| 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 |
9,465 |
9,360 |
-105 |
-1.1% |
9,425 |
| High |
9,465 |
9,445 |
-20 |
-0.2% |
9,640 |
| Low |
9,315 |
9,345 |
30 |
0.3% |
9,315 |
| Close |
9,380 |
9,445 |
65 |
0.7% |
9,380 |
| Range |
150 |
100 |
-50 |
-33.3% |
325 |
| ATR |
129 |
127 |
-2 |
-1.6% |
0 |
| Volume |
7,085 |
3,409 |
-3,676 |
-51.9% |
34,992 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,712 |
9,678 |
9,500 |
|
| R3 |
9,612 |
9,578 |
9,473 |
|
| R2 |
9,512 |
9,512 |
9,463 |
|
| R1 |
9,478 |
9,478 |
9,454 |
9,495 |
| PP |
9,412 |
9,412 |
9,412 |
9,420 |
| S1 |
9,378 |
9,378 |
9,436 |
9,395 |
| S2 |
9,312 |
9,312 |
9,427 |
|
| S3 |
9,212 |
9,278 |
9,418 |
|
| S4 |
9,112 |
9,178 |
9,390 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,420 |
10,225 |
9,559 |
|
| R3 |
10,095 |
9,900 |
9,470 |
|
| R2 |
9,770 |
9,770 |
9,440 |
|
| R1 |
9,575 |
9,575 |
9,410 |
9,510 |
| PP |
9,445 |
9,445 |
9,445 |
9,413 |
| S1 |
9,250 |
9,250 |
9,350 |
9,185 |
| S2 |
9,120 |
9,120 |
9,321 |
|
| S3 |
8,795 |
8,925 |
9,291 |
|
| S4 |
8,470 |
8,600 |
9,201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,640 |
9,315 |
325 |
3.4% |
161 |
1.7% |
40% |
False |
False |
6,401 |
| 10 |
9,640 |
9,315 |
325 |
3.4% |
156 |
1.6% |
40% |
False |
False |
8,203 |
| 20 |
9,775 |
9,315 |
460 |
4.9% |
128 |
1.3% |
28% |
False |
False |
5,028 |
| 40 |
10,020 |
9,315 |
705 |
7.5% |
78 |
0.8% |
18% |
False |
False |
2,520 |
| 60 |
10,020 |
9,315 |
705 |
7.5% |
52 |
0.5% |
18% |
False |
False |
1,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,870 |
|
2.618 |
9,707 |
|
1.618 |
9,607 |
|
1.000 |
9,545 |
|
0.618 |
9,507 |
|
HIGH |
9,445 |
|
0.618 |
9,407 |
|
0.500 |
9,395 |
|
0.382 |
9,383 |
|
LOW |
9,345 |
|
0.618 |
9,283 |
|
1.000 |
9,245 |
|
1.618 |
9,183 |
|
2.618 |
9,083 |
|
4.250 |
8,920 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
9,428 |
9,435 |
| PP |
9,412 |
9,425 |
| S1 |
9,395 |
9,415 |
|