| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,753.0 |
0.0 |
0.0% |
2,834.0 |
| High |
2,786.0 |
2,765.0 |
-21.0 |
-0.8% |
2,875.0 |
| Low |
2,751.0 |
2,731.0 |
-20.0 |
-0.7% |
2,746.0 |
| Close |
2,774.0 |
2,738.0 |
-36.0 |
-1.3% |
2,784.0 |
| Range |
35.0 |
34.0 |
-1.0 |
-2.9% |
129.0 |
| ATR |
50.8 |
50.2 |
-0.6 |
-1.1% |
0.0 |
| Volume |
969,689 |
1,136,837 |
167,148 |
17.2% |
5,157,385 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.7 |
2,826.3 |
2,756.7 |
|
| R3 |
2,812.7 |
2,792.3 |
2,747.4 |
|
| R2 |
2,778.7 |
2,778.7 |
2,744.2 |
|
| R1 |
2,758.3 |
2,758.3 |
2,741.1 |
2,751.5 |
| PP |
2,744.7 |
2,744.7 |
2,744.7 |
2,741.3 |
| S1 |
2,724.3 |
2,724.3 |
2,734.9 |
2,717.5 |
| S2 |
2,710.7 |
2,710.7 |
2,731.8 |
|
| S3 |
2,676.7 |
2,690.3 |
2,728.7 |
|
| S4 |
2,642.7 |
2,656.3 |
2,719.3 |
|
|
| 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 |
2,810.0 |
2,731.0 |
79.0 |
2.9% |
39.8 |
1.5% |
9% |
False |
True |
915,848 |
| 10 |
2,875.0 |
2,731.0 |
144.0 |
5.3% |
46.4 |
1.7% |
5% |
False |
True |
1,129,599 |
| 20 |
2,934.0 |
2,731.0 |
203.0 |
7.4% |
46.4 |
1.7% |
3% |
False |
True |
1,163,111 |
| 40 |
2,980.0 |
2,731.0 |
249.0 |
9.1% |
44.5 |
1.6% |
3% |
False |
True |
1,068,559 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.2% |
46.1 |
1.7% |
38% |
False |
False |
1,099,670 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
45.9 |
1.7% |
36% |
False |
False |
833,777 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
44.7 |
1.6% |
36% |
False |
False |
667,547 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
43.8 |
1.6% |
36% |
False |
False |
556,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.5 |
|
2.618 |
2,854.0 |
|
1.618 |
2,820.0 |
|
1.000 |
2,799.0 |
|
0.618 |
2,786.0 |
|
HIGH |
2,765.0 |
|
0.618 |
2,752.0 |
|
0.500 |
2,748.0 |
|
0.382 |
2,744.0 |
|
LOW |
2,731.0 |
|
0.618 |
2,710.0 |
|
1.000 |
2,697.0 |
|
1.618 |
2,676.0 |
|
2.618 |
2,642.0 |
|
4.250 |
2,586.5 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.0 |
2,758.5 |
| PP |
2,744.7 |
2,751.7 |
| S1 |
2,741.3 |
2,744.8 |
|