| 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 |
1,541.3 |
1,541.1 |
-0.2 |
0.0% |
1,530.7 |
| High |
1,548.2 |
1,549.0 |
0.8 |
0.1% |
1,543.0 |
| Low |
1,533.6 |
1,539.3 |
5.7 |
0.4% |
1,511.4 |
| Close |
1,542.0 |
1,546.4 |
4.4 |
0.3% |
1,539.1 |
| Range |
14.6 |
9.7 |
-4.9 |
-33.6% |
31.6 |
| ATR |
18.9 |
18.2 |
-0.7 |
-3.5% |
0.0 |
| Volume |
90,233 |
86,908 |
-3,325 |
-3.7% |
582,695 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.0 |
1,569.9 |
1,551.7 |
|
| R3 |
1,564.3 |
1,560.2 |
1,549.1 |
|
| R2 |
1,554.6 |
1,554.6 |
1,548.2 |
|
| R1 |
1,550.5 |
1,550.5 |
1,547.3 |
1,552.6 |
| PP |
1,544.9 |
1,544.9 |
1,544.9 |
1,545.9 |
| S1 |
1,540.8 |
1,540.8 |
1,545.5 |
1,542.9 |
| S2 |
1,535.2 |
1,535.2 |
1,544.6 |
|
| S3 |
1,525.5 |
1,531.1 |
1,543.7 |
|
| S4 |
1,515.8 |
1,521.4 |
1,541.1 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.0 |
1,614.1 |
1,556.5 |
|
| R3 |
1,594.4 |
1,582.5 |
1,547.8 |
|
| R2 |
1,562.8 |
1,562.8 |
1,544.9 |
|
| R1 |
1,550.9 |
1,550.9 |
1,542.0 |
1,556.9 |
| PP |
1,531.2 |
1,531.2 |
1,531.2 |
1,534.1 |
| S1 |
1,519.3 |
1,519.3 |
1,536.2 |
1,525.3 |
| S2 |
1,499.6 |
1,499.6 |
1,533.3 |
|
| S3 |
1,468.0 |
1,487.7 |
1,530.4 |
|
| S4 |
1,436.4 |
1,456.1 |
1,521.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,549.0 |
1,514.5 |
34.5 |
2.2% |
15.5 |
1.0% |
92% |
True |
False |
108,431 |
| 10 |
1,550.8 |
1,511.4 |
39.4 |
2.5% |
16.7 |
1.1% |
89% |
False |
False |
109,062 |
| 20 |
1,555.0 |
1,511.4 |
43.6 |
2.8% |
16.8 |
1.1% |
80% |
False |
False |
114,796 |
| 40 |
1,577.7 |
1,464.1 |
113.6 |
7.3% |
21.7 |
1.4% |
72% |
False |
False |
64,702 |
| 60 |
1,577.7 |
1,413.5 |
164.2 |
10.6% |
19.7 |
1.3% |
81% |
False |
False |
44,714 |
| 80 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
19.0 |
1.2% |
83% |
False |
False |
33,981 |
| 100 |
1,577.7 |
1,314.2 |
263.5 |
17.0% |
18.1 |
1.2% |
88% |
False |
False |
27,449 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
17.0% |
17.9 |
1.2% |
88% |
False |
False |
22,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,590.2 |
|
2.618 |
1,574.4 |
|
1.618 |
1,564.7 |
|
1.000 |
1,558.7 |
|
0.618 |
1,555.0 |
|
HIGH |
1,549.0 |
|
0.618 |
1,545.3 |
|
0.500 |
1,544.2 |
|
0.382 |
1,543.0 |
|
LOW |
1,539.3 |
|
0.618 |
1,533.3 |
|
1.000 |
1,529.6 |
|
1.618 |
1,523.6 |
|
2.618 |
1,513.9 |
|
4.250 |
1,498.1 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,545.7 |
1,543.0 |
| PP |
1,544.9 |
1,539.5 |
| S1 |
1,544.2 |
1,536.1 |
|