| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,199.50 |
2,243.25 |
43.75 |
2.0% |
2,218.25 |
| High |
2,249.75 |
2,250.75 |
1.00 |
0.0% |
2,252.75 |
| Low |
2,198.00 |
2,228.75 |
30.75 |
1.4% |
2,176.50 |
| Close |
2,244.00 |
2,229.50 |
-14.50 |
-0.6% |
2,190.25 |
| Range |
51.75 |
22.00 |
-29.75 |
-57.5% |
76.25 |
| ATR |
34.35 |
33.46 |
-0.88 |
-2.6% |
0.00 |
| Volume |
339,993 |
223,745 |
-116,248 |
-34.2% |
1,658,036 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.25 |
2,288.00 |
2,241.50 |
|
| R3 |
2,280.25 |
2,266.00 |
2,235.50 |
|
| R2 |
2,258.25 |
2,258.25 |
2,233.50 |
|
| R1 |
2,244.00 |
2,244.00 |
2,231.50 |
2,240.00 |
| PP |
2,236.25 |
2,236.25 |
2,236.25 |
2,234.50 |
| S1 |
2,222.00 |
2,222.00 |
2,227.50 |
2,218.00 |
| S2 |
2,214.25 |
2,214.25 |
2,225.50 |
|
| S3 |
2,192.25 |
2,200.00 |
2,223.50 |
|
| S4 |
2,170.25 |
2,178.00 |
2,217.50 |
|
|
| 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 |
2,250.75 |
2,174.00 |
76.75 |
3.4% |
36.00 |
1.6% |
72% |
True |
False |
289,636 |
| 10 |
2,263.75 |
2,174.00 |
89.75 |
4.0% |
34.25 |
1.5% |
62% |
False |
False |
276,226 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
9.1% |
33.75 |
1.5% |
27% |
False |
False |
139,840 |
| 40 |
2,423.00 |
2,174.00 |
249.00 |
11.2% |
32.00 |
1.4% |
22% |
False |
False |
70,027 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
11.2% |
30.50 |
1.4% |
22% |
False |
False |
46,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.25 |
|
2.618 |
2,308.25 |
|
1.618 |
2,286.25 |
|
1.000 |
2,272.75 |
|
0.618 |
2,264.25 |
|
HIGH |
2,250.75 |
|
0.618 |
2,242.25 |
|
0.500 |
2,239.75 |
|
0.382 |
2,237.25 |
|
LOW |
2,228.75 |
|
0.618 |
2,215.25 |
|
1.000 |
2,206.75 |
|
1.618 |
2,193.25 |
|
2.618 |
2,171.25 |
|
4.250 |
2,135.25 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,239.75 |
2,223.75 |
| PP |
2,236.25 |
2,218.00 |
| S1 |
2,233.00 |
2,212.50 |
|