| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
7,145.0 |
7,100.0 |
-45.0 |
-0.6% |
7,231.5 |
| High |
7,161.0 |
7,148.5 |
-12.5 |
-0.2% |
7,347.5 |
| Low |
7,069.5 |
7,023.0 |
-46.5 |
-0.7% |
7,023.0 |
| Close |
7,107.0 |
7,116.0 |
9.0 |
0.1% |
7,116.0 |
| Range |
91.5 |
125.5 |
34.0 |
37.2% |
324.5 |
| ATR |
134.5 |
133.9 |
-0.6 |
-0.5% |
0.0 |
| Volume |
143,901 |
153,518 |
9,617 |
6.7% |
582,846 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,472.3 |
7,419.7 |
7,185.0 |
|
| R3 |
7,346.8 |
7,294.2 |
7,150.5 |
|
| R2 |
7,221.3 |
7,221.3 |
7,139.0 |
|
| R1 |
7,168.7 |
7,168.7 |
7,127.5 |
7,195.0 |
| PP |
7,095.8 |
7,095.8 |
7,095.8 |
7,109.0 |
| S1 |
7,043.2 |
7,043.2 |
7,104.5 |
7,069.5 |
| S2 |
6,970.3 |
6,970.3 |
7,093.0 |
|
| S3 |
6,844.8 |
6,917.7 |
7,081.5 |
|
| S4 |
6,719.3 |
6,792.2 |
7,047.0 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,135.7 |
7,950.3 |
7,294.5 |
|
| R3 |
7,811.2 |
7,625.8 |
7,205.2 |
|
| R2 |
7,486.7 |
7,486.7 |
7,175.5 |
|
| R1 |
7,301.3 |
7,301.3 |
7,145.7 |
7,231.8 |
| PP |
7,162.2 |
7,162.2 |
7,162.2 |
7,127.4 |
| S1 |
6,976.8 |
6,976.8 |
7,086.3 |
6,907.3 |
| S2 |
6,837.7 |
6,837.7 |
7,056.5 |
|
| S3 |
6,513.2 |
6,652.3 |
7,026.8 |
|
| S4 |
6,188.7 |
6,327.8 |
6,937.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,347.5 |
7,023.0 |
324.5 |
4.6% |
128.5 |
1.8% |
29% |
False |
True |
140,719 |
| 10 |
7,417.5 |
7,023.0 |
394.5 |
5.5% |
128.1 |
1.8% |
24% |
False |
True |
145,012 |
| 20 |
7,579.5 |
7,023.0 |
556.5 |
7.8% |
126.0 |
1.8% |
17% |
False |
True |
138,012 |
| 40 |
7,624.0 |
7,009.0 |
615.0 |
8.6% |
110.3 |
1.5% |
17% |
False |
False |
123,974 |
| 60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
111.0 |
1.6% |
57% |
False |
False |
118,376 |
| 80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
108.0 |
1.5% |
57% |
False |
False |
89,512 |
| 100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
100.2 |
1.4% |
57% |
False |
False |
71,694 |
| 120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
93.7 |
1.3% |
57% |
False |
False |
60,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,681.9 |
|
2.618 |
7,477.1 |
|
1.618 |
7,351.6 |
|
1.000 |
7,274.0 |
|
0.618 |
7,226.1 |
|
HIGH |
7,148.5 |
|
0.618 |
7,100.6 |
|
0.500 |
7,085.8 |
|
0.382 |
7,070.9 |
|
LOW |
7,023.0 |
|
0.618 |
6,945.4 |
|
1.000 |
6,897.5 |
|
1.618 |
6,819.9 |
|
2.618 |
6,694.4 |
|
4.250 |
6,489.6 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,105.9 |
7,185.3 |
| PP |
7,095.8 |
7,162.2 |
| S1 |
7,085.8 |
7,139.1 |
|