| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,243.25 |
2,229.00 |
-14.25 |
-0.6% |
2,218.25 |
| High |
2,250.75 |
2,253.50 |
2.75 |
0.1% |
2,252.75 |
| Low |
2,228.75 |
2,199.50 |
-29.25 |
-1.3% |
2,176.50 |
| Close |
2,229.50 |
2,237.50 |
8.00 |
0.4% |
2,190.25 |
| Range |
22.00 |
54.00 |
32.00 |
145.5% |
76.25 |
| ATR |
33.46 |
34.93 |
1.47 |
4.4% |
0.00 |
| Volume |
223,745 |
415,542 |
191,797 |
85.7% |
1,658,036 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.25 |
2,368.75 |
2,267.25 |
|
| R3 |
2,338.25 |
2,314.75 |
2,252.25 |
|
| R2 |
2,284.25 |
2,284.25 |
2,247.50 |
|
| R1 |
2,260.75 |
2,260.75 |
2,242.50 |
2,272.50 |
| PP |
2,230.25 |
2,230.25 |
2,230.25 |
2,236.00 |
| S1 |
2,206.75 |
2,206.75 |
2,232.50 |
2,218.50 |
| S2 |
2,176.25 |
2,176.25 |
2,227.50 |
|
| S3 |
2,122.25 |
2,152.75 |
2,222.75 |
|
| S4 |
2,068.25 |
2,098.75 |
2,207.75 |
|
|
| 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 |
2,253.50 |
2,174.00 |
79.50 |
3.6% |
39.50 |
1.8% |
80% |
True |
False |
300,586 |
| 10 |
2,253.50 |
2,174.00 |
79.50 |
3.6% |
37.25 |
1.7% |
80% |
True |
False |
307,927 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
9.1% |
34.50 |
1.5% |
31% |
False |
False |
160,606 |
| 40 |
2,423.00 |
2,174.00 |
249.00 |
11.1% |
32.75 |
1.5% |
26% |
False |
False |
80,412 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
11.1% |
30.75 |
1.4% |
26% |
False |
False |
53,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.00 |
|
2.618 |
2,394.75 |
|
1.618 |
2,340.75 |
|
1.000 |
2,307.50 |
|
0.618 |
2,286.75 |
|
HIGH |
2,253.50 |
|
0.618 |
2,232.75 |
|
0.500 |
2,226.50 |
|
0.382 |
2,220.25 |
|
LOW |
2,199.50 |
|
0.618 |
2,166.25 |
|
1.000 |
2,145.50 |
|
1.618 |
2,112.25 |
|
2.618 |
2,058.25 |
|
4.250 |
1,970.00 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,233.75 |
2,233.50 |
| PP |
2,230.25 |
2,229.75 |
| S1 |
2,226.50 |
2,225.75 |
|