| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,699.0 |
2,709.0 |
10.0 |
0.4% |
2,735.0 |
| High |
2,727.0 |
2,774.0 |
47.0 |
1.7% |
2,784.0 |
| Low |
2,687.0 |
2,694.0 |
7.0 |
0.3% |
2,687.0 |
| Close |
2,724.0 |
2,768.0 |
44.0 |
1.6% |
2,768.0 |
| Range |
40.0 |
80.0 |
40.0 |
100.0% |
97.0 |
| ATR |
46.1 |
48.5 |
2.4 |
5.3% |
0.0 |
| Volume |
42,379 |
8,038 |
-34,341 |
-81.0% |
98,800 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.3 |
2,956.7 |
2,812.0 |
|
| R3 |
2,905.3 |
2,876.7 |
2,790.0 |
|
| R2 |
2,825.3 |
2,825.3 |
2,782.7 |
|
| R1 |
2,796.7 |
2,796.7 |
2,775.3 |
2,811.0 |
| PP |
2,745.3 |
2,745.3 |
2,745.3 |
2,752.5 |
| S1 |
2,716.7 |
2,716.7 |
2,760.7 |
2,731.0 |
| S2 |
2,665.3 |
2,665.3 |
2,753.3 |
|
| S3 |
2,585.3 |
2,636.7 |
2,746.0 |
|
| S4 |
2,505.3 |
2,556.7 |
2,724.0 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,037.3 |
2,999.7 |
2,821.4 |
|
| R3 |
2,940.3 |
2,902.7 |
2,794.7 |
|
| R2 |
2,843.3 |
2,843.3 |
2,785.8 |
|
| R1 |
2,805.7 |
2,805.7 |
2,776.9 |
2,824.5 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,755.8 |
| S1 |
2,708.7 |
2,708.7 |
2,759.1 |
2,727.5 |
| S2 |
2,649.3 |
2,649.3 |
2,750.2 |
|
| S3 |
2,552.3 |
2,611.7 |
2,741.3 |
|
| S4 |
2,455.3 |
2,514.7 |
2,714.7 |
|
|
| 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 |
3.5% |
52.8 |
1.9% |
84% |
False |
False |
19,760 |
| 10 |
2,784.0 |
2,687.0 |
97.0 |
3.5% |
47.2 |
1.7% |
84% |
False |
False |
12,497 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.5% |
42.6 |
1.5% |
45% |
False |
False |
8,004 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.2% |
40.6 |
1.5% |
29% |
False |
False |
4,184 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.2% |
36.7 |
1.3% |
29% |
False |
False |
2,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,114.0 |
|
2.618 |
2,983.4 |
|
1.618 |
2,903.4 |
|
1.000 |
2,854.0 |
|
0.618 |
2,823.4 |
|
HIGH |
2,774.0 |
|
0.618 |
2,743.4 |
|
0.500 |
2,734.0 |
|
0.382 |
2,724.6 |
|
LOW |
2,694.0 |
|
0.618 |
2,644.6 |
|
1.000 |
2,614.0 |
|
1.618 |
2,564.6 |
|
2.618 |
2,484.6 |
|
4.250 |
2,354.0 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.7 |
2,755.5 |
| PP |
2,745.3 |
2,743.0 |
| S1 |
2,734.0 |
2,730.5 |
|