| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
7,088.0 |
7,155.5 |
67.5 |
1.0% |
7,120.5 |
| High |
7,150.0 |
7,259.0 |
109.0 |
1.5% |
7,217.0 |
| Low |
7,069.0 |
7,154.5 |
85.5 |
1.2% |
7,020.0 |
| Close |
7,096.5 |
7,241.0 |
144.5 |
2.0% |
7,103.0 |
| Range |
81.0 |
104.5 |
23.5 |
29.0% |
197.0 |
| ATR |
120.3 |
123.3 |
3.0 |
2.5% |
0.0 |
| Volume |
2,478 |
9,934 |
7,456 |
300.9% |
6,922 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,531.7 |
7,490.8 |
7,298.5 |
|
| R3 |
7,427.2 |
7,386.3 |
7,269.7 |
|
| R2 |
7,322.7 |
7,322.7 |
7,260.2 |
|
| R1 |
7,281.8 |
7,281.8 |
7,250.6 |
7,302.3 |
| PP |
7,218.2 |
7,218.2 |
7,218.2 |
7,228.4 |
| S1 |
7,177.3 |
7,177.3 |
7,231.4 |
7,197.8 |
| S2 |
7,113.7 |
7,113.7 |
7,221.8 |
|
| S3 |
7,009.2 |
7,072.8 |
7,212.3 |
|
| S4 |
6,904.7 |
6,968.3 |
7,183.5 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,704.3 |
7,600.7 |
7,211.4 |
|
| R3 |
7,507.3 |
7,403.7 |
7,157.2 |
|
| R2 |
7,310.3 |
7,310.3 |
7,139.1 |
|
| R1 |
7,206.7 |
7,206.7 |
7,121.1 |
7,160.0 |
| PP |
7,113.3 |
7,113.3 |
7,113.3 |
7,090.0 |
| S1 |
7,009.7 |
7,009.7 |
7,084.9 |
6,963.0 |
| S2 |
6,916.3 |
6,916.3 |
7,066.9 |
|
| S3 |
6,719.3 |
6,812.7 |
7,048.8 |
|
| S4 |
6,522.3 |
6,615.7 |
6,994.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,259.0 |
7,020.0 |
239.0 |
3.3% |
112.0 |
1.5% |
92% |
True |
False |
3,731 |
| 10 |
7,370.0 |
7,020.0 |
350.0 |
4.8% |
114.0 |
1.6% |
63% |
False |
False |
2,422 |
| 20 |
7,450.0 |
7,020.0 |
430.0 |
5.9% |
109.6 |
1.5% |
51% |
False |
False |
2,080 |
| 40 |
7,650.0 |
7,020.0 |
630.0 |
8.7% |
109.0 |
1.5% |
35% |
False |
False |
1,258 |
| 60 |
7,650.0 |
6,765.5 |
884.5 |
12.2% |
97.2 |
1.3% |
54% |
False |
False |
911 |
| 80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
101.8 |
1.4% |
65% |
False |
False |
1,414 |
| 100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.1% |
89.8 |
1.2% |
65% |
False |
False |
1,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,703.1 |
|
2.618 |
7,532.6 |
|
1.618 |
7,428.1 |
|
1.000 |
7,363.5 |
|
0.618 |
7,323.6 |
|
HIGH |
7,259.0 |
|
0.618 |
7,219.1 |
|
0.500 |
7,206.8 |
|
0.382 |
7,194.4 |
|
LOW |
7,154.5 |
|
0.618 |
7,089.9 |
|
1.000 |
7,050.0 |
|
1.618 |
6,985.4 |
|
2.618 |
6,880.9 |
|
4.250 |
6,710.4 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,229.6 |
7,215.3 |
| PP |
7,218.2 |
7,189.7 |
| S1 |
7,206.8 |
7,164.0 |
|