| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4,484.0 |
4,543.0 |
59.0 |
1.3% |
4,527.0 |
| High |
4,514.0 |
4,552.0 |
38.0 |
0.8% |
4,589.0 |
| Low |
4,468.0 |
4,514.0 |
46.0 |
1.0% |
4,451.0 |
| Close |
4,508.0 |
4,531.0 |
23.0 |
0.5% |
4,477.0 |
| Range |
46.0 |
38.0 |
-8.0 |
-17.4% |
138.0 |
| ATR |
54.9 |
54.1 |
-0.8 |
-1.4% |
0.0 |
| Volume |
28,189 |
26,551 |
-1,638 |
-5.8% |
238,731 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,646.3 |
4,626.7 |
4,551.9 |
|
| R3 |
4,608.3 |
4,588.7 |
4,541.5 |
|
| R2 |
4,570.3 |
4,570.3 |
4,538.0 |
|
| R1 |
4,550.7 |
4,550.7 |
4,534.5 |
4,541.5 |
| PP |
4,532.3 |
4,532.3 |
4,532.3 |
4,527.8 |
| S1 |
4,512.7 |
4,512.7 |
4,527.5 |
4,503.5 |
| S2 |
4,494.3 |
4,494.3 |
4,524.0 |
|
| S3 |
4,456.3 |
4,474.7 |
4,520.6 |
|
| S4 |
4,418.3 |
4,436.7 |
4,510.1 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,919.7 |
4,836.3 |
4,552.9 |
|
| R3 |
4,781.7 |
4,698.3 |
4,515.0 |
|
| R2 |
4,643.7 |
4,643.7 |
4,502.3 |
|
| R1 |
4,560.3 |
4,560.3 |
4,489.7 |
4,533.0 |
| PP |
4,505.7 |
4,505.7 |
4,505.7 |
4,492.0 |
| S1 |
4,422.3 |
4,422.3 |
4,464.4 |
4,395.0 |
| S2 |
4,367.7 |
4,367.7 |
4,451.7 |
|
| S3 |
4,229.7 |
4,284.3 |
4,439.1 |
|
| S4 |
4,091.7 |
4,146.3 |
4,401.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,552.0 |
4,434.0 |
118.0 |
2.6% |
56.2 |
1.2% |
82% |
True |
False |
31,916 |
| 10 |
4,589.0 |
4,434.0 |
155.0 |
3.4% |
55.4 |
1.2% |
63% |
False |
False |
35,188 |
| 20 |
4,725.0 |
4,434.0 |
291.0 |
6.4% |
46.5 |
1.0% |
33% |
False |
False |
17,786 |
| 40 |
4,920.0 |
4,434.0 |
486.0 |
10.7% |
36.1 |
0.8% |
20% |
False |
False |
8,921 |
| 60 |
4,970.0 |
4,434.0 |
536.0 |
11.8% |
28.1 |
0.6% |
18% |
False |
False |
5,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,713.5 |
|
2.618 |
4,651.5 |
|
1.618 |
4,613.5 |
|
1.000 |
4,590.0 |
|
0.618 |
4,575.5 |
|
HIGH |
4,552.0 |
|
0.618 |
4,537.5 |
|
0.500 |
4,533.0 |
|
0.382 |
4,528.5 |
|
LOW |
4,514.0 |
|
0.618 |
4,490.5 |
|
1.000 |
4,476.0 |
|
1.618 |
4,452.5 |
|
2.618 |
4,414.5 |
|
4.250 |
4,352.5 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,533.0 |
4,518.3 |
| PP |
4,532.3 |
4,505.7 |
| S1 |
4,531.7 |
4,493.0 |
|