| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,218.25 |
2,223.50 |
5.25 |
0.2% |
2,282.75 |
| High |
2,230.25 |
2,252.75 |
22.50 |
1.0% |
2,296.00 |
| Low |
2,211.00 |
2,216.75 |
5.75 |
0.3% |
2,215.00 |
| Close |
2,219.75 |
2,247.00 |
27.25 |
1.2% |
2,217.75 |
| Range |
19.25 |
36.00 |
16.75 |
87.0% |
81.00 |
| ATR |
30.88 |
31.25 |
0.37 |
1.2% |
0.00 |
| Volume |
256,047 |
324,061 |
68,014 |
26.6% |
355,632 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.75 |
2,333.00 |
2,266.75 |
|
| R3 |
2,310.75 |
2,297.00 |
2,257.00 |
|
| R2 |
2,274.75 |
2,274.75 |
2,253.50 |
|
| R1 |
2,261.00 |
2,261.00 |
2,250.25 |
2,268.00 |
| PP |
2,238.75 |
2,238.75 |
2,238.75 |
2,242.25 |
| S1 |
2,225.00 |
2,225.00 |
2,243.75 |
2,232.00 |
| S2 |
2,202.75 |
2,202.75 |
2,240.50 |
|
| S3 |
2,166.75 |
2,189.00 |
2,237.00 |
|
| S4 |
2,130.75 |
2,153.00 |
2,227.25 |
|
|
| 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 |
2,274.50 |
2,211.00 |
63.50 |
2.8% |
29.00 |
1.3% |
57% |
False |
False |
184,405 |
| 10 |
2,376.75 |
2,211.00 |
165.75 |
7.4% |
31.75 |
1.4% |
22% |
False |
False |
93,896 |
| 20 |
2,376.75 |
2,211.00 |
165.75 |
7.4% |
30.75 |
1.4% |
22% |
False |
False |
47,081 |
| 40 |
2,423.00 |
2,211.00 |
212.00 |
9.4% |
31.00 |
1.4% |
17% |
False |
False |
23,641 |
| 60 |
2,423.00 |
2,211.00 |
212.00 |
9.4% |
30.25 |
1.3% |
17% |
False |
False |
15,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,405.75 |
|
2.618 |
2,347.00 |
|
1.618 |
2,311.00 |
|
1.000 |
2,288.75 |
|
0.618 |
2,275.00 |
|
HIGH |
2,252.75 |
|
0.618 |
2,239.00 |
|
0.500 |
2,234.75 |
|
0.382 |
2,230.50 |
|
LOW |
2,216.75 |
|
0.618 |
2,194.50 |
|
1.000 |
2,180.75 |
|
1.618 |
2,158.50 |
|
2.618 |
2,122.50 |
|
4.250 |
2,063.75 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.00 |
2,242.00 |
| PP |
2,238.75 |
2,237.00 |
| S1 |
2,234.75 |
2,232.00 |
|