| 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 |
12,108 |
11,945 |
-163 |
-1.3% |
12,133 |
| High |
12,127 |
12,010 |
-117 |
-1.0% |
12,174 |
| Low |
11,922 |
11,916 |
-6 |
-0.1% |
11,922 |
| Close |
11,941 |
11,953 |
12 |
0.1% |
11,941 |
| Range |
205 |
94 |
-111 |
-54.1% |
252 |
| ATR |
150 |
146 |
-4 |
-2.7% |
0 |
| Volume |
68,792 |
35,114 |
-33,678 |
-49.0% |
498,458 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,242 |
12,191 |
12,005 |
|
| R3 |
12,148 |
12,097 |
11,979 |
|
| R2 |
12,054 |
12,054 |
11,970 |
|
| R1 |
12,003 |
12,003 |
11,962 |
12,029 |
| PP |
11,960 |
11,960 |
11,960 |
11,972 |
| S1 |
11,909 |
11,909 |
11,945 |
11,935 |
| S2 |
11,866 |
11,866 |
11,936 |
|
| S3 |
11,772 |
11,815 |
11,927 |
|
| S4 |
11,678 |
11,721 |
11,901 |
|
|
| 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 |
11,916 |
258 |
2.2% |
133 |
1.1% |
14% |
False |
True |
86,349 |
| 10 |
12,591 |
11,916 |
675 |
5.6% |
153 |
1.3% |
5% |
False |
True |
101,800 |
| 20 |
12,615 |
11,916 |
699 |
5.8% |
145 |
1.2% |
5% |
False |
True |
106,620 |
| 40 |
12,873 |
11,916 |
957 |
8.0% |
150 |
1.3% |
4% |
False |
True |
107,652 |
| 60 |
12,873 |
11,656 |
1,217 |
10.2% |
139 |
1.2% |
24% |
False |
False |
102,825 |
| 80 |
12,873 |
11,451 |
1,422 |
11.9% |
153 |
1.3% |
35% |
False |
False |
88,799 |
| 100 |
12,873 |
11,451 |
1,422 |
11.9% |
141 |
1.2% |
35% |
False |
False |
71,049 |
| 120 |
12,873 |
11,387 |
1,486 |
12.4% |
130 |
1.1% |
38% |
False |
False |
59,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,410 |
|
2.618 |
12,256 |
|
1.618 |
12,162 |
|
1.000 |
12,104 |
|
0.618 |
12,068 |
|
HIGH |
12,010 |
|
0.618 |
11,974 |
|
0.500 |
11,963 |
|
0.382 |
11,952 |
|
LOW |
11,916 |
|
0.618 |
11,858 |
|
1.000 |
11,822 |
|
1.618 |
11,764 |
|
2.618 |
11,670 |
|
4.250 |
11,517 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,963 |
12,045 |
| PP |
11,960 |
12,014 |
| S1 |
11,956 |
11,984 |
|