| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.50 |
2,245.50 |
22.00 |
1.0% |
2,282.75 |
| High |
2,252.75 |
2,246.75 |
-6.00 |
-0.3% |
2,296.00 |
| Low |
2,216.75 |
2,199.75 |
-17.00 |
-0.8% |
2,215.00 |
| Close |
2,247.00 |
2,205.00 |
-42.00 |
-1.9% |
2,217.75 |
| Range |
36.00 |
47.00 |
11.00 |
30.6% |
81.00 |
| ATR |
31.25 |
32.39 |
1.14 |
3.7% |
0.00 |
| Volume |
324,061 |
408,611 |
84,550 |
26.1% |
355,632 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.25 |
2,328.50 |
2,230.75 |
|
| R3 |
2,311.25 |
2,281.50 |
2,218.00 |
|
| R2 |
2,264.25 |
2,264.25 |
2,213.50 |
|
| R1 |
2,234.50 |
2,234.50 |
2,209.25 |
2,226.00 |
| PP |
2,217.25 |
2,217.25 |
2,217.25 |
2,212.75 |
| S1 |
2,187.50 |
2,187.50 |
2,200.75 |
2,179.00 |
| S2 |
2,170.25 |
2,170.25 |
2,196.50 |
|
| S3 |
2,123.25 |
2,140.50 |
2,192.00 |
|
| S4 |
2,076.25 |
2,093.50 |
2,179.25 |
|
|
| 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 |
2,263.75 |
2,199.75 |
64.00 |
2.9% |
32.25 |
1.5% |
8% |
False |
True |
262,817 |
| 10 |
2,331.50 |
2,199.75 |
131.75 |
6.0% |
30.25 |
1.4% |
4% |
False |
True |
134,713 |
| 20 |
2,376.75 |
2,199.75 |
177.00 |
8.0% |
31.75 |
1.4% |
3% |
False |
True |
67,491 |
| 40 |
2,423.00 |
2,199.75 |
223.25 |
10.1% |
31.00 |
1.4% |
2% |
False |
True |
33,849 |
| 60 |
2,423.00 |
2,199.75 |
223.25 |
10.1% |
30.25 |
1.4% |
2% |
False |
True |
22,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,446.50 |
|
2.618 |
2,369.75 |
|
1.618 |
2,322.75 |
|
1.000 |
2,293.75 |
|
0.618 |
2,275.75 |
|
HIGH |
2,246.75 |
|
0.618 |
2,228.75 |
|
0.500 |
2,223.25 |
|
0.382 |
2,217.75 |
|
LOW |
2,199.75 |
|
0.618 |
2,170.75 |
|
1.000 |
2,152.75 |
|
1.618 |
2,123.75 |
|
2.618 |
2,076.75 |
|
4.250 |
2,000.00 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.25 |
2,226.25 |
| PP |
2,217.25 |
2,219.25 |
| S1 |
2,211.00 |
2,212.00 |
|