| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,331.25 |
2,375.50 |
44.25 |
1.9% |
2,335.00 |
| High |
2,377.75 |
2,380.75 |
3.00 |
0.1% |
2,342.75 |
| Low |
2,330.75 |
2,318.00 |
-12.75 |
-0.5% |
2,281.00 |
| Close |
2,371.75 |
2,319.50 |
-52.25 |
-2.2% |
2,332.50 |
| Range |
47.00 |
62.75 |
15.75 |
33.5% |
61.75 |
| ATR |
32.50 |
34.66 |
2.16 |
6.6% |
0.00 |
| Volume |
154,910 |
306,920 |
152,010 |
98.1% |
1,153,740 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.75 |
2,486.25 |
2,354.00 |
|
| R3 |
2,465.00 |
2,423.50 |
2,336.75 |
|
| R2 |
2,402.25 |
2,402.25 |
2,331.00 |
|
| R1 |
2,360.75 |
2,360.75 |
2,325.25 |
2,350.00 |
| PP |
2,339.50 |
2,339.50 |
2,339.50 |
2,334.00 |
| S1 |
2,298.00 |
2,298.00 |
2,313.75 |
2,287.50 |
| S2 |
2,276.75 |
2,276.75 |
2,308.00 |
|
| S3 |
2,214.00 |
2,235.25 |
2,302.25 |
|
| S4 |
2,151.25 |
2,172.50 |
2,285.00 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.00 |
2,480.00 |
2,366.50 |
|
| R3 |
2,442.25 |
2,418.25 |
2,349.50 |
|
| R2 |
2,380.50 |
2,380.50 |
2,343.75 |
|
| R1 |
2,356.50 |
2,356.50 |
2,338.25 |
2,337.50 |
| PP |
2,318.75 |
2,318.75 |
2,318.75 |
2,309.25 |
| S1 |
2,294.75 |
2,294.75 |
2,326.75 |
2,276.00 |
| S2 |
2,257.00 |
2,257.00 |
2,321.25 |
|
| S3 |
2,195.25 |
2,233.00 |
2,315.50 |
|
| S4 |
2,133.50 |
2,171.25 |
2,298.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.75 |
2,281.00 |
99.75 |
4.3% |
39.00 |
1.7% |
39% |
True |
False |
224,767 |
| 10 |
2,380.75 |
2,281.00 |
99.75 |
4.3% |
34.00 |
1.5% |
39% |
True |
False |
233,409 |
| 20 |
2,415.25 |
2,281.00 |
134.25 |
5.8% |
34.75 |
1.5% |
29% |
False |
False |
278,741 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.7% |
32.50 |
1.4% |
39% |
False |
False |
268,510 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.75 |
1.5% |
55% |
False |
False |
267,463 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.50 |
1.5% |
55% |
False |
False |
200,743 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
33.75 |
1.5% |
55% |
False |
False |
160,624 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
30.75 |
1.3% |
55% |
False |
False |
133,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,647.50 |
|
2.618 |
2,545.00 |
|
1.618 |
2,482.25 |
|
1.000 |
2,443.50 |
|
0.618 |
2,419.50 |
|
HIGH |
2,380.75 |
|
0.618 |
2,356.75 |
|
0.500 |
2,349.50 |
|
0.382 |
2,342.00 |
|
LOW |
2,318.00 |
|
0.618 |
2,279.25 |
|
1.000 |
2,255.25 |
|
1.618 |
2,216.50 |
|
2.618 |
2,153.75 |
|
4.250 |
2,051.25 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.50 |
2,349.50 |
| PP |
2,339.50 |
2,339.50 |
| S1 |
2,329.50 |
2,329.50 |
|