| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,375.50 |
2,320.50 |
-55.00 |
-2.3% |
2,335.00 |
| High |
2,380.75 |
2,335.50 |
-45.25 |
-1.9% |
2,342.75 |
| Low |
2,318.00 |
2,313.75 |
-4.25 |
-0.2% |
2,281.00 |
| Close |
2,319.50 |
2,326.00 |
6.50 |
0.3% |
2,332.50 |
| Range |
62.75 |
21.75 |
-41.00 |
-65.3% |
61.75 |
| ATR |
34.66 |
33.74 |
-0.92 |
-2.7% |
0.00 |
| Volume |
306,920 |
278,285 |
-28,635 |
-9.3% |
1,153,740 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.25 |
2,380.00 |
2,338.00 |
|
| R3 |
2,368.50 |
2,358.25 |
2,332.00 |
|
| R2 |
2,346.75 |
2,346.75 |
2,330.00 |
|
| R1 |
2,336.50 |
2,336.50 |
2,328.00 |
2,341.50 |
| PP |
2,325.00 |
2,325.00 |
2,325.00 |
2,327.75 |
| S1 |
2,314.75 |
2,314.75 |
2,324.00 |
2,320.00 |
| S2 |
2,303.25 |
2,303.25 |
2,322.00 |
|
| S3 |
2,281.50 |
2,293.00 |
2,320.00 |
|
| S4 |
2,259.75 |
2,271.25 |
2,314.00 |
|
|
| 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 |
2,302.00 |
78.75 |
3.4% |
35.25 |
1.5% |
30% |
False |
False |
228,203 |
| 10 |
2,380.75 |
2,281.00 |
99.75 |
4.3% |
33.00 |
1.4% |
45% |
False |
False |
238,007 |
| 20 |
2,415.25 |
2,281.00 |
134.25 |
5.8% |
34.25 |
1.5% |
34% |
False |
False |
277,617 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.6% |
32.50 |
1.4% |
43% |
False |
False |
269,310 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.50 |
1.5% |
58% |
False |
False |
272,000 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.50 |
1.5% |
58% |
False |
False |
204,220 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
33.75 |
1.4% |
58% |
False |
False |
163,406 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
31.00 |
1.3% |
58% |
False |
False |
136,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,428.00 |
|
2.618 |
2,392.50 |
|
1.618 |
2,370.75 |
|
1.000 |
2,357.25 |
|
0.618 |
2,349.00 |
|
HIGH |
2,335.50 |
|
0.618 |
2,327.25 |
|
0.500 |
2,324.50 |
|
0.382 |
2,322.00 |
|
LOW |
2,313.75 |
|
0.618 |
2,300.25 |
|
1.000 |
2,292.00 |
|
1.618 |
2,278.50 |
|
2.618 |
2,256.75 |
|
4.250 |
2,221.25 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,325.50 |
2,347.25 |
| PP |
2,325.00 |
2,340.25 |
| S1 |
2,324.50 |
2,333.00 |
|