| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,534.7 |
1,542.9 |
8.2 |
0.5% |
1,536.7 |
| High |
1,545.7 |
1,553.9 |
8.2 |
0.5% |
1,550.6 |
| Low |
1,525.0 |
1,542.0 |
17.0 |
1.1% |
1,520.0 |
| Close |
1,541.7 |
1,546.5 |
4.8 |
0.3% |
1,541.7 |
| Range |
20.7 |
11.9 |
-8.8 |
-42.5% |
30.6 |
| ATR |
21.5 |
20.9 |
-0.7 |
-3.1% |
0.0 |
| Volume |
1,745 |
691 |
-1,054 |
-60.4% |
82,895 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,583.2 |
1,576.7 |
1,553.0 |
|
| R3 |
1,571.3 |
1,564.8 |
1,549.8 |
|
| R2 |
1,559.4 |
1,559.4 |
1,548.7 |
|
| R1 |
1,552.9 |
1,552.9 |
1,547.6 |
1,556.2 |
| PP |
1,547.5 |
1,547.5 |
1,547.5 |
1,549.1 |
| S1 |
1,541.0 |
1,541.0 |
1,545.4 |
1,544.3 |
| S2 |
1,535.6 |
1,535.6 |
1,544.3 |
|
| S3 |
1,523.7 |
1,529.1 |
1,543.2 |
|
| S4 |
1,511.8 |
1,517.2 |
1,540.0 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,629.2 |
1,616.1 |
1,558.5 |
|
| R3 |
1,598.6 |
1,585.5 |
1,550.1 |
|
| R2 |
1,568.0 |
1,568.0 |
1,547.3 |
|
| R1 |
1,554.9 |
1,554.9 |
1,544.5 |
1,561.5 |
| PP |
1,537.4 |
1,537.4 |
1,537.4 |
1,540.7 |
| S1 |
1,524.3 |
1,524.3 |
1,538.9 |
1,530.9 |
| S2 |
1,506.8 |
1,506.8 |
1,536.1 |
|
| S3 |
1,476.2 |
1,493.7 |
1,533.3 |
|
| S4 |
1,445.6 |
1,463.1 |
1,524.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,553.9 |
1,520.0 |
33.9 |
2.2% |
17.3 |
1.1% |
78% |
True |
False |
16,717 |
| 10 |
1,553.9 |
1,503.7 |
50.2 |
3.2% |
16.6 |
1.1% |
85% |
True |
False |
90,049 |
| 20 |
1,553.9 |
1,471.1 |
82.8 |
5.4% |
20.3 |
1.3% |
91% |
True |
False |
125,572 |
| 40 |
1,577.4 |
1,445.0 |
132.4 |
8.6% |
22.1 |
1.4% |
77% |
False |
False |
144,536 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
12.6% |
21.0 |
1.4% |
84% |
False |
False |
119,767 |
| 80 |
1,577.4 |
1,353.1 |
224.3 |
14.5% |
20.0 |
1.3% |
86% |
False |
False |
91,858 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.2% |
19.9 |
1.3% |
88% |
False |
False |
74,402 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.2% |
19.3 |
1.2% |
88% |
False |
False |
62,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,604.5 |
|
2.618 |
1,585.1 |
|
1.618 |
1,573.2 |
|
1.000 |
1,565.8 |
|
0.618 |
1,561.3 |
|
HIGH |
1,553.9 |
|
0.618 |
1,549.4 |
|
0.500 |
1,548.0 |
|
0.382 |
1,546.5 |
|
LOW |
1,542.0 |
|
0.618 |
1,534.6 |
|
1.000 |
1,530.1 |
|
1.618 |
1,522.7 |
|
2.618 |
1,510.8 |
|
4.250 |
1,491.4 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,548.0 |
1,543.3 |
| PP |
1,547.5 |
1,540.1 |
| S1 |
1,547.0 |
1,537.0 |
|