| 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 |
12,035 |
12,108 |
73 |
0.6% |
12,133 |
| High |
12,174 |
12,127 |
-47 |
-0.4% |
12,174 |
| Low |
12,016 |
11,922 |
-94 |
-0.8% |
11,922 |
| Close |
12,113 |
11,941 |
-172 |
-1.4% |
11,941 |
| Range |
158 |
205 |
47 |
29.7% |
252 |
| ATR |
146 |
150 |
4 |
2.9% |
0 |
| Volume |
94,137 |
68,792 |
-25,345 |
-26.9% |
498,458 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,612 |
12,481 |
12,054 |
|
| R3 |
12,407 |
12,276 |
11,998 |
|
| R2 |
12,202 |
12,202 |
11,979 |
|
| R1 |
12,071 |
12,071 |
11,960 |
12,034 |
| PP |
11,997 |
11,997 |
11,997 |
11,978 |
| S1 |
11,866 |
11,866 |
11,922 |
11,829 |
| S2 |
11,792 |
11,792 |
11,904 |
|
| S3 |
11,587 |
11,661 |
11,885 |
|
| S4 |
11,382 |
11,456 |
11,828 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,768 |
12,607 |
12,080 |
|
| R3 |
12,516 |
12,355 |
12,010 |
|
| R2 |
12,264 |
12,264 |
11,987 |
|
| R1 |
12,103 |
12,103 |
11,964 |
12,058 |
| PP |
12,012 |
12,012 |
12,012 |
11,990 |
| S1 |
11,851 |
11,851 |
11,918 |
11,806 |
| S2 |
11,760 |
11,760 |
11,895 |
|
| S3 |
11,508 |
11,599 |
11,872 |
|
| S4 |
11,256 |
11,347 |
11,803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,174 |
11,922 |
252 |
2.1% |
131 |
1.1% |
8% |
False |
True |
99,691 |
| 10 |
12,591 |
11,922 |
669 |
5.6% |
153 |
1.3% |
3% |
False |
True |
106,144 |
| 20 |
12,713 |
11,922 |
791 |
6.6% |
150 |
1.3% |
2% |
False |
True |
111,183 |
| 40 |
12,873 |
11,922 |
951 |
8.0% |
151 |
1.3% |
2% |
False |
True |
109,674 |
| 60 |
12,873 |
11,451 |
1,422 |
11.9% |
142 |
1.2% |
34% |
False |
False |
104,768 |
| 80 |
12,873 |
11,451 |
1,422 |
11.9% |
152 |
1.3% |
34% |
False |
False |
88,361 |
| 100 |
12,873 |
11,451 |
1,422 |
11.9% |
141 |
1.2% |
34% |
False |
False |
70,699 |
| 120 |
12,873 |
11,336 |
1,537 |
12.9% |
130 |
1.1% |
39% |
False |
False |
58,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,998 |
|
2.618 |
12,664 |
|
1.618 |
12,459 |
|
1.000 |
12,332 |
|
0.618 |
12,254 |
|
HIGH |
12,127 |
|
0.618 |
12,049 |
|
0.500 |
12,025 |
|
0.382 |
12,000 |
|
LOW |
11,922 |
|
0.618 |
11,795 |
|
1.000 |
11,717 |
|
1.618 |
11,590 |
|
2.618 |
11,385 |
|
4.250 |
11,051 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,025 |
12,048 |
| PP |
11,997 |
12,012 |
| S1 |
11,969 |
11,977 |
|