| 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 |
2,770.0 |
2,728.0 |
-42.0 |
-1.5% |
2,777.0 |
| High |
2,782.0 |
2,749.0 |
-33.0 |
-1.2% |
2,789.0 |
| Low |
2,719.0 |
2,716.0 |
-3.0 |
-0.1% |
2,719.0 |
| Close |
2,730.0 |
2,724.0 |
-6.0 |
-0.2% |
2,730.0 |
| Range |
63.0 |
33.0 |
-30.0 |
-47.6% |
70.0 |
| ATR |
49.7 |
48.5 |
-1.2 |
-2.4% |
0.0 |
| Volume |
51,845 |
999,790 |
947,945 |
1,828.4% |
100,783 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.7 |
2,809.3 |
2,742.2 |
|
| R3 |
2,795.7 |
2,776.3 |
2,733.1 |
|
| R2 |
2,762.7 |
2,762.7 |
2,730.1 |
|
| R1 |
2,743.3 |
2,743.3 |
2,727.0 |
2,736.5 |
| PP |
2,729.7 |
2,729.7 |
2,729.7 |
2,726.3 |
| S1 |
2,710.3 |
2,710.3 |
2,721.0 |
2,703.5 |
| S2 |
2,696.7 |
2,696.7 |
2,718.0 |
|
| S3 |
2,663.7 |
2,677.3 |
2,714.9 |
|
| S4 |
2,630.7 |
2,644.3 |
2,705.9 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.0 |
2,913.0 |
2,768.5 |
|
| R3 |
2,886.0 |
2,843.0 |
2,749.3 |
|
| R2 |
2,816.0 |
2,816.0 |
2,742.8 |
|
| R1 |
2,773.0 |
2,773.0 |
2,736.4 |
2,759.5 |
| PP |
2,746.0 |
2,746.0 |
2,746.0 |
2,739.3 |
| S1 |
2,703.0 |
2,703.0 |
2,723.6 |
2,689.5 |
| S2 |
2,676.0 |
2,676.0 |
2,717.2 |
|
| S3 |
2,606.0 |
2,633.0 |
2,710.8 |
|
| S4 |
2,536.0 |
2,563.0 |
2,691.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.0 |
2,716.0 |
73.0 |
2.7% |
43.4 |
1.6% |
11% |
False |
True |
219,933 |
| 10 |
2,874.0 |
2,716.0 |
158.0 |
5.8% |
46.6 |
1.7% |
5% |
False |
True |
113,850 |
| 20 |
2,893.0 |
2,716.0 |
177.0 |
6.5% |
43.4 |
1.6% |
5% |
False |
True |
62,037 |
| 40 |
2,975.0 |
2,716.0 |
259.0 |
9.5% |
43.1 |
1.6% |
3% |
False |
True |
49,846 |
| 60 |
2,975.0 |
2,647.0 |
328.0 |
12.0% |
41.0 |
1.5% |
23% |
False |
False |
34,537 |
| 80 |
2,995.0 |
2,591.0 |
404.0 |
14.8% |
43.0 |
1.6% |
33% |
False |
False |
28,807 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
15.0% |
40.8 |
1.5% |
33% |
False |
False |
23,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.3 |
|
2.618 |
2,835.4 |
|
1.618 |
2,802.4 |
|
1.000 |
2,782.0 |
|
0.618 |
2,769.4 |
|
HIGH |
2,749.0 |
|
0.618 |
2,736.4 |
|
0.500 |
2,732.5 |
|
0.382 |
2,728.6 |
|
LOW |
2,716.0 |
|
0.618 |
2,695.6 |
|
1.000 |
2,683.0 |
|
1.618 |
2,662.6 |
|
2.618 |
2,629.6 |
|
4.250 |
2,575.8 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.5 |
2,752.5 |
| PP |
2,729.7 |
2,743.0 |
| S1 |
2,726.8 |
2,733.5 |
|