| 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 |
7,308.5 |
7,261.5 |
-47.0 |
-0.6% |
7,088.0 |
| High |
7,337.0 |
7,275.5 |
-61.5 |
-0.8% |
7,259.0 |
| Low |
7,276.0 |
7,143.0 |
-133.0 |
-1.8% |
7,042.5 |
| Close |
7,283.0 |
7,171.0 |
-112.0 |
-1.5% |
7,183.0 |
| Range |
61.0 |
132.5 |
71.5 |
117.2% |
216.5 |
| ATR |
123.4 |
124.6 |
1.2 |
1.0% |
0.0 |
| Volume |
122,303 |
151,555 |
29,252 |
23.9% |
285,657 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,594.0 |
7,515.0 |
7,243.9 |
|
| R3 |
7,461.5 |
7,382.5 |
7,207.4 |
|
| R2 |
7,329.0 |
7,329.0 |
7,195.3 |
|
| R1 |
7,250.0 |
7,250.0 |
7,183.1 |
7,223.3 |
| PP |
7,196.5 |
7,196.5 |
7,196.5 |
7,183.1 |
| S1 |
7,117.5 |
7,117.5 |
7,158.9 |
7,090.8 |
| S2 |
7,064.0 |
7,064.0 |
7,146.7 |
|
| S3 |
6,931.5 |
6,985.0 |
7,134.6 |
|
| S4 |
6,799.0 |
6,852.5 |
7,098.1 |
|
|
| 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 |
7,339.0 |
7,062.5 |
276.5 |
3.9% |
126.7 |
1.8% |
39% |
False |
False |
144,240 |
| 10 |
7,339.0 |
7,042.5 |
296.5 |
4.1% |
118.6 |
1.7% |
43% |
False |
False |
82,154 |
| 20 |
7,370.0 |
7,020.0 |
350.0 |
4.9% |
113.5 |
1.6% |
43% |
False |
False |
41,891 |
| 40 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
113.8 |
1.6% |
24% |
False |
False |
21,347 |
| 60 |
7,650.0 |
7,020.0 |
630.0 |
8.8% |
101.3 |
1.4% |
24% |
False |
False |
14,320 |
| 80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
103.5 |
1.4% |
59% |
False |
False |
11,489 |
| 100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
94.4 |
1.3% |
59% |
False |
False |
9,205 |
| 120 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
87.8 |
1.2% |
59% |
False |
False |
7,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,838.6 |
|
2.618 |
7,622.4 |
|
1.618 |
7,489.9 |
|
1.000 |
7,408.0 |
|
0.618 |
7,357.4 |
|
HIGH |
7,275.5 |
|
0.618 |
7,224.9 |
|
0.500 |
7,209.3 |
|
0.382 |
7,193.6 |
|
LOW |
7,143.0 |
|
0.618 |
7,061.1 |
|
1.000 |
7,010.5 |
|
1.618 |
6,928.6 |
|
2.618 |
6,796.1 |
|
4.250 |
6,579.9 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,209.3 |
7,241.0 |
| PP |
7,196.5 |
7,217.7 |
| S1 |
7,183.8 |
7,194.3 |
|