| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
12,004.28 |
12,081.33 |
77.05 |
0.6% |
11,945.33 |
| High |
12,099.87 |
12,217.33 |
117.46 |
1.0% |
12,120.80 |
| Low |
11,971.29 |
12,081.18 |
109.89 |
0.9% |
11,862.53 |
| Close |
12,080.38 |
12,190.01 |
109.63 |
0.9% |
12,004.36 |
| Range |
128.58 |
136.15 |
7.57 |
5.9% |
258.27 |
| ATR |
134.25 |
134.44 |
0.19 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,571.29 |
12,516.80 |
12,264.89 |
|
| R3 |
12,435.14 |
12,380.65 |
12,227.45 |
|
| R2 |
12,298.99 |
12,298.99 |
12,214.97 |
|
| R1 |
12,244.50 |
12,244.50 |
12,202.49 |
12,271.75 |
| PP |
12,162.84 |
12,162.84 |
12,162.84 |
12,176.46 |
| S1 |
12,108.35 |
12,108.35 |
12,177.53 |
12,135.60 |
| S2 |
12,026.69 |
12,026.69 |
12,165.05 |
|
| S3 |
11,890.54 |
11,972.20 |
12,152.57 |
|
| S4 |
11,754.39 |
11,836.05 |
12,115.13 |
|
|
| 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 |
12,217.33 |
11,862.53 |
354.80 |
2.9% |
140.41 |
1.2% |
92% |
True |
False |
|
| 10 |
12,217.33 |
11,862.53 |
354.80 |
2.9% |
136.09 |
1.1% |
92% |
True |
False |
|
| 20 |
12,574.29 |
11,862.53 |
711.76 |
5.8% |
132.24 |
1.1% |
46% |
False |
False |
|
| 40 |
12,876.00 |
11,862.53 |
1,013.47 |
8.3% |
132.69 |
1.1% |
32% |
False |
False |
|
| 60 |
12,876.00 |
11,862.53 |
1,013.47 |
8.3% |
123.81 |
1.0% |
32% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
134.87 |
1.1% |
48% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.8% |
128.48 |
1.1% |
48% |
False |
False |
|
| 120 |
12,876.00 |
11,530.32 |
1,345.68 |
11.0% |
120.90 |
1.0% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,795.97 |
|
2.618 |
12,573.77 |
|
1.618 |
12,437.62 |
|
1.000 |
12,353.48 |
|
0.618 |
12,301.47 |
|
HIGH |
12,217.33 |
|
0.618 |
12,165.32 |
|
0.500 |
12,149.26 |
|
0.382 |
12,133.19 |
|
LOW |
12,081.18 |
|
0.618 |
11,997.04 |
|
1.000 |
11,945.03 |
|
1.618 |
11,860.89 |
|
2.618 |
11,724.74 |
|
4.250 |
11,502.54 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,176.43 |
12,156.65 |
| PP |
12,162.84 |
12,123.28 |
| S1 |
12,149.26 |
12,089.92 |
|