| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
7,102.5 |
7,138.0 |
35.5 |
0.5% |
7,088.0 |
| High |
7,253.0 |
7,195.0 |
-58.0 |
-0.8% |
7,259.0 |
| Low |
7,062.5 |
7,086.0 |
23.5 |
0.3% |
7,042.5 |
| Close |
7,183.0 |
7,189.0 |
6.0 |
0.1% |
7,183.0 |
| Range |
190.5 |
109.0 |
-81.5 |
-42.8% |
216.5 |
| ATR |
127.9 |
126.5 |
-1.3 |
-1.1% |
0.0 |
| Volume |
187,990 |
131,294 |
-56,696 |
-30.2% |
285,657 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,483.7 |
7,445.3 |
7,249.0 |
|
| R3 |
7,374.7 |
7,336.3 |
7,219.0 |
|
| R2 |
7,265.7 |
7,265.7 |
7,209.0 |
|
| R1 |
7,227.3 |
7,227.3 |
7,199.0 |
7,246.5 |
| PP |
7,156.7 |
7,156.7 |
7,156.7 |
7,166.3 |
| S1 |
7,118.3 |
7,118.3 |
7,179.0 |
7,137.5 |
| S2 |
7,047.7 |
7,047.7 |
7,169.0 |
|
| S3 |
6,938.7 |
7,009.3 |
7,159.0 |
|
| S4 |
6,829.7 |
6,900.3 |
7,129.1 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,811.0 |
7,713.5 |
7,302.1 |
|
| R3 |
7,594.5 |
7,497.0 |
7,242.5 |
|
| R2 |
7,378.0 |
7,378.0 |
7,222.7 |
|
| R1 |
7,280.5 |
7,280.5 |
7,202.8 |
7,329.3 |
| PP |
7,161.5 |
7,161.5 |
7,161.5 |
7,185.9 |
| S1 |
7,064.0 |
7,064.0 |
7,163.2 |
7,112.8 |
| S2 |
6,945.0 |
6,945.0 |
7,143.3 |
|
| S3 |
6,728.5 |
6,847.5 |
7,123.5 |
|
| S4 |
6,512.0 |
6,631.0 |
7,063.9 |
|
|
| 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 |
7,042.5 |
216.5 |
3.0% |
127.4 |
1.8% |
68% |
False |
False |
82,894 |
| 10 |
7,259.0 |
7,020.0 |
239.0 |
3.3% |
117.6 |
1.6% |
71% |
False |
False |
42,382 |
| 20 |
7,370.0 |
7,020.0 |
350.0 |
4.9% |
113.6 |
1.6% |
48% |
False |
False |
22,137 |
| 40 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
112.1 |
1.6% |
27% |
False |
False |
11,316 |
| 60 |
7,650.0 |
6,919.5 |
730.5 |
10.2% |
99.1 |
1.4% |
37% |
False |
False |
7,632 |
| 80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
104.0 |
1.4% |
60% |
False |
False |
6,467 |
| 100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
93.4 |
1.3% |
60% |
False |
False |
5,187 |
| 120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
86.4 |
1.2% |
60% |
False |
False |
4,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,658.3 |
|
2.618 |
7,480.4 |
|
1.618 |
7,371.4 |
|
1.000 |
7,304.0 |
|
0.618 |
7,262.4 |
|
HIGH |
7,195.0 |
|
0.618 |
7,153.4 |
|
0.500 |
7,140.5 |
|
0.382 |
7,127.6 |
|
LOW |
7,086.0 |
|
0.618 |
7,018.6 |
|
1.000 |
6,977.0 |
|
1.618 |
6,909.6 |
|
2.618 |
6,800.6 |
|
4.250 |
6,622.8 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,172.8 |
7,175.3 |
| PP |
7,156.7 |
7,161.5 |
| S1 |
7,140.5 |
7,147.8 |
|