| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,206.50 |
2,195.50 |
-11.00 |
-0.5% |
2,218.25 |
| High |
2,214.00 |
2,218.75 |
4.75 |
0.2% |
2,252.75 |
| Low |
2,176.50 |
2,182.50 |
6.00 |
0.3% |
2,176.50 |
| Close |
2,195.50 |
2,190.25 |
-5.25 |
-0.2% |
2,190.25 |
| Range |
37.50 |
36.25 |
-1.25 |
-3.3% |
76.25 |
| ATR |
32.76 |
33.01 |
0.25 |
0.8% |
0.00 |
| Volume |
360,788 |
308,529 |
-52,259 |
-14.5% |
1,658,036 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.00 |
2,284.25 |
2,210.25 |
|
| R3 |
2,269.75 |
2,248.00 |
2,200.25 |
|
| R2 |
2,233.50 |
2,233.50 |
2,197.00 |
|
| R1 |
2,211.75 |
2,211.75 |
2,193.50 |
2,204.50 |
| PP |
2,197.25 |
2,197.25 |
2,197.25 |
2,193.50 |
| S1 |
2,175.50 |
2,175.50 |
2,187.00 |
2,168.25 |
| S2 |
2,161.00 |
2,161.00 |
2,183.50 |
|
| S3 |
2,124.75 |
2,139.25 |
2,180.25 |
|
| S4 |
2,088.50 |
2,103.00 |
2,170.25 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.25 |
2,389.00 |
2,232.25 |
|
| R3 |
2,359.00 |
2,312.75 |
2,211.25 |
|
| R2 |
2,282.75 |
2,282.75 |
2,204.25 |
|
| R1 |
2,236.50 |
2,236.50 |
2,197.25 |
2,221.50 |
| PP |
2,206.50 |
2,206.50 |
2,206.50 |
2,199.00 |
| S1 |
2,160.25 |
2,160.25 |
2,183.25 |
2,145.25 |
| S2 |
2,130.25 |
2,130.25 |
2,176.25 |
|
| S3 |
2,054.00 |
2,084.00 |
2,169.25 |
|
| S4 |
1,977.75 |
2,007.75 |
2,148.25 |
|
|
| 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% |
18% |
False |
False |
331,607 |
| 10 |
2,296.00 |
2,176.50 |
119.50 |
5.5% |
31.50 |
1.4% |
12% |
False |
False |
201,366 |
| 20 |
2,376.75 |
2,176.50 |
200.25 |
9.1% |
33.00 |
1.5% |
7% |
False |
False |
100,936 |
| 40 |
2,423.00 |
2,176.50 |
246.50 |
11.3% |
30.75 |
1.4% |
6% |
False |
False |
50,570 |
| 60 |
2,423.00 |
2,176.50 |
246.50 |
11.3% |
30.50 |
1.4% |
6% |
False |
False |
33,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,372.75 |
|
2.618 |
2,313.75 |
|
1.618 |
2,277.50 |
|
1.000 |
2,255.00 |
|
0.618 |
2,241.25 |
|
HIGH |
2,218.75 |
|
0.618 |
2,205.00 |
|
0.500 |
2,200.50 |
|
0.382 |
2,196.25 |
|
LOW |
2,182.50 |
|
0.618 |
2,160.00 |
|
1.000 |
2,146.25 |
|
1.618 |
2,123.75 |
|
2.618 |
2,087.50 |
|
4.250 |
2,028.50 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.50 |
2,211.50 |
| PP |
2,197.25 |
2,204.50 |
| S1 |
2,193.75 |
2,197.50 |
|