| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,772.0 |
-5.0 |
-0.2% |
2,746.0 |
| High |
2,783.0 |
2,784.0 |
1.0 |
0.0% |
2,814.0 |
| Low |
2,722.0 |
2,707.0 |
-15.0 |
-0.6% |
2,707.0 |
| Close |
2,731.0 |
2,716.0 |
-15.0 |
-0.5% |
2,716.0 |
| Range |
61.0 |
77.0 |
16.0 |
26.2% |
107.0 |
| ATR |
53.4 |
55.0 |
1.7 |
3.2% |
0.0 |
| Volume |
1,457,816 |
1,611,973 |
154,157 |
10.6% |
6,385,897 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.7 |
2,918.3 |
2,758.4 |
|
| R3 |
2,889.7 |
2,841.3 |
2,737.2 |
|
| R2 |
2,812.7 |
2,812.7 |
2,730.1 |
|
| R1 |
2,764.3 |
2,764.3 |
2,723.1 |
2,750.0 |
| PP |
2,735.7 |
2,735.7 |
2,735.7 |
2,728.5 |
| S1 |
2,687.3 |
2,687.3 |
2,708.9 |
2,673.0 |
| S2 |
2,658.7 |
2,658.7 |
2,701.9 |
|
| S3 |
2,581.7 |
2,610.3 |
2,694.8 |
|
| S4 |
2,504.7 |
2,533.3 |
2,673.7 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
2,998.3 |
2,774.9 |
|
| R3 |
2,959.7 |
2,891.3 |
2,745.4 |
|
| R2 |
2,852.7 |
2,852.7 |
2,735.6 |
|
| R1 |
2,784.3 |
2,784.3 |
2,725.8 |
2,765.0 |
| PP |
2,745.7 |
2,745.7 |
2,745.7 |
2,736.0 |
| S1 |
2,677.3 |
2,677.3 |
2,706.2 |
2,658.0 |
| S2 |
2,638.7 |
2,638.7 |
2,696.4 |
|
| S3 |
2,531.7 |
2,570.3 |
2,686.6 |
|
| S4 |
2,424.7 |
2,463.3 |
2,657.2 |
|
|
| 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 |
2,707.0 |
107.0 |
3.9% |
52.4 |
1.9% |
8% |
False |
True |
1,277,179 |
| 10 |
2,814.0 |
2,693.0 |
121.0 |
4.5% |
55.0 |
2.0% |
19% |
False |
False |
1,444,489 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.7% |
50.6 |
1.9% |
13% |
False |
False |
729,318 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.4% |
47.1 |
1.7% |
8% |
False |
False |
375,213 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.4% |
42.8 |
1.6% |
8% |
False |
False |
257,381 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
14.1% |
44.8 |
1.7% |
33% |
False |
False |
196,810 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
15.0% |
42.3 |
1.6% |
31% |
False |
False |
157,518 |
| 120 |
2,999.0 |
2,591.0 |
408.0 |
15.0% |
41.0 |
1.5% |
31% |
False |
False |
131,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,111.3 |
|
2.618 |
2,985.6 |
|
1.618 |
2,908.6 |
|
1.000 |
2,861.0 |
|
0.618 |
2,831.6 |
|
HIGH |
2,784.0 |
|
0.618 |
2,754.6 |
|
0.500 |
2,745.5 |
|
0.382 |
2,736.4 |
|
LOW |
2,707.0 |
|
0.618 |
2,659.4 |
|
1.000 |
2,630.0 |
|
1.618 |
2,582.4 |
|
2.618 |
2,505.4 |
|
4.250 |
2,379.8 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.5 |
2,759.0 |
| PP |
2,735.7 |
2,744.7 |
| S1 |
2,725.8 |
2,730.3 |
|