| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,796.0 |
2,790.0 |
-6.0 |
-0.2% |
2,834.0 |
| High |
2,810.0 |
2,799.0 |
-11.0 |
-0.4% |
2,875.0 |
| Low |
2,774.0 |
2,746.0 |
-28.0 |
-1.0% |
2,746.0 |
| Close |
2,795.0 |
2,784.0 |
-11.0 |
-0.4% |
2,784.0 |
| Range |
36.0 |
53.0 |
17.0 |
47.2% |
129.0 |
| ATR |
51.8 |
51.9 |
0.1 |
0.2% |
0.0 |
| Volume |
1,067,192 |
1,360,205 |
293,013 |
27.5% |
5,157,385 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.3 |
2,912.7 |
2,813.2 |
|
| R3 |
2,882.3 |
2,859.7 |
2,798.6 |
|
| R2 |
2,829.3 |
2,829.3 |
2,793.7 |
|
| R1 |
2,806.7 |
2,806.7 |
2,788.9 |
2,791.5 |
| PP |
2,776.3 |
2,776.3 |
2,776.3 |
2,768.8 |
| S1 |
2,753.7 |
2,753.7 |
2,779.1 |
2,738.5 |
| S2 |
2,723.3 |
2,723.3 |
2,774.3 |
|
| S3 |
2,670.3 |
2,700.7 |
2,769.4 |
|
| S4 |
2,617.3 |
2,647.7 |
2,754.9 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,188.7 |
3,115.3 |
2,855.0 |
|
| R3 |
3,059.7 |
2,986.3 |
2,819.5 |
|
| R2 |
2,930.7 |
2,930.7 |
2,807.7 |
|
| R1 |
2,857.3 |
2,857.3 |
2,795.8 |
2,829.5 |
| PP |
2,801.7 |
2,801.7 |
2,801.7 |
2,787.8 |
| S1 |
2,728.3 |
2,728.3 |
2,772.2 |
2,700.5 |
| S2 |
2,672.7 |
2,672.7 |
2,760.4 |
|
| S3 |
2,543.7 |
2,599.3 |
2,748.5 |
|
| S4 |
2,414.7 |
2,470.3 |
2,713.1 |
|
|
| 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 |
2,746.0 |
129.0 |
4.6% |
48.2 |
1.7% |
29% |
False |
True |
1,281,370 |
| 10 |
2,894.0 |
2,746.0 |
148.0 |
5.3% |
48.4 |
1.7% |
26% |
False |
True |
1,338,447 |
| 20 |
2,934.0 |
2,746.0 |
188.0 |
6.8% |
49.3 |
1.8% |
20% |
False |
True |
1,254,976 |
| 40 |
2,980.0 |
2,746.0 |
234.0 |
8.4% |
44.6 |
1.6% |
16% |
False |
True |
1,101,004 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.0% |
45.9 |
1.6% |
50% |
False |
False |
1,071,923 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
46.0 |
1.7% |
48% |
False |
False |
807,195 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
45.3 |
1.6% |
48% |
False |
False |
646,044 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
43.5 |
1.6% |
48% |
False |
False |
539,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.3 |
|
2.618 |
2,937.8 |
|
1.618 |
2,884.8 |
|
1.000 |
2,852.0 |
|
0.618 |
2,831.8 |
|
HIGH |
2,799.0 |
|
0.618 |
2,778.8 |
|
0.500 |
2,772.5 |
|
0.382 |
2,766.2 |
|
LOW |
2,746.0 |
|
0.618 |
2,713.2 |
|
1.000 |
2,693.0 |
|
1.618 |
2,660.2 |
|
2.618 |
2,607.2 |
|
4.250 |
2,520.8 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.2 |
2,810.5 |
| PP |
2,776.3 |
2,801.7 |
| S1 |
2,772.5 |
2,792.8 |
|