| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,189.50 |
2,199.50 |
10.00 |
0.5% |
2,218.25 |
| High |
2,207.00 |
2,249.75 |
42.75 |
1.9% |
2,252.75 |
| Low |
2,174.00 |
2,198.00 |
24.00 |
1.1% |
2,176.50 |
| Close |
2,200.00 |
2,244.00 |
44.00 |
2.0% |
2,190.25 |
| Range |
33.00 |
51.75 |
18.75 |
56.8% |
76.25 |
| ATR |
33.01 |
34.35 |
1.34 |
4.1% |
0.00 |
| Volume |
215,125 |
339,993 |
124,868 |
58.0% |
1,658,036 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.75 |
2,366.75 |
2,272.50 |
|
| R3 |
2,334.00 |
2,315.00 |
2,258.25 |
|
| R2 |
2,282.25 |
2,282.25 |
2,253.50 |
|
| R1 |
2,263.25 |
2,263.25 |
2,248.75 |
2,272.75 |
| PP |
2,230.50 |
2,230.50 |
2,230.50 |
2,235.50 |
| S1 |
2,211.50 |
2,211.50 |
2,239.25 |
2,221.00 |
| S2 |
2,178.75 |
2,178.75 |
2,234.50 |
|
| S3 |
2,127.00 |
2,159.75 |
2,229.75 |
|
| S4 |
2,075.25 |
2,108.00 |
2,215.50 |
|
|
| 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 |
2,249.75 |
2,174.00 |
75.75 |
3.4% |
41.00 |
1.8% |
92% |
True |
False |
326,609 |
| 10 |
2,274.50 |
2,174.00 |
100.50 |
4.5% |
35.00 |
1.6% |
70% |
False |
False |
255,507 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
9.0% |
33.75 |
1.5% |
35% |
False |
False |
128,666 |
| 40 |
2,423.00 |
2,174.00 |
249.00 |
11.1% |
32.25 |
1.4% |
28% |
False |
False |
64,434 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
11.1% |
30.75 |
1.4% |
28% |
False |
False |
43,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,469.75 |
|
2.618 |
2,385.25 |
|
1.618 |
2,333.50 |
|
1.000 |
2,301.50 |
|
0.618 |
2,281.75 |
|
HIGH |
2,249.75 |
|
0.618 |
2,230.00 |
|
0.500 |
2,224.00 |
|
0.382 |
2,217.75 |
|
LOW |
2,198.00 |
|
0.618 |
2,166.00 |
|
1.000 |
2,146.25 |
|
1.618 |
2,114.25 |
|
2.618 |
2,062.50 |
|
4.250 |
1,978.00 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,237.25 |
2,233.25 |
| PP |
2,230.50 |
2,222.50 |
| S1 |
2,224.00 |
2,212.00 |
|