| 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 |
2,320.50 |
2,325.75 |
5.25 |
0.2% |
2,331.25 |
| High |
2,335.50 |
2,328.00 |
-7.50 |
-0.3% |
2,380.75 |
| Low |
2,313.75 |
2,284.75 |
-29.00 |
-1.3% |
2,284.75 |
| Close |
2,326.00 |
2,287.50 |
-38.50 |
-1.7% |
2,287.50 |
| Range |
21.75 |
43.25 |
21.50 |
98.9% |
96.00 |
| ATR |
33.74 |
34.42 |
0.68 |
2.0% |
0.00 |
| Volume |
278,285 |
288,237 |
9,952 |
3.6% |
1,028,352 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,429.75 |
2,402.00 |
2,311.25 |
|
| R3 |
2,386.50 |
2,358.75 |
2,299.50 |
|
| R2 |
2,343.25 |
2,343.25 |
2,295.50 |
|
| R1 |
2,315.50 |
2,315.50 |
2,291.50 |
2,307.75 |
| PP |
2,300.00 |
2,300.00 |
2,300.00 |
2,296.25 |
| S1 |
2,272.25 |
2,272.25 |
2,283.50 |
2,264.50 |
| S2 |
2,256.75 |
2,256.75 |
2,279.50 |
|
| S3 |
2,213.50 |
2,229.00 |
2,275.50 |
|
| S4 |
2,170.25 |
2,185.75 |
2,263.75 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.75 |
2,542.50 |
2,340.25 |
|
| R3 |
2,509.75 |
2,446.50 |
2,314.00 |
|
| R2 |
2,413.75 |
2,413.75 |
2,305.00 |
|
| R1 |
2,350.50 |
2,350.50 |
2,296.25 |
2,334.00 |
| PP |
2,317.75 |
2,317.75 |
2,317.75 |
2,309.50 |
| S1 |
2,254.50 |
2,254.50 |
2,278.75 |
2,238.00 |
| S2 |
2,221.75 |
2,221.75 |
2,270.00 |
|
| S3 |
2,125.75 |
2,158.50 |
2,261.00 |
|
| S4 |
2,029.75 |
2,062.50 |
2,234.75 |
|
|
| 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 |
2,284.75 |
96.00 |
4.2% |
38.25 |
1.7% |
3% |
False |
True |
236,596 |
| 10 |
2,380.75 |
2,281.00 |
99.75 |
4.4% |
35.50 |
1.5% |
7% |
False |
False |
243,951 |
| 20 |
2,415.25 |
2,281.00 |
134.25 |
5.9% |
34.75 |
1.5% |
5% |
False |
False |
272,362 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.8% |
32.75 |
1.4% |
21% |
False |
False |
270,015 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.6% |
34.75 |
1.5% |
42% |
False |
False |
276,113 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.6% |
34.75 |
1.5% |
42% |
False |
False |
207,823 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.6% |
34.00 |
1.5% |
42% |
False |
False |
166,287 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.6% |
31.25 |
1.4% |
42% |
False |
False |
138,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.75 |
|
2.618 |
2,441.25 |
|
1.618 |
2,398.00 |
|
1.000 |
2,371.25 |
|
0.618 |
2,354.75 |
|
HIGH |
2,328.00 |
|
0.618 |
2,311.50 |
|
0.500 |
2,306.50 |
|
0.382 |
2,301.25 |
|
LOW |
2,284.75 |
|
0.618 |
2,258.00 |
|
1.000 |
2,241.50 |
|
1.618 |
2,214.75 |
|
2.618 |
2,171.50 |
|
4.250 |
2,101.00 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,306.50 |
2,332.75 |
| PP |
2,300.00 |
2,317.75 |
| S1 |
2,293.75 |
2,302.50 |
|