| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,195.50 |
2,189.50 |
-6.00 |
-0.3% |
2,218.25 |
| High |
2,218.75 |
2,207.00 |
-11.75 |
-0.5% |
2,252.75 |
| Low |
2,182.50 |
2,174.00 |
-8.50 |
-0.4% |
2,176.50 |
| Close |
2,190.25 |
2,200.00 |
9.75 |
0.4% |
2,190.25 |
| Range |
36.25 |
33.00 |
-3.25 |
-9.0% |
76.25 |
| ATR |
33.01 |
33.01 |
0.00 |
0.0% |
0.00 |
| Volume |
308,529 |
215,125 |
-93,404 |
-30.3% |
1,658,036 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.75 |
2,279.25 |
2,218.25 |
|
| R3 |
2,259.75 |
2,246.25 |
2,209.00 |
|
| R2 |
2,226.75 |
2,226.75 |
2,206.00 |
|
| R1 |
2,213.25 |
2,213.25 |
2,203.00 |
2,220.00 |
| PP |
2,193.75 |
2,193.75 |
2,193.75 |
2,197.00 |
| S1 |
2,180.25 |
2,180.25 |
2,197.00 |
2,187.00 |
| S2 |
2,160.75 |
2,160.75 |
2,194.00 |
|
| S3 |
2,127.75 |
2,147.25 |
2,191.00 |
|
| S4 |
2,094.75 |
2,114.25 |
2,181.75 |
|
|
| 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 |
2,174.00 |
78.75 |
3.6% |
38.00 |
1.7% |
33% |
False |
True |
323,422 |
| 10 |
2,284.25 |
2,174.00 |
110.25 |
5.0% |
32.00 |
1.5% |
24% |
False |
True |
222,618 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
9.2% |
33.25 |
1.5% |
13% |
False |
True |
111,675 |
| 40 |
2,423.00 |
2,174.00 |
249.00 |
11.3% |
31.00 |
1.4% |
10% |
False |
True |
55,943 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
11.3% |
30.25 |
1.4% |
10% |
False |
True |
37,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.25 |
|
2.618 |
2,293.50 |
|
1.618 |
2,260.50 |
|
1.000 |
2,240.00 |
|
0.618 |
2,227.50 |
|
HIGH |
2,207.00 |
|
0.618 |
2,194.50 |
|
0.500 |
2,190.50 |
|
0.382 |
2,186.50 |
|
LOW |
2,174.00 |
|
0.618 |
2,153.50 |
|
1.000 |
2,141.00 |
|
1.618 |
2,120.50 |
|
2.618 |
2,087.50 |
|
4.250 |
2,033.75 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.75 |
2,198.75 |
| PP |
2,193.75 |
2,197.50 |
| S1 |
2,190.50 |
2,196.50 |
|