| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,229.00 |
2,237.50 |
8.50 |
0.4% |
2,189.50 |
| High |
2,253.50 |
2,258.50 |
5.00 |
0.2% |
2,258.50 |
| Low |
2,199.50 |
2,206.75 |
7.25 |
0.3% |
2,174.00 |
| Close |
2,237.50 |
2,207.75 |
-29.75 |
-1.3% |
2,207.75 |
| Range |
54.00 |
51.75 |
-2.25 |
-4.2% |
84.50 |
| ATR |
34.93 |
36.13 |
1.20 |
3.4% |
0.00 |
| Volume |
415,542 |
225,480 |
-190,062 |
-45.7% |
1,419,885 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,379.50 |
2,345.50 |
2,236.25 |
|
| R3 |
2,327.75 |
2,293.75 |
2,222.00 |
|
| R2 |
2,276.00 |
2,276.00 |
2,217.25 |
|
| R1 |
2,242.00 |
2,242.00 |
2,212.50 |
2,233.00 |
| PP |
2,224.25 |
2,224.25 |
2,224.25 |
2,220.00 |
| S1 |
2,190.25 |
2,190.25 |
2,203.00 |
2,181.50 |
| S2 |
2,172.50 |
2,172.50 |
2,198.25 |
|
| S3 |
2,120.75 |
2,138.50 |
2,193.50 |
|
| S4 |
2,069.00 |
2,086.75 |
2,179.25 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.00 |
2,421.75 |
2,254.25 |
|
| R3 |
2,382.50 |
2,337.25 |
2,231.00 |
|
| R2 |
2,298.00 |
2,298.00 |
2,223.25 |
|
| R1 |
2,252.75 |
2,252.75 |
2,215.50 |
2,275.50 |
| PP |
2,213.50 |
2,213.50 |
2,213.50 |
2,224.75 |
| S1 |
2,168.25 |
2,168.25 |
2,200.00 |
2,191.00 |
| S2 |
2,129.00 |
2,129.00 |
2,192.25 |
|
| S3 |
2,044.50 |
2,083.75 |
2,184.50 |
|
| S4 |
1,960.00 |
1,999.25 |
2,161.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,258.50 |
2,174.00 |
84.50 |
3.8% |
42.50 |
1.9% |
40% |
True |
False |
283,977 |
| 10 |
2,258.50 |
2,174.00 |
84.50 |
3.8% |
38.75 |
1.8% |
40% |
True |
False |
307,792 |
| 20 |
2,376.75 |
2,174.00 |
202.75 |
9.2% |
35.75 |
1.6% |
17% |
False |
False |
171,864 |
| 40 |
2,423.00 |
2,174.00 |
249.00 |
11.3% |
33.50 |
1.5% |
14% |
False |
False |
86,048 |
| 60 |
2,423.00 |
2,174.00 |
249.00 |
11.3% |
31.25 |
1.4% |
14% |
False |
False |
57,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.50 |
|
2.618 |
2,394.00 |
|
1.618 |
2,342.25 |
|
1.000 |
2,310.25 |
|
0.618 |
2,290.50 |
|
HIGH |
2,258.50 |
|
0.618 |
2,238.75 |
|
0.500 |
2,232.50 |
|
0.382 |
2,226.50 |
|
LOW |
2,206.75 |
|
0.618 |
2,174.75 |
|
1.000 |
2,155.00 |
|
1.618 |
2,123.00 |
|
2.618 |
2,071.25 |
|
4.250 |
1,986.75 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.50 |
2,229.00 |
| PP |
2,224.25 |
2,222.00 |
| S1 |
2,216.00 |
2,214.75 |
|