 |
|
|
| 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 |
2,814.0 |
2,693.0 |
121.0 |
4.3% |
59.6 |
2.1% |
97% |
True |
False |
1,587,609 |
| 10 |
2,814.0 |
2,693.0 |
121.0 |
4.3% |
53.3 |
1.9% |
97% |
True |
False |
1,041,118 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.4% |
48.8 |
1.7% |
65% |
False |
False |
523,917 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.0% |
45.9 |
1.6% |
41% |
False |
False |
272,252 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.0% |
41.4 |
1.5% |
41% |
False |
False |
188,647 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
44.8 |
1.6% |
57% |
False |
False |
145,290 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.5% |
42.3 |
1.5% |
54% |
False |
False |
116,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.8 |
|
2.618 |
2,958.0 |
|
1.618 |
2,903.0 |
|
1.000 |
2,869.0 |
|
0.618 |
2,848.0 |
|
HIGH |
2,814.0 |
|
0.618 |
2,793.0 |
|
0.500 |
2,786.5 |
|
0.382 |
2,780.0 |
|
LOW |
2,759.0 |
|
0.618 |
2,725.0 |
|
1.000 |
2,704.0 |
|
1.618 |
2,670.0 |
|
2.618 |
2,615.0 |
|
4.250 |
2,525.3 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.2 |
2,792.2 |
| PP |
2,794.3 |
2,774.3 |
| S1 |
2,786.5 |
2,756.5 |
|