| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,245.50 |
2,206.50 |
-39.00 |
-1.7% |
2,282.75 |
| High |
2,246.75 |
2,214.00 |
-32.75 |
-1.5% |
2,296.00 |
| Low |
2,199.75 |
2,176.50 |
-23.25 |
-1.1% |
2,215.00 |
| Close |
2,205.00 |
2,195.50 |
-9.50 |
-0.4% |
2,217.75 |
| Range |
47.00 |
37.50 |
-9.50 |
-20.2% |
81.00 |
| ATR |
32.39 |
32.76 |
0.36 |
1.1% |
0.00 |
| Volume |
408,611 |
360,788 |
-47,823 |
-11.7% |
355,632 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.75 |
2,289.25 |
2,216.00 |
|
| R3 |
2,270.25 |
2,251.75 |
2,205.75 |
|
| R2 |
2,232.75 |
2,232.75 |
2,202.50 |
|
| R1 |
2,214.25 |
2,214.25 |
2,199.00 |
2,204.75 |
| PP |
2,195.25 |
2,195.25 |
2,195.25 |
2,190.50 |
| S1 |
2,176.75 |
2,176.75 |
2,192.00 |
2,167.25 |
| S2 |
2,157.75 |
2,157.75 |
2,188.50 |
|
| S3 |
2,120.25 |
2,139.25 |
2,185.25 |
|
| S4 |
2,082.75 |
2,101.75 |
2,175.00 |
|
|
| 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 |
2,252.75 |
2,176.50 |
76.25 |
3.5% |
35.25 |
1.6% |
25% |
False |
True |
315,267 |
| 10 |
2,324.25 |
2,176.50 |
147.75 |
6.7% |
32.00 |
1.5% |
13% |
False |
True |
170,656 |
| 20 |
2,376.75 |
2,176.50 |
200.25 |
9.1% |
32.00 |
1.5% |
9% |
False |
True |
85,517 |
| 40 |
2,423.00 |
2,176.50 |
246.50 |
11.2% |
31.00 |
1.4% |
8% |
False |
True |
42,859 |
| 60 |
2,423.00 |
2,176.50 |
246.50 |
11.2% |
30.50 |
1.4% |
8% |
False |
True |
28,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,373.50 |
|
2.618 |
2,312.25 |
|
1.618 |
2,274.75 |
|
1.000 |
2,251.50 |
|
0.618 |
2,237.25 |
|
HIGH |
2,214.00 |
|
0.618 |
2,199.75 |
|
0.500 |
2,195.25 |
|
0.382 |
2,190.75 |
|
LOW |
2,176.50 |
|
0.618 |
2,153.25 |
|
1.000 |
2,139.00 |
|
1.618 |
2,115.75 |
|
2.618 |
2,078.25 |
|
4.250 |
2,017.00 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.50 |
2,214.50 |
| PP |
2,195.25 |
2,208.25 |
| S1 |
2,195.25 |
2,202.00 |
|