| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,529.5 |
1,533.0 |
3.5 |
0.2% |
1,545.9 |
| High |
1,537.8 |
1,536.1 |
-1.7 |
-0.1% |
1,557.0 |
| Low |
1,517.0 |
1,525.2 |
8.2 |
0.5% |
1,529.3 |
| Close |
1,528.5 |
1,532.1 |
3.6 |
0.2% |
1,531.5 |
| Range |
20.8 |
10.9 |
-9.9 |
-47.6% |
27.7 |
| ATR |
18.9 |
18.4 |
-0.6 |
-3.0% |
0.0 |
| Volume |
5,072 |
4,571 |
-501 |
-9.9% |
11,025 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.8 |
1,558.9 |
1,538.1 |
|
| R3 |
1,552.9 |
1,548.0 |
1,535.1 |
|
| R2 |
1,542.0 |
1,542.0 |
1,534.1 |
|
| R1 |
1,537.1 |
1,537.1 |
1,533.1 |
1,534.1 |
| PP |
1,531.1 |
1,531.1 |
1,531.1 |
1,529.7 |
| S1 |
1,526.2 |
1,526.2 |
1,531.1 |
1,523.2 |
| S2 |
1,520.2 |
1,520.2 |
1,530.1 |
|
| S3 |
1,509.3 |
1,515.3 |
1,529.1 |
|
| S4 |
1,498.4 |
1,504.4 |
1,526.1 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.4 |
1,604.6 |
1,546.7 |
|
| R3 |
1,594.7 |
1,576.9 |
1,539.1 |
|
| R2 |
1,567.0 |
1,567.0 |
1,536.6 |
|
| R1 |
1,549.2 |
1,549.2 |
1,534.0 |
1,544.3 |
| PP |
1,539.3 |
1,539.3 |
1,539.3 |
1,536.8 |
| S1 |
1,521.5 |
1,521.5 |
1,529.0 |
1,516.6 |
| S2 |
1,511.6 |
1,511.6 |
1,526.4 |
|
| S3 |
1,483.9 |
1,493.8 |
1,523.9 |
|
| S4 |
1,456.2 |
1,466.1 |
1,516.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,547.7 |
1,514.0 |
33.7 |
2.2% |
17.2 |
1.1% |
54% |
False |
False |
3,552 |
| 10 |
1,557.0 |
1,514.0 |
43.0 |
2.8% |
16.5 |
1.1% |
42% |
False |
False |
2,911 |
| 20 |
1,557.0 |
1,489.5 |
67.5 |
4.4% |
16.5 |
1.1% |
63% |
False |
False |
3,721 |
| 40 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
20.7 |
1.4% |
58% |
False |
False |
3,823 |
| 60 |
1,579.5 |
1,416.8 |
162.7 |
10.6% |
19.4 |
1.3% |
71% |
False |
False |
3,235 |
| 80 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
18.9 |
1.2% |
75% |
False |
False |
2,736 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.6 |
1.2% |
82% |
False |
False |
2,436 |
| 120 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.2 |
1.2% |
82% |
False |
False |
2,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.4 |
|
2.618 |
1,564.6 |
|
1.618 |
1,553.7 |
|
1.000 |
1,547.0 |
|
0.618 |
1,542.8 |
|
HIGH |
1,536.1 |
|
0.618 |
1,531.9 |
|
0.500 |
1,530.7 |
|
0.382 |
1,529.4 |
|
LOW |
1,525.2 |
|
0.618 |
1,518.5 |
|
1.000 |
1,514.3 |
|
1.618 |
1,507.6 |
|
2.618 |
1,496.7 |
|
4.250 |
1,478.9 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,531.6 |
1,530.2 |
| PP |
1,531.1 |
1,528.4 |
| S1 |
1,530.7 |
1,526.5 |
|