| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,803.0 |
2,777.0 |
-26.0 |
-0.9% |
2,728.0 |
| High |
2,811.0 |
2,783.0 |
-28.0 |
-1.0% |
2,792.0 |
| Low |
2,784.0 |
2,722.0 |
-62.0 |
-2.2% |
2,693.0 |
| Close |
2,786.0 |
2,731.0 |
-55.0 |
-2.0% |
2,770.0 |
| Range |
27.0 |
61.0 |
34.0 |
125.9% |
99.0 |
| ATR |
52.5 |
53.4 |
0.8 |
1.6% |
0.0 |
| Volume |
1,054,688 |
1,457,816 |
403,128 |
38.2% |
8,059,000 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.3 |
2,890.7 |
2,764.6 |
|
| R3 |
2,867.3 |
2,829.7 |
2,747.8 |
|
| R2 |
2,806.3 |
2,806.3 |
2,742.2 |
|
| R1 |
2,768.7 |
2,768.7 |
2,736.6 |
2,757.0 |
| PP |
2,745.3 |
2,745.3 |
2,745.3 |
2,739.5 |
| S1 |
2,707.7 |
2,707.7 |
2,725.4 |
2,696.0 |
| S2 |
2,684.3 |
2,684.3 |
2,719.8 |
|
| S3 |
2,623.3 |
2,646.7 |
2,714.2 |
|
| S4 |
2,562.3 |
2,585.7 |
2,697.5 |
|
|
| 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 |
2,699.0 |
115.0 |
4.2% |
53.8 |
2.0% |
28% |
False |
False |
1,334,475 |
| 10 |
2,814.0 |
2,693.0 |
121.0 |
4.4% |
53.6 |
2.0% |
31% |
False |
False |
1,288,476 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.6% |
48.8 |
1.8% |
21% |
False |
False |
648,855 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.3% |
45.9 |
1.7% |
13% |
False |
False |
334,932 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.3% |
42.2 |
1.5% |
13% |
False |
False |
230,517 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
14.1% |
44.8 |
1.6% |
36% |
False |
False |
176,688 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
42.0 |
1.5% |
34% |
False |
False |
141,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.3 |
|
2.618 |
2,942.7 |
|
1.618 |
2,881.7 |
|
1.000 |
2,844.0 |
|
0.618 |
2,820.7 |
|
HIGH |
2,783.0 |
|
0.618 |
2,759.7 |
|
0.500 |
2,752.5 |
|
0.382 |
2,745.3 |
|
LOW |
2,722.0 |
|
0.618 |
2,684.3 |
|
1.000 |
2,661.0 |
|
1.618 |
2,623.3 |
|
2.618 |
2,562.3 |
|
4.250 |
2,462.8 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.5 |
2,768.0 |
| PP |
2,745.3 |
2,755.7 |
| S1 |
2,738.2 |
2,743.3 |
|