| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,252.50 |
2,217.00 |
-35.50 |
-1.6% |
2,288.50 |
| High |
2,255.75 |
2,234.00 |
-21.75 |
-1.0% |
2,299.25 |
| Low |
2,218.50 |
2,214.50 |
-4.00 |
-0.2% |
2,218.50 |
| Close |
2,221.25 |
2,223.25 |
2.00 |
0.1% |
2,221.25 |
| Range |
37.25 |
19.50 |
-17.75 |
-47.7% |
80.75 |
| ATR |
32.45 |
31.53 |
-0.93 |
-2.9% |
0.00 |
| Volume |
136,078 |
91,588 |
-44,490 |
-32.7% |
1,044,734 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.50 |
2,272.25 |
2,234.00 |
|
| R3 |
2,263.00 |
2,252.75 |
2,228.50 |
|
| R2 |
2,243.50 |
2,243.50 |
2,226.75 |
|
| R1 |
2,233.25 |
2,233.25 |
2,225.00 |
2,238.50 |
| PP |
2,224.00 |
2,224.00 |
2,224.00 |
2,226.50 |
| S1 |
2,213.75 |
2,213.75 |
2,221.50 |
2,219.00 |
| S2 |
2,204.50 |
2,204.50 |
2,219.75 |
|
| S3 |
2,185.00 |
2,194.25 |
2,218.00 |
|
| S4 |
2,165.50 |
2,174.75 |
2,212.50 |
|
|
| 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 |
2,288.25 |
2,214.50 |
73.75 |
3.3% |
26.00 |
1.2% |
12% |
False |
True |
182,905 |
| 10 |
2,380.75 |
2,214.50 |
166.25 |
7.5% |
33.25 |
1.5% |
5% |
False |
True |
216,467 |
| 20 |
2,380.75 |
2,214.50 |
166.25 |
7.5% |
31.75 |
1.4% |
5% |
False |
True |
239,029 |
| 40 |
2,428.00 |
2,214.50 |
213.50 |
9.6% |
32.00 |
1.4% |
4% |
False |
True |
257,914 |
| 60 |
2,428.00 |
2,214.50 |
213.50 |
9.6% |
31.75 |
1.4% |
4% |
False |
True |
255,226 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
35.25 |
1.6% |
15% |
False |
False |
222,005 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
33.75 |
1.5% |
15% |
False |
False |
177,639 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.9% |
32.00 |
1.4% |
15% |
False |
False |
148,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,317.00 |
|
2.618 |
2,285.00 |
|
1.618 |
2,265.50 |
|
1.000 |
2,253.50 |
|
0.618 |
2,246.00 |
|
HIGH |
2,234.00 |
|
0.618 |
2,226.50 |
|
0.500 |
2,224.25 |
|
0.382 |
2,222.00 |
|
LOW |
2,214.50 |
|
0.618 |
2,202.50 |
|
1.000 |
2,195.00 |
|
1.618 |
2,183.00 |
|
2.618 |
2,163.50 |
|
4.250 |
2,131.50 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.25 |
2,241.00 |
| PP |
2,224.00 |
2,235.00 |
| S1 |
2,223.50 |
2,229.25 |
|