| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,743.0 |
2,771.0 |
28.0 |
1.0% |
2,778.0 |
| High |
2,790.0 |
2,783.0 |
-7.0 |
-0.3% |
2,790.0 |
| Low |
2,737.0 |
2,719.0 |
-18.0 |
-0.7% |
2,719.0 |
| Close |
2,773.0 |
2,730.0 |
-43.0 |
-1.6% |
2,730.0 |
| Range |
53.0 |
64.0 |
11.0 |
20.8% |
71.0 |
| ATR |
50.4 |
51.4 |
1.0 |
1.9% |
0.0 |
| Volume |
1,071,549 |
1,223,797 |
152,248 |
14.2% |
4,447,192 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.0 |
2,897.0 |
2,765.2 |
|
| R3 |
2,872.0 |
2,833.0 |
2,747.6 |
|
| R2 |
2,808.0 |
2,808.0 |
2,741.7 |
|
| R1 |
2,769.0 |
2,769.0 |
2,735.9 |
2,756.5 |
| PP |
2,744.0 |
2,744.0 |
2,744.0 |
2,737.8 |
| S1 |
2,705.0 |
2,705.0 |
2,724.1 |
2,692.5 |
| S2 |
2,680.0 |
2,680.0 |
2,718.3 |
|
| S3 |
2,616.0 |
2,641.0 |
2,712.4 |
|
| S4 |
2,552.0 |
2,577.0 |
2,694.8 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.3 |
2,915.7 |
2,769.1 |
|
| R3 |
2,888.3 |
2,844.7 |
2,749.5 |
|
| R2 |
2,817.3 |
2,817.3 |
2,743.0 |
|
| R1 |
2,773.7 |
2,773.7 |
2,736.5 |
2,760.0 |
| PP |
2,746.3 |
2,746.3 |
2,746.3 |
2,739.5 |
| S1 |
2,702.7 |
2,702.7 |
2,723.5 |
2,689.0 |
| S2 |
2,675.3 |
2,675.3 |
2,717.0 |
|
| S3 |
2,604.3 |
2,631.7 |
2,710.5 |
|
| S4 |
2,533.3 |
2,560.7 |
2,691.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,719.0 |
71.0 |
2.6% |
45.4 |
1.7% |
15% |
False |
True |
889,438 |
| 10 |
2,875.0 |
2,719.0 |
156.0 |
5.7% |
46.8 |
1.7% |
7% |
False |
True |
1,085,404 |
| 20 |
2,915.0 |
2,719.0 |
196.0 |
7.2% |
47.4 |
1.7% |
6% |
False |
True |
1,147,414 |
| 40 |
2,980.0 |
2,719.0 |
261.0 |
9.6% |
45.8 |
1.7% |
4% |
False |
True |
1,072,213 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.3% |
45.8 |
1.7% |
36% |
False |
False |
1,106,005 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
46.6 |
1.7% |
34% |
False |
False |
862,433 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
45.4 |
1.7% |
34% |
False |
False |
690,495 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.9% |
44.2 |
1.6% |
34% |
False |
False |
575,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,055.0 |
|
2.618 |
2,950.6 |
|
1.618 |
2,886.6 |
|
1.000 |
2,847.0 |
|
0.618 |
2,822.6 |
|
HIGH |
2,783.0 |
|
0.618 |
2,758.6 |
|
0.500 |
2,751.0 |
|
0.382 |
2,743.4 |
|
LOW |
2,719.0 |
|
0.618 |
2,679.4 |
|
1.000 |
2,655.0 |
|
1.618 |
2,615.4 |
|
2.618 |
2,551.4 |
|
4.250 |
2,447.0 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.0 |
2,754.5 |
| PP |
2,744.0 |
2,746.3 |
| S1 |
2,737.0 |
2,738.2 |
|