| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,875.0 |
2,796.0 |
-79.0 |
-2.7% |
2,810.0 |
| High |
2,875.0 |
2,810.0 |
-65.0 |
-2.3% |
2,834.0 |
| Low |
2,795.0 |
2,774.0 |
-21.0 |
-0.8% |
2,755.0 |
| Close |
2,828.0 |
2,795.0 |
-33.0 |
-1.2% |
2,808.0 |
| Range |
80.0 |
36.0 |
-44.0 |
-55.0% |
79.0 |
| ATR |
51.6 |
51.8 |
0.2 |
0.3% |
0.0 |
| Volume |
1,217,455 |
1,067,192 |
-150,263 |
-12.3% |
6,664,345 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.0 |
2,884.0 |
2,814.8 |
|
| R3 |
2,865.0 |
2,848.0 |
2,804.9 |
|
| R2 |
2,829.0 |
2,829.0 |
2,801.6 |
|
| R1 |
2,812.0 |
2,812.0 |
2,798.3 |
2,802.5 |
| PP |
2,793.0 |
2,793.0 |
2,793.0 |
2,788.3 |
| S1 |
2,776.0 |
2,776.0 |
2,791.7 |
2,766.5 |
| S2 |
2,757.0 |
2,757.0 |
2,788.4 |
|
| S3 |
2,721.0 |
2,740.0 |
2,785.1 |
|
| S4 |
2,685.0 |
2,704.0 |
2,775.2 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,001.0 |
2,851.5 |
|
| R3 |
2,957.0 |
2,922.0 |
2,829.7 |
|
| R2 |
2,878.0 |
2,878.0 |
2,822.5 |
|
| R1 |
2,843.0 |
2,843.0 |
2,815.2 |
2,821.0 |
| PP |
2,799.0 |
2,799.0 |
2,799.0 |
2,788.0 |
| S1 |
2,764.0 |
2,764.0 |
2,800.8 |
2,742.0 |
| S2 |
2,720.0 |
2,720.0 |
2,793.5 |
|
| S3 |
2,641.0 |
2,685.0 |
2,786.3 |
|
| S4 |
2,562.0 |
2,606.0 |
2,764.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,875.0 |
2,774.0 |
101.0 |
3.6% |
47.0 |
1.7% |
21% |
False |
True |
1,293,166 |
| 10 |
2,894.0 |
2,755.0 |
139.0 |
5.0% |
47.7 |
1.7% |
29% |
False |
False |
1,342,735 |
| 20 |
2,934.0 |
2,755.0 |
179.0 |
6.4% |
49.3 |
1.8% |
22% |
False |
False |
1,263,012 |
| 40 |
2,980.0 |
2,755.0 |
225.0 |
8.1% |
44.0 |
1.6% |
18% |
False |
False |
1,090,700 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.0% |
45.8 |
1.6% |
53% |
False |
False |
1,050,544 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
45.8 |
1.6% |
50% |
False |
False |
790,195 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
45.1 |
1.6% |
50% |
False |
False |
632,461 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
43.2 |
1.5% |
50% |
False |
False |
527,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.0 |
|
2.618 |
2,904.2 |
|
1.618 |
2,868.2 |
|
1.000 |
2,846.0 |
|
0.618 |
2,832.2 |
|
HIGH |
2,810.0 |
|
0.618 |
2,796.2 |
|
0.500 |
2,792.0 |
|
0.382 |
2,787.8 |
|
LOW |
2,774.0 |
|
0.618 |
2,751.8 |
|
1.000 |
2,738.0 |
|
1.618 |
2,715.8 |
|
2.618 |
2,679.8 |
|
4.250 |
2,621.0 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.0 |
2,824.5 |
| PP |
2,793.0 |
2,814.7 |
| S1 |
2,792.0 |
2,804.8 |
|