| 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 |
2,791.0 |
2,770.0 |
-21.0 |
-0.8% |
2,735.0 |
| High |
2,800.0 |
2,771.0 |
-29.0 |
-1.0% |
2,784.0 |
| Low |
2,780.0 |
2,717.0 |
-63.0 |
-2.3% |
2,687.0 |
| Close |
2,792.0 |
2,724.0 |
-68.0 |
-2.4% |
2,768.0 |
| Range |
20.0 |
54.0 |
34.0 |
170.0% |
97.0 |
| ATR |
47.9 |
49.8 |
1.9 |
4.0% |
0.0 |
| Volume |
145 |
1,841 |
1,696 |
1,169.7% |
98,800 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.3 |
2,865.7 |
2,753.7 |
|
| R3 |
2,845.3 |
2,811.7 |
2,738.9 |
|
| R2 |
2,791.3 |
2,791.3 |
2,733.9 |
|
| R1 |
2,757.7 |
2,757.7 |
2,729.0 |
2,747.5 |
| PP |
2,737.3 |
2,737.3 |
2,737.3 |
2,732.3 |
| S1 |
2,703.7 |
2,703.7 |
2,719.1 |
2,693.5 |
| S2 |
2,683.3 |
2,683.3 |
2,714.1 |
|
| S3 |
2,629.3 |
2,649.7 |
2,709.2 |
|
| S4 |
2,575.3 |
2,595.7 |
2,694.3 |
|
|
| 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 |
2,807.0 |
2,694.0 |
113.0 |
4.1% |
48.8 |
1.8% |
27% |
False |
False |
2,208 |
| 10 |
2,807.0 |
2,687.0 |
120.0 |
4.4% |
48.6 |
1.8% |
31% |
False |
False |
10,792 |
| 20 |
2,866.0 |
2,687.0 |
179.0 |
6.6% |
43.4 |
1.6% |
21% |
False |
False |
8,065 |
| 40 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
41.6 |
1.5% |
13% |
False |
False |
4,236 |
| 60 |
2,969.0 |
2,687.0 |
282.0 |
10.4% |
37.1 |
1.4% |
13% |
False |
False |
2,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.5 |
|
2.618 |
2,912.4 |
|
1.618 |
2,858.4 |
|
1.000 |
2,825.0 |
|
0.618 |
2,804.4 |
|
HIGH |
2,771.0 |
|
0.618 |
2,750.4 |
|
0.500 |
2,744.0 |
|
0.382 |
2,737.6 |
|
LOW |
2,717.0 |
|
0.618 |
2,683.6 |
|
1.000 |
2,663.0 |
|
1.618 |
2,629.6 |
|
2.618 |
2,575.6 |
|
4.250 |
2,487.5 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,744.0 |
2,762.0 |
| PP |
2,737.3 |
2,749.3 |
| S1 |
2,730.7 |
2,736.7 |
|