| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,699.0 |
-67.0 |
-2.4% |
2,765.0 |
| High |
2,766.0 |
2,727.0 |
-39.0 |
-1.4% |
2,783.0 |
| Low |
2,699.0 |
2,687.0 |
-12.0 |
-0.4% |
2,712.0 |
| Close |
2,727.0 |
2,724.0 |
-3.0 |
-0.1% |
2,727.0 |
| Range |
67.0 |
40.0 |
-27.0 |
-40.3% |
71.0 |
| ATR |
46.6 |
46.1 |
-0.5 |
-1.0% |
0.0 |
| Volume |
30,377 |
42,379 |
12,002 |
39.5% |
26,179 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.7 |
2,818.3 |
2,746.0 |
|
| R3 |
2,792.7 |
2,778.3 |
2,735.0 |
|
| R2 |
2,752.7 |
2,752.7 |
2,731.3 |
|
| R1 |
2,738.3 |
2,738.3 |
2,727.7 |
2,745.5 |
| PP |
2,712.7 |
2,712.7 |
2,712.7 |
2,716.3 |
| S1 |
2,698.3 |
2,698.3 |
2,720.3 |
2,705.5 |
| S2 |
2,672.7 |
2,672.7 |
2,716.7 |
|
| S3 |
2,632.7 |
2,658.3 |
2,713.0 |
|
| S4 |
2,592.7 |
2,618.3 |
2,702.0 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.7 |
2,911.3 |
2,766.1 |
|
| R3 |
2,882.7 |
2,840.3 |
2,746.5 |
|
| R2 |
2,811.7 |
2,811.7 |
2,740.0 |
|
| R1 |
2,769.3 |
2,769.3 |
2,733.5 |
2,755.0 |
| PP |
2,740.7 |
2,740.7 |
2,740.7 |
2,733.5 |
| S1 |
2,698.3 |
2,698.3 |
2,720.5 |
2,684.0 |
| S2 |
2,669.7 |
2,669.7 |
2,714.0 |
|
| S3 |
2,598.7 |
2,627.3 |
2,707.5 |
|
| S4 |
2,527.7 |
2,556.3 |
2,688.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,784.0 |
2,687.0 |
97.0 |
3.6% |
48.4 |
1.8% |
38% |
False |
True |
19,375 |
| 10 |
2,791.0 |
2,687.0 |
104.0 |
3.8% |
44.1 |
1.6% |
36% |
False |
True |
11,886 |
| 20 |
2,885.0 |
2,687.0 |
198.0 |
7.3% |
41.5 |
1.5% |
19% |
False |
True |
7,608 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
39.1 |
1.4% |
13% |
False |
True |
3,989 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
36.0 |
1.3% |
13% |
False |
True |
2,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.0 |
|
2.618 |
2,831.7 |
|
1.618 |
2,791.7 |
|
1.000 |
2,767.0 |
|
0.618 |
2,751.7 |
|
HIGH |
2,727.0 |
|
0.618 |
2,711.7 |
|
0.500 |
2,707.0 |
|
0.382 |
2,702.3 |
|
LOW |
2,687.0 |
|
0.618 |
2,662.3 |
|
1.000 |
2,647.0 |
|
1.618 |
2,622.3 |
|
2.618 |
2,582.3 |
|
4.250 |
2,517.0 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.3 |
2,735.5 |
| PP |
2,712.7 |
2,731.7 |
| S1 |
2,707.0 |
2,727.8 |
|