| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,743.0 |
-10.0 |
-0.4% |
2,834.0 |
| High |
2,765.0 |
2,790.0 |
25.0 |
0.9% |
2,875.0 |
| Low |
2,731.0 |
2,737.0 |
6.0 |
0.2% |
2,746.0 |
| Close |
2,738.0 |
2,773.0 |
35.0 |
1.3% |
2,784.0 |
| Range |
34.0 |
53.0 |
19.0 |
55.9% |
129.0 |
| ATR |
50.2 |
50.4 |
0.2 |
0.4% |
0.0 |
| Volume |
1,136,837 |
1,071,549 |
-65,288 |
-5.7% |
5,157,385 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.7 |
2,902.3 |
2,802.2 |
|
| R3 |
2,872.7 |
2,849.3 |
2,787.6 |
|
| R2 |
2,819.7 |
2,819.7 |
2,782.7 |
|
| R1 |
2,796.3 |
2,796.3 |
2,777.9 |
2,808.0 |
| PP |
2,766.7 |
2,766.7 |
2,766.7 |
2,772.5 |
| S1 |
2,743.3 |
2,743.3 |
2,768.1 |
2,755.0 |
| S2 |
2,713.7 |
2,713.7 |
2,763.3 |
|
| S3 |
2,660.7 |
2,690.3 |
2,758.4 |
|
| S4 |
2,607.7 |
2,637.3 |
2,743.9 |
|
|
| 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 |
2,799.0 |
2,731.0 |
68.0 |
2.5% |
43.2 |
1.6% |
62% |
False |
False |
916,720 |
| 10 |
2,875.0 |
2,731.0 |
144.0 |
5.2% |
45.1 |
1.6% |
29% |
False |
False |
1,104,943 |
| 20 |
2,915.0 |
2,731.0 |
184.0 |
6.6% |
46.5 |
1.7% |
23% |
False |
False |
1,161,202 |
| 40 |
2,980.0 |
2,731.0 |
249.0 |
9.0% |
45.2 |
1.6% |
17% |
False |
False |
1,075,901 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.1% |
46.1 |
1.7% |
47% |
False |
False |
1,107,927 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
46.1 |
1.7% |
45% |
False |
False |
847,168 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
45.0 |
1.6% |
45% |
False |
False |
678,261 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
44.0 |
1.6% |
45% |
False |
False |
565,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.3 |
|
2.618 |
2,928.8 |
|
1.618 |
2,875.8 |
|
1.000 |
2,843.0 |
|
0.618 |
2,822.8 |
|
HIGH |
2,790.0 |
|
0.618 |
2,769.8 |
|
0.500 |
2,763.5 |
|
0.382 |
2,757.2 |
|
LOW |
2,737.0 |
|
0.618 |
2,704.2 |
|
1.000 |
2,684.0 |
|
1.618 |
2,651.2 |
|
2.618 |
2,598.2 |
|
4.250 |
2,511.8 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.8 |
2,768.8 |
| PP |
2,766.7 |
2,764.7 |
| S1 |
2,763.5 |
2,760.5 |
|