| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,760.0 |
2,803.0 |
43.0 |
1.6% |
2,728.0 |
| High |
2,814.0 |
2,811.0 |
-3.0 |
-0.1% |
2,792.0 |
| Low |
2,759.0 |
2,784.0 |
25.0 |
0.9% |
2,693.0 |
| Close |
2,810.0 |
2,786.0 |
-24.0 |
-0.9% |
2,770.0 |
| Range |
55.0 |
27.0 |
-28.0 |
-50.9% |
99.0 |
| ATR |
54.5 |
52.5 |
-2.0 |
-3.6% |
0.0 |
| Volume |
1,095,420 |
1,054,688 |
-40,732 |
-3.7% |
8,059,000 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.7 |
2,857.3 |
2,800.9 |
|
| R3 |
2,847.7 |
2,830.3 |
2,793.4 |
|
| R2 |
2,820.7 |
2,820.7 |
2,791.0 |
|
| R1 |
2,803.3 |
2,803.3 |
2,788.5 |
2,798.5 |
| PP |
2,793.7 |
2,793.7 |
2,793.7 |
2,791.3 |
| S1 |
2,776.3 |
2,776.3 |
2,783.5 |
2,771.5 |
| S2 |
2,766.7 |
2,766.7 |
2,781.1 |
|
| S3 |
2,739.7 |
2,749.3 |
2,778.6 |
|
| S4 |
2,712.7 |
2,722.3 |
2,771.2 |
|
|
| 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 |
2,814.0 |
2,693.0 |
121.0 |
4.3% |
50.2 |
1.8% |
77% |
False |
False |
1,489,335 |
| 10 |
2,814.0 |
2,693.0 |
121.0 |
4.3% |
52.6 |
1.9% |
77% |
False |
False |
1,145,274 |
| 20 |
2,874.0 |
2,693.0 |
181.0 |
6.5% |
48.8 |
1.7% |
51% |
False |
False |
576,231 |
| 40 |
2,975.0 |
2,693.0 |
282.0 |
10.1% |
45.7 |
1.6% |
33% |
False |
False |
298,589 |
| 60 |
2,975.0 |
2,693.0 |
282.0 |
10.1% |
41.5 |
1.5% |
33% |
False |
False |
206,223 |
| 80 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
44.7 |
1.6% |
51% |
False |
False |
158,472 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
41.9 |
1.5% |
48% |
False |
False |
126,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.8 |
|
2.618 |
2,881.7 |
|
1.618 |
2,854.7 |
|
1.000 |
2,838.0 |
|
0.618 |
2,827.7 |
|
HIGH |
2,811.0 |
|
0.618 |
2,800.7 |
|
0.500 |
2,797.5 |
|
0.382 |
2,794.3 |
|
LOW |
2,784.0 |
|
0.618 |
2,767.3 |
|
1.000 |
2,757.0 |
|
1.618 |
2,740.3 |
|
2.618 |
2,713.3 |
|
4.250 |
2,669.3 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.5 |
2,779.2 |
| PP |
2,793.7 |
2,772.3 |
| S1 |
2,789.8 |
2,765.5 |
|