| 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 |
11,896.13 |
11,962.66 |
66.53 |
0.6% |
11,945.33 |
| High |
11,990.02 |
12,072.89 |
82.87 |
0.7% |
12,120.80 |
| Low |
11,875.77 |
11,962.51 |
86.74 |
0.7% |
11,862.53 |
| Close |
11,961.52 |
12,004.36 |
42.84 |
0.4% |
12,004.36 |
| Range |
114.25 |
110.38 |
-3.87 |
-3.4% |
258.27 |
| ATR |
136.48 |
134.68 |
-1.79 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,344.39 |
12,284.76 |
12,065.07 |
|
| R3 |
12,234.01 |
12,174.38 |
12,034.71 |
|
| R2 |
12,123.63 |
12,123.63 |
12,024.60 |
|
| R1 |
12,064.00 |
12,064.00 |
12,014.48 |
12,093.82 |
| PP |
12,013.25 |
12,013.25 |
12,013.25 |
12,028.16 |
| S1 |
11,953.62 |
11,953.62 |
11,994.24 |
11,983.44 |
| S2 |
11,902.87 |
11,902.87 |
11,984.12 |
|
| S3 |
11,792.49 |
11,843.24 |
11,974.01 |
|
| S4 |
11,682.11 |
11,732.86 |
11,943.65 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,770.71 |
12,645.80 |
12,146.41 |
|
| R3 |
12,512.44 |
12,387.53 |
12,075.38 |
|
| R2 |
12,254.17 |
12,254.17 |
12,051.71 |
|
| R1 |
12,129.26 |
12,129.26 |
12,028.03 |
12,191.72 |
| PP |
11,995.90 |
11,995.90 |
11,995.90 |
12,027.12 |
| S1 |
11,870.99 |
11,870.99 |
11,980.69 |
11,933.45 |
| S2 |
11,737.63 |
11,737.63 |
11,957.01 |
|
| S3 |
11,479.36 |
11,612.72 |
11,933.34 |
|
| S4 |
11,221.09 |
11,354.45 |
11,862.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,120.80 |
11,862.53 |
258.27 |
2.2% |
140.12 |
1.2% |
55% |
False |
False |
|
| 10 |
12,183.12 |
11,862.53 |
320.59 |
2.7% |
128.93 |
1.1% |
44% |
False |
False |
|
| 20 |
12,604.83 |
11,862.53 |
742.30 |
6.2% |
133.93 |
1.1% |
19% |
False |
False |
|
| 40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
129.04 |
1.1% |
14% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.4% |
122.61 |
1.0% |
14% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
134.52 |
1.1% |
34% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
11.0% |
126.90 |
1.1% |
34% |
False |
False |
|
| 120 |
12,876.00 |
11,530.32 |
1,345.68 |
11.2% |
119.55 |
1.0% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,542.01 |
|
2.618 |
12,361.86 |
|
1.618 |
12,251.48 |
|
1.000 |
12,183.27 |
|
0.618 |
12,141.10 |
|
HIGH |
12,072.89 |
|
0.618 |
12,030.72 |
|
0.500 |
12,017.70 |
|
0.382 |
12,004.68 |
|
LOW |
11,962.51 |
|
0.618 |
11,894.30 |
|
1.000 |
11,852.13 |
|
1.618 |
11,783.92 |
|
2.618 |
11,673.54 |
|
4.250 |
11,493.40 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,017.70 |
11,992.53 |
| PP |
12,013.25 |
11,980.70 |
| S1 |
12,008.81 |
11,968.87 |
|