| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,710.0 |
2,746.0 |
36.0 |
1.3% |
2,728.0 |
| High |
2,783.0 |
2,759.0 |
-24.0 |
-0.9% |
2,792.0 |
| Low |
2,699.0 |
2,717.0 |
18.0 |
0.7% |
2,693.0 |
| Close |
2,770.0 |
2,751.0 |
-19.0 |
-0.7% |
2,770.0 |
| Range |
84.0 |
42.0 |
-42.0 |
-50.0% |
99.0 |
| ATR |
53.9 |
53.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,898,452 |
1,166,000 |
-732,452 |
-38.6% |
8,059,000 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,868.3 |
2,851.7 |
2,774.1 |
|
| R3 |
2,826.3 |
2,809.7 |
2,762.6 |
|
| R2 |
2,784.3 |
2,784.3 |
2,758.7 |
|
| R1 |
2,767.7 |
2,767.7 |
2,754.9 |
2,776.0 |
| PP |
2,742.3 |
2,742.3 |
2,742.3 |
2,746.5 |
| S1 |
2,725.7 |
2,725.7 |
2,747.2 |
2,734.0 |
| S2 |
2,700.3 |
2,700.3 |
2,743.3 |
|
| S3 |
2,658.3 |
2,683.7 |
2,739.5 |
|
| S4 |
2,616.3 |
2,641.7 |
2,727.9 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.7 |
3,008.3 |
2,824.5 |
|
| R3 |
2,949.7 |
2,909.3 |
2,797.2 |
|
| R2 |
2,850.7 |
2,850.7 |
2,788.2 |
|
| R1 |
2,810.3 |
2,810.3 |
2,779.1 |
2,830.5 |
| PP |
2,751.7 |
2,751.7 |
2,751.7 |
2,761.8 |
| S1 |
2,711.3 |
2,711.3 |
2,760.9 |
2,731.5 |
| S2 |
2,652.7 |
2,652.7 |
2,751.9 |
|
| S3 |
2,553.7 |
2,612.3 |
2,742.8 |
|
| S4 |
2,454.7 |
2,513.3 |
2,715.6 |
|
|
| 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% |
59.4 |
2.2% |
59% |
False |
False |
1,645,042 |
| 10 |
2,792.0 |
2,693.0 |
99.0 |
3.6% |
51.4 |
1.9% |
59% |
False |
False |
932,487 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.6% |
47.7 |
1.7% |
32% |
False |
False |
469,177 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.3% |
45.1 |
1.6% |
21% |
False |
False |
244,875 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.3% |
41.7 |
1.5% |
21% |
False |
False |
170,399 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
14.0% |
44.5 |
1.6% |
42% |
False |
False |
131,598 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.8% |
42.3 |
1.5% |
39% |
False |
False |
105,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.5 |
|
2.618 |
2,869.0 |
|
1.618 |
2,827.0 |
|
1.000 |
2,801.0 |
|
0.618 |
2,785.0 |
|
HIGH |
2,759.0 |
|
0.618 |
2,743.0 |
|
0.500 |
2,738.0 |
|
0.382 |
2,733.0 |
|
LOW |
2,717.0 |
|
0.618 |
2,691.0 |
|
1.000 |
2,675.0 |
|
1.618 |
2,649.0 |
|
2.618 |
2,607.0 |
|
4.250 |
2,538.5 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,746.7 |
2,746.7 |
| PP |
2,742.3 |
2,742.3 |
| S1 |
2,738.0 |
2,738.0 |
|