| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
12,084 |
11,907 |
-177 |
-1.5% |
12,133 |
| High |
12,084 |
11,989 |
-95 |
-0.8% |
12,174 |
| Low |
11,860 |
11,836 |
-24 |
-0.2% |
11,922 |
| Close |
11,901 |
11,967 |
66 |
0.6% |
11,941 |
| Range |
224 |
153 |
-71 |
-31.7% |
252 |
| ATR |
153 |
153 |
0 |
0.0% |
0 |
| Volume |
34,294 |
23,965 |
-10,329 |
-30.1% |
498,458 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,390 |
12,331 |
12,051 |
|
| R3 |
12,237 |
12,178 |
12,009 |
|
| R2 |
12,084 |
12,084 |
11,995 |
|
| R1 |
12,025 |
12,025 |
11,981 |
12,055 |
| PP |
11,931 |
11,931 |
11,931 |
11,945 |
| S1 |
11,872 |
11,872 |
11,953 |
11,902 |
| S2 |
11,778 |
11,778 |
11,939 |
|
| S3 |
11,625 |
11,719 |
11,925 |
|
| S4 |
11,472 |
11,566 |
11,883 |
|
|
| 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 |
12,127 |
11,836 |
291 |
2.4% |
170 |
1.4% |
45% |
False |
True |
39,759 |
| 10 |
12,248 |
11,836 |
412 |
3.4% |
146 |
1.2% |
32% |
False |
True |
75,251 |
| 20 |
12,615 |
11,836 |
779 |
6.5% |
149 |
1.2% |
17% |
False |
True |
93,604 |
| 40 |
12,873 |
11,836 |
1,037 |
8.7% |
150 |
1.3% |
13% |
False |
True |
101,799 |
| 60 |
12,873 |
11,836 |
1,037 |
8.7% |
140 |
1.2% |
13% |
False |
True |
99,197 |
| 80 |
12,873 |
11,451 |
1,422 |
11.9% |
155 |
1.3% |
36% |
False |
False |
89,981 |
| 100 |
12,873 |
11,451 |
1,422 |
11.9% |
144 |
1.2% |
36% |
False |
False |
71,997 |
| 120 |
12,873 |
11,397 |
1,476 |
12.3% |
133 |
1.1% |
39% |
False |
False |
60,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,639 |
|
2.618 |
12,390 |
|
1.618 |
12,237 |
|
1.000 |
12,142 |
|
0.618 |
12,084 |
|
HIGH |
11,989 |
|
0.618 |
11,931 |
|
0.500 |
11,913 |
|
0.382 |
11,895 |
|
LOW |
11,836 |
|
0.618 |
11,742 |
|
1.000 |
11,683 |
|
1.618 |
11,589 |
|
2.618 |
11,436 |
|
4.250 |
11,186 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,949 |
11,978 |
| PP |
11,931 |
11,974 |
| S1 |
11,913 |
11,971 |
|