| 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 |
7,100.0 |
7,066.0 |
-34.0 |
-0.5% |
7,231.5 |
| High |
7,128.5 |
7,152.0 |
23.5 |
0.3% |
7,347.5 |
| Low |
7,042.0 |
7,066.0 |
24.0 |
0.3% |
7,023.0 |
| Close |
7,042.0 |
7,110.0 |
68.0 |
1.0% |
7,116.0 |
| Range |
86.5 |
86.0 |
-0.5 |
-0.6% |
324.5 |
| ATR |
130.5 |
129.0 |
-1.5 |
-1.1% |
0.0 |
| Volume |
8,055 |
130,260 |
122,205 |
1,517.1% |
582,846 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,367.3 |
7,324.7 |
7,157.3 |
|
| R3 |
7,281.3 |
7,238.7 |
7,133.7 |
|
| R2 |
7,195.3 |
7,195.3 |
7,125.8 |
|
| R1 |
7,152.7 |
7,152.7 |
7,117.9 |
7,174.0 |
| PP |
7,109.3 |
7,109.3 |
7,109.3 |
7,120.0 |
| S1 |
7,066.7 |
7,066.7 |
7,102.1 |
7,088.0 |
| S2 |
7,023.3 |
7,023.3 |
7,094.2 |
|
| S3 |
6,937.3 |
6,980.7 |
7,086.4 |
|
| S4 |
6,851.3 |
6,894.7 |
7,062.7 |
|
|
| 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% |
121.2 |
1.7% |
27% |
False |
False |
116,440 |
| 10 |
7,347.5 |
7,023.0 |
324.5 |
4.6% |
117.4 |
1.7% |
27% |
False |
False |
128,512 |
| 20 |
7,579.5 |
7,023.0 |
556.5 |
7.8% |
122.0 |
1.7% |
16% |
False |
False |
130,701 |
| 40 |
7,624.0 |
7,009.0 |
615.0 |
8.6% |
110.7 |
1.6% |
16% |
False |
False |
120,714 |
| 60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
110.7 |
1.6% |
57% |
False |
False |
120,510 |
| 80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
108.6 |
1.5% |
57% |
False |
False |
91,225 |
| 100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
100.2 |
1.4% |
57% |
False |
False |
73,071 |
| 120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.7% |
94.8 |
1.3% |
57% |
False |
False |
61,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,517.5 |
|
2.618 |
7,377.1 |
|
1.618 |
7,291.1 |
|
1.000 |
7,238.0 |
|
0.618 |
7,205.1 |
|
HIGH |
7,152.0 |
|
0.618 |
7,119.1 |
|
0.500 |
7,109.0 |
|
0.382 |
7,098.9 |
|
LOW |
7,066.0 |
|
0.618 |
7,012.9 |
|
1.000 |
6,980.0 |
|
1.618 |
6,926.9 |
|
2.618 |
6,840.9 |
|
4.250 |
6,700.5 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,109.7 |
7,102.5 |
| PP |
7,109.3 |
7,095.0 |
| S1 |
7,109.0 |
7,087.5 |
|