| 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 |
2,790.0 |
2,778.0 |
-12.0 |
-0.4% |
2,834.0 |
| High |
2,799.0 |
2,782.0 |
-17.0 |
-0.6% |
2,875.0 |
| Low |
2,746.0 |
2,741.0 |
-5.0 |
-0.2% |
2,746.0 |
| Close |
2,784.0 |
2,741.0 |
-43.0 |
-1.5% |
2,784.0 |
| Range |
53.0 |
41.0 |
-12.0 |
-22.6% |
129.0 |
| ATR |
51.9 |
51.2 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,360,205 |
45,320 |
-1,314,885 |
-96.7% |
5,157,385 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.7 |
2,850.3 |
2,763.6 |
|
| R3 |
2,836.7 |
2,809.3 |
2,752.3 |
|
| R2 |
2,795.7 |
2,795.7 |
2,748.5 |
|
| R1 |
2,768.3 |
2,768.3 |
2,744.8 |
2,761.5 |
| PP |
2,754.7 |
2,754.7 |
2,754.7 |
2,751.3 |
| S1 |
2,727.3 |
2,727.3 |
2,737.2 |
2,720.5 |
| S2 |
2,713.7 |
2,713.7 |
2,733.5 |
|
| S3 |
2,672.7 |
2,686.3 |
2,729.7 |
|
| S4 |
2,631.7 |
2,645.3 |
2,718.5 |
|
|
| 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 |
2,741.0 |
134.0 |
4.9% |
50.2 |
1.8% |
0% |
False |
True |
1,040,541 |
| 10 |
2,875.0 |
2,741.0 |
134.0 |
4.9% |
45.7 |
1.7% |
0% |
False |
True |
1,186,705 |
| 20 |
2,934.0 |
2,741.0 |
193.0 |
7.0% |
48.4 |
1.8% |
0% |
False |
True |
1,187,167 |
| 40 |
2,980.0 |
2,741.0 |
239.0 |
8.7% |
44.3 |
1.6% |
0% |
False |
True |
1,071,386 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.2% |
46.0 |
1.7% |
39% |
False |
False |
1,071,203 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
46.2 |
1.7% |
37% |
False |
False |
807,537 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
44.9 |
1.6% |
37% |
False |
False |
646,491 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
43.6 |
1.6% |
37% |
False |
False |
539,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.3 |
|
2.618 |
2,889.3 |
|
1.618 |
2,848.3 |
|
1.000 |
2,823.0 |
|
0.618 |
2,807.3 |
|
HIGH |
2,782.0 |
|
0.618 |
2,766.3 |
|
0.500 |
2,761.5 |
|
0.382 |
2,756.7 |
|
LOW |
2,741.0 |
|
0.618 |
2,715.7 |
|
1.000 |
2,700.0 |
|
1.618 |
2,674.7 |
|
2.618 |
2,633.7 |
|
4.250 |
2,566.8 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.5 |
2,775.5 |
| PP |
2,754.7 |
2,764.0 |
| S1 |
2,747.8 |
2,752.5 |
|