| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,520.3 |
1,529.5 |
9.2 |
0.6% |
1,545.9 |
| High |
1,529.4 |
1,537.8 |
8.4 |
0.5% |
1,557.0 |
| Low |
1,515.2 |
1,517.0 |
1.8 |
0.1% |
1,529.3 |
| Close |
1,526.7 |
1,528.5 |
1.8 |
0.1% |
1,531.5 |
| Range |
14.2 |
20.8 |
6.6 |
46.5% |
27.7 |
| ATR |
18.8 |
18.9 |
0.1 |
0.8% |
0.0 |
| Volume |
2,581 |
5,072 |
2,491 |
96.5% |
11,025 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.2 |
1,580.1 |
1,539.9 |
|
| R3 |
1,569.4 |
1,559.3 |
1,534.2 |
|
| R2 |
1,548.6 |
1,548.6 |
1,532.3 |
|
| R1 |
1,538.5 |
1,538.5 |
1,530.4 |
1,533.2 |
| PP |
1,527.8 |
1,527.8 |
1,527.8 |
1,525.1 |
| S1 |
1,517.7 |
1,517.7 |
1,526.6 |
1,512.4 |
| S2 |
1,507.0 |
1,507.0 |
1,524.7 |
|
| S3 |
1,486.2 |
1,496.9 |
1,522.8 |
|
| S4 |
1,465.4 |
1,476.1 |
1,517.1 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.4 |
1,604.6 |
1,546.7 |
|
| R3 |
1,594.7 |
1,576.9 |
1,539.1 |
|
| R2 |
1,567.0 |
1,567.0 |
1,536.6 |
|
| R1 |
1,549.2 |
1,549.2 |
1,534.0 |
1,544.3 |
| PP |
1,539.3 |
1,539.3 |
1,539.3 |
1,536.8 |
| S1 |
1,521.5 |
1,521.5 |
1,529.0 |
1,516.6 |
| S2 |
1,511.6 |
1,511.6 |
1,526.4 |
|
| S3 |
1,483.9 |
1,493.8 |
1,523.9 |
|
| S4 |
1,456.2 |
1,466.1 |
1,516.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,553.0 |
1,514.0 |
39.0 |
2.6% |
18.4 |
1.2% |
37% |
False |
False |
2,923 |
| 10 |
1,557.0 |
1,514.0 |
43.0 |
2.8% |
17.8 |
1.2% |
34% |
False |
False |
2,787 |
| 20 |
1,557.0 |
1,489.5 |
67.5 |
4.4% |
16.6 |
1.1% |
58% |
False |
False |
3,664 |
| 40 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
20.7 |
1.4% |
55% |
False |
False |
3,770 |
| 60 |
1,579.5 |
1,416.8 |
162.7 |
10.6% |
19.4 |
1.3% |
69% |
False |
False |
3,183 |
| 80 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.0 |
1.2% |
73% |
False |
False |
2,697 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.7 |
1.2% |
81% |
False |
False |
2,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,626.2 |
|
2.618 |
1,592.3 |
|
1.618 |
1,571.5 |
|
1.000 |
1,558.6 |
|
0.618 |
1,550.7 |
|
HIGH |
1,537.8 |
|
0.618 |
1,529.9 |
|
0.500 |
1,527.4 |
|
0.382 |
1,524.9 |
|
LOW |
1,517.0 |
|
0.618 |
1,504.1 |
|
1.000 |
1,496.2 |
|
1.618 |
1,483.3 |
|
2.618 |
1,462.5 |
|
4.250 |
1,428.6 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,528.1 |
1,527.6 |
| PP |
1,527.8 |
1,526.8 |
| S1 |
1,527.4 |
1,525.9 |
|