| 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 |
2,706.0 |
2,710.0 |
4.0 |
0.1% |
2,727.0 |
| High |
2,735.0 |
2,751.0 |
16.0 |
0.6% |
2,792.0 |
| Low |
2,692.0 |
2,700.0 |
8.0 |
0.3% |
2,692.0 |
| Close |
2,719.0 |
2,746.0 |
27.0 |
1.0% |
2,746.0 |
| Range |
43.0 |
51.0 |
8.0 |
18.6% |
100.0 |
| ATR |
52.6 |
52.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,433,758 |
130,105 |
-1,303,653 |
-90.9% |
4,542,496 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.3 |
2,866.7 |
2,774.1 |
|
| R3 |
2,834.3 |
2,815.7 |
2,760.0 |
|
| R2 |
2,783.3 |
2,783.3 |
2,755.4 |
|
| R1 |
2,764.7 |
2,764.7 |
2,750.7 |
2,774.0 |
| PP |
2,732.3 |
2,732.3 |
2,732.3 |
2,737.0 |
| S1 |
2,713.7 |
2,713.7 |
2,741.3 |
2,723.0 |
| S2 |
2,681.3 |
2,681.3 |
2,736.7 |
|
| S3 |
2,630.3 |
2,662.7 |
2,732.0 |
|
| S4 |
2,579.3 |
2,611.7 |
2,718.0 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.3 |
2,994.7 |
2,801.0 |
|
| R3 |
2,943.3 |
2,894.7 |
2,773.5 |
|
| R2 |
2,843.3 |
2,843.3 |
2,764.3 |
|
| R1 |
2,794.7 |
2,794.7 |
2,755.2 |
2,819.0 |
| PP |
2,743.3 |
2,743.3 |
2,743.3 |
2,755.5 |
| S1 |
2,694.7 |
2,694.7 |
2,736.8 |
2,719.0 |
| S2 |
2,643.3 |
2,643.3 |
2,727.7 |
|
| S3 |
2,543.3 |
2,594.7 |
2,718.5 |
|
| S4 |
2,443.3 |
2,494.7 |
2,691.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,792.0 |
2,692.0 |
100.0 |
3.6% |
49.8 |
1.8% |
54% |
False |
False |
908,499 |
| 10 |
2,792.0 |
2,692.0 |
100.0 |
3.6% |
47.6 |
1.7% |
54% |
False |
False |
898,968 |
| 20 |
2,894.0 |
2,692.0 |
202.0 |
7.4% |
48.0 |
1.7% |
27% |
False |
False |
1,118,708 |
| 40 |
2,980.0 |
2,692.0 |
288.0 |
10.5% |
46.6 |
1.7% |
19% |
False |
False |
1,101,288 |
| 60 |
2,980.0 |
2,692.0 |
288.0 |
10.5% |
43.7 |
1.6% |
19% |
False |
False |
1,052,812 |
| 80 |
2,980.0 |
2,590.0 |
390.0 |
14.2% |
47.2 |
1.7% |
40% |
False |
False |
919,110 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
45.6 |
1.7% |
38% |
False |
False |
735,791 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
45.0 |
1.6% |
38% |
False |
False |
613,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.8 |
|
2.618 |
2,884.5 |
|
1.618 |
2,833.5 |
|
1.000 |
2,802.0 |
|
0.618 |
2,782.5 |
|
HIGH |
2,751.0 |
|
0.618 |
2,731.5 |
|
0.500 |
2,725.5 |
|
0.382 |
2,719.5 |
|
LOW |
2,700.0 |
|
0.618 |
2,668.5 |
|
1.000 |
2,649.0 |
|
1.618 |
2,617.5 |
|
2.618 |
2,566.5 |
|
4.250 |
2,483.3 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.2 |
2,742.3 |
| PP |
2,732.3 |
2,738.7 |
| S1 |
2,725.5 |
2,735.0 |
|