| 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 |
2,777.0 |
2,707.0 |
-70.0 |
-2.5% |
2,777.0 |
| High |
2,779.0 |
2,736.0 |
-43.0 |
-1.5% |
2,789.0 |
| Low |
2,705.0 |
2,693.0 |
-12.0 |
-0.4% |
2,719.0 |
| Close |
2,713.0 |
2,717.0 |
4.0 |
0.1% |
2,730.0 |
| Range |
74.0 |
43.0 |
-31.0 |
-41.9% |
70.0 |
| ATR |
52.3 |
51.6 |
-0.7 |
-1.3% |
0.0 |
| Volume |
1,546,060 |
2,232,116 |
686,056 |
44.4% |
100,783 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.3 |
2,823.7 |
2,740.7 |
|
| R3 |
2,801.3 |
2,780.7 |
2,728.8 |
|
| R2 |
2,758.3 |
2,758.3 |
2,724.9 |
|
| R1 |
2,737.7 |
2,737.7 |
2,720.9 |
2,748.0 |
| PP |
2,715.3 |
2,715.3 |
2,715.3 |
2,720.5 |
| S1 |
2,694.7 |
2,694.7 |
2,713.1 |
2,705.0 |
| S2 |
2,672.3 |
2,672.3 |
2,709.1 |
|
| S3 |
2,629.3 |
2,651.7 |
2,705.2 |
|
| S4 |
2,586.3 |
2,608.7 |
2,693.4 |
|
|
| 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 |
2,792.0 |
2,693.0 |
99.0 |
3.6% |
53.4 |
2.0% |
24% |
False |
True |
1,242,478 |
| 10 |
2,797.0 |
2,693.0 |
104.0 |
3.8% |
47.7 |
1.8% |
23% |
False |
True |
626,437 |
| 20 |
2,893.0 |
2,693.0 |
200.0 |
7.4% |
46.6 |
1.7% |
12% |
False |
True |
315,993 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.4% |
43.8 |
1.6% |
9% |
False |
True |
168,385 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.4% |
40.8 |
1.5% |
9% |
False |
True |
119,340 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
14.1% |
43.8 |
1.6% |
33% |
False |
False |
93,301 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
15.0% |
41.5 |
1.5% |
31% |
False |
False |
74,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.8 |
|
2.618 |
2,848.6 |
|
1.618 |
2,805.6 |
|
1.000 |
2,779.0 |
|
0.618 |
2,762.6 |
|
HIGH |
2,736.0 |
|
0.618 |
2,719.6 |
|
0.500 |
2,714.5 |
|
0.382 |
2,709.4 |
|
LOW |
2,693.0 |
|
0.618 |
2,666.4 |
|
1.000 |
2,650.0 |
|
1.618 |
2,623.4 |
|
2.618 |
2,580.4 |
|
4.250 |
2,510.3 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.2 |
2,742.5 |
| PP |
2,715.3 |
2,734.0 |
| S1 |
2,714.5 |
2,725.5 |
|