| 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 |
2,250.00 |
2,218.25 |
-31.75 |
-1.4% |
2,282.75 |
| High |
2,251.75 |
2,230.25 |
-21.50 |
-1.0% |
2,296.00 |
| Low |
2,215.00 |
2,211.00 |
-4.00 |
-0.2% |
2,215.00 |
| Close |
2,217.75 |
2,219.75 |
2.00 |
0.1% |
2,217.75 |
| Range |
36.75 |
19.25 |
-17.50 |
-47.6% |
81.00 |
| ATR |
31.78 |
30.88 |
-0.89 |
-2.8% |
0.00 |
| Volume |
226,830 |
256,047 |
29,217 |
12.9% |
355,632 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.00 |
2,268.25 |
2,230.25 |
|
| R3 |
2,258.75 |
2,249.00 |
2,225.00 |
|
| R2 |
2,239.50 |
2,239.50 |
2,223.25 |
|
| R1 |
2,229.75 |
2,229.75 |
2,221.50 |
2,234.50 |
| PP |
2,220.25 |
2,220.25 |
2,220.25 |
2,222.75 |
| S1 |
2,210.50 |
2,210.50 |
2,218.00 |
2,215.50 |
| S2 |
2,201.00 |
2,201.00 |
2,216.25 |
|
| S3 |
2,181.75 |
2,191.25 |
2,214.50 |
|
| S4 |
2,162.50 |
2,172.00 |
2,209.25 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.00 |
2,432.75 |
2,262.25 |
|
| R3 |
2,405.00 |
2,351.75 |
2,240.00 |
|
| R2 |
2,324.00 |
2,324.00 |
2,232.50 |
|
| R1 |
2,270.75 |
2,270.75 |
2,225.25 |
2,257.00 |
| PP |
2,243.00 |
2,243.00 |
2,243.00 |
2,236.00 |
| S1 |
2,189.75 |
2,189.75 |
2,210.25 |
2,176.00 |
| S2 |
2,162.00 |
2,162.00 |
2,203.00 |
|
| S3 |
2,081.00 |
2,108.75 |
2,195.50 |
|
| S4 |
2,000.00 |
2,027.75 |
2,173.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,284.25 |
2,211.00 |
73.25 |
3.3% |
25.75 |
1.2% |
12% |
False |
True |
121,815 |
| 10 |
2,376.75 |
2,211.00 |
165.75 |
7.5% |
33.00 |
1.5% |
5% |
False |
True |
61,514 |
| 20 |
2,376.75 |
2,211.00 |
165.75 |
7.5% |
31.00 |
1.4% |
5% |
False |
True |
30,889 |
| 40 |
2,423.00 |
2,211.00 |
212.00 |
9.6% |
30.75 |
1.4% |
4% |
False |
True |
15,541 |
| 60 |
2,423.00 |
2,211.00 |
212.00 |
9.6% |
30.25 |
1.4% |
4% |
False |
True |
10,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.00 |
|
2.618 |
2,280.75 |
|
1.618 |
2,261.50 |
|
1.000 |
2,249.50 |
|
0.618 |
2,242.25 |
|
HIGH |
2,230.25 |
|
0.618 |
2,223.00 |
|
0.500 |
2,220.50 |
|
0.382 |
2,218.25 |
|
LOW |
2,211.00 |
|
0.618 |
2,199.00 |
|
1.000 |
2,191.75 |
|
1.618 |
2,179.75 |
|
2.618 |
2,160.50 |
|
4.250 |
2,129.25 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.50 |
2,237.50 |
| PP |
2,220.25 |
2,231.50 |
| S1 |
2,220.00 |
2,225.50 |
|