| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,250.75 |
2,252.50 |
1.75 |
0.1% |
2,288.50 |
| High |
2,267.50 |
2,255.75 |
-11.75 |
-0.5% |
2,299.25 |
| Low |
2,245.50 |
2,218.50 |
-27.00 |
-1.2% |
2,218.50 |
| Close |
2,252.50 |
2,221.25 |
-31.25 |
-1.4% |
2,221.25 |
| Range |
22.00 |
37.25 |
15.25 |
69.3% |
80.75 |
| ATR |
32.08 |
32.45 |
0.37 |
1.2% |
0.00 |
| Volume |
186,589 |
136,078 |
-50,511 |
-27.1% |
1,044,734 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,343.50 |
2,319.75 |
2,241.75 |
|
| R3 |
2,306.25 |
2,282.50 |
2,231.50 |
|
| R2 |
2,269.00 |
2,269.00 |
2,228.00 |
|
| R1 |
2,245.25 |
2,245.25 |
2,224.75 |
2,238.50 |
| PP |
2,231.75 |
2,231.75 |
2,231.75 |
2,228.50 |
| S1 |
2,208.00 |
2,208.00 |
2,217.75 |
2,201.25 |
| S2 |
2,194.50 |
2,194.50 |
2,214.50 |
|
| S3 |
2,157.25 |
2,170.75 |
2,211.00 |
|
| S4 |
2,120.00 |
2,133.50 |
2,200.75 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.50 |
2,435.75 |
2,265.75 |
|
| R3 |
2,407.75 |
2,355.00 |
2,243.50 |
|
| R2 |
2,327.00 |
2,327.00 |
2,236.00 |
|
| R1 |
2,274.25 |
2,274.25 |
2,228.75 |
2,260.25 |
| PP |
2,246.25 |
2,246.25 |
2,246.25 |
2,239.50 |
| S1 |
2,193.50 |
2,193.50 |
2,213.75 |
2,179.50 |
| S2 |
2,165.50 |
2,165.50 |
2,206.50 |
|
| S3 |
2,084.75 |
2,112.75 |
2,199.00 |
|
| S4 |
2,004.00 |
2,032.00 |
2,176.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,299.25 |
2,218.50 |
80.75 |
3.6% |
27.75 |
1.2% |
3% |
False |
True |
208,946 |
| 10 |
2,380.75 |
2,218.50 |
162.25 |
7.3% |
33.00 |
1.5% |
2% |
False |
True |
222,771 |
| 20 |
2,414.25 |
2,218.50 |
195.75 |
8.8% |
33.00 |
1.5% |
1% |
False |
True |
249,491 |
| 40 |
2,428.00 |
2,218.50 |
209.50 |
9.4% |
32.25 |
1.5% |
1% |
False |
True |
262,909 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
32.50 |
1.5% |
15% |
False |
False |
259,857 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
35.50 |
1.6% |
15% |
False |
False |
220,862 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
34.00 |
1.5% |
15% |
False |
False |
176,724 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
32.00 |
1.4% |
15% |
False |
False |
147,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.00 |
|
2.618 |
2,353.25 |
|
1.618 |
2,316.00 |
|
1.000 |
2,293.00 |
|
0.618 |
2,278.75 |
|
HIGH |
2,255.75 |
|
0.618 |
2,241.50 |
|
0.500 |
2,237.00 |
|
0.382 |
2,232.75 |
|
LOW |
2,218.50 |
|
0.618 |
2,195.50 |
|
1.000 |
2,181.25 |
|
1.618 |
2,158.25 |
|
2.618 |
2,121.00 |
|
4.250 |
2,060.25 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,237.00 |
2,248.25 |
| PP |
2,231.75 |
2,239.25 |
| S1 |
2,226.50 |
2,230.25 |
|