| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,778.0 |
2,753.0 |
-25.0 |
-0.9% |
2,834.0 |
| High |
2,782.0 |
2,786.0 |
4.0 |
0.1% |
2,875.0 |
| Low |
2,741.0 |
2,751.0 |
10.0 |
0.4% |
2,746.0 |
| Close |
2,741.0 |
2,774.0 |
33.0 |
1.2% |
2,784.0 |
| Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
129.0 |
| ATR |
51.2 |
50.8 |
-0.4 |
-0.9% |
0.0 |
| Volume |
45,320 |
969,689 |
924,369 |
2,039.6% |
5,157,385 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.3 |
2,859.7 |
2,793.3 |
|
| R3 |
2,840.3 |
2,824.7 |
2,783.6 |
|
| R2 |
2,805.3 |
2,805.3 |
2,780.4 |
|
| R1 |
2,789.7 |
2,789.7 |
2,777.2 |
2,797.5 |
| PP |
2,770.3 |
2,770.3 |
2,770.3 |
2,774.3 |
| S1 |
2,754.7 |
2,754.7 |
2,770.8 |
2,762.5 |
| S2 |
2,735.3 |
2,735.3 |
2,767.6 |
|
| S3 |
2,700.3 |
2,719.7 |
2,764.4 |
|
| S4 |
2,665.3 |
2,684.7 |
2,754.8 |
|
|
| 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 |
4.8% |
49.0 |
1.8% |
25% |
False |
False |
931,972 |
| 10 |
2,875.0 |
2,741.0 |
134.0 |
4.8% |
46.0 |
1.7% |
25% |
False |
False |
1,131,914 |
| 20 |
2,934.0 |
2,741.0 |
193.0 |
7.0% |
47.6 |
1.7% |
17% |
False |
False |
1,167,679 |
| 40 |
2,980.0 |
2,741.0 |
239.0 |
8.6% |
44.3 |
1.6% |
14% |
False |
False |
1,064,424 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.1% |
46.0 |
1.7% |
47% |
False |
False |
1,085,564 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
46.2 |
1.7% |
45% |
False |
False |
819,619 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
44.9 |
1.6% |
45% |
False |
False |
656,182 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
43.7 |
1.6% |
45% |
False |
False |
547,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.8 |
|
2.618 |
2,877.6 |
|
1.618 |
2,842.6 |
|
1.000 |
2,821.0 |
|
0.618 |
2,807.6 |
|
HIGH |
2,786.0 |
|
0.618 |
2,772.6 |
|
0.500 |
2,768.5 |
|
0.382 |
2,764.4 |
|
LOW |
2,751.0 |
|
0.618 |
2,729.4 |
|
1.000 |
2,716.0 |
|
1.618 |
2,694.4 |
|
2.618 |
2,659.4 |
|
4.250 |
2,602.3 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.2 |
2,772.7 |
| PP |
2,770.3 |
2,771.3 |
| S1 |
2,768.5 |
2,770.0 |
|