| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,325.75 |
2,288.50 |
-37.25 |
-1.6% |
2,331.25 |
| High |
2,328.00 |
2,299.25 |
-28.75 |
-1.2% |
2,380.75 |
| Low |
2,284.75 |
2,271.25 |
-13.50 |
-0.6% |
2,284.75 |
| Close |
2,287.50 |
2,274.00 |
-13.50 |
-0.6% |
2,287.50 |
| Range |
43.25 |
28.00 |
-15.25 |
-35.3% |
96.00 |
| ATR |
34.42 |
33.96 |
-0.46 |
-1.3% |
0.00 |
| Volume |
288,237 |
221,797 |
-66,440 |
-23.1% |
1,028,352 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.50 |
2,347.75 |
2,289.50 |
|
| R3 |
2,337.50 |
2,319.75 |
2,281.75 |
|
| R2 |
2,309.50 |
2,309.50 |
2,279.25 |
|
| R1 |
2,291.75 |
2,291.75 |
2,276.50 |
2,286.50 |
| PP |
2,281.50 |
2,281.50 |
2,281.50 |
2,279.00 |
| S1 |
2,263.75 |
2,263.75 |
2,271.50 |
2,258.50 |
| S2 |
2,253.50 |
2,253.50 |
2,268.75 |
|
| S3 |
2,225.50 |
2,235.75 |
2,266.25 |
|
| S4 |
2,197.50 |
2,207.75 |
2,258.50 |
|
|
| 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 |
2,271.25 |
109.50 |
4.8% |
40.50 |
1.8% |
3% |
False |
True |
250,029 |
| 10 |
2,380.75 |
2,271.25 |
109.50 |
4.8% |
35.25 |
1.5% |
3% |
False |
True |
240,388 |
| 20 |
2,415.25 |
2,271.25 |
144.00 |
6.3% |
34.25 |
1.5% |
2% |
False |
True |
265,505 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.8% |
32.50 |
1.4% |
13% |
False |
False |
268,061 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
34.50 |
1.5% |
36% |
False |
False |
276,147 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
35.00 |
1.5% |
36% |
False |
False |
210,594 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
34.00 |
1.5% |
36% |
False |
False |
168,501 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
31.50 |
1.4% |
36% |
False |
False |
140,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.25 |
|
2.618 |
2,372.50 |
|
1.618 |
2,344.50 |
|
1.000 |
2,327.25 |
|
0.618 |
2,316.50 |
|
HIGH |
2,299.25 |
|
0.618 |
2,288.50 |
|
0.500 |
2,285.25 |
|
0.382 |
2,282.00 |
|
LOW |
2,271.25 |
|
0.618 |
2,254.00 |
|
1.000 |
2,243.25 |
|
1.618 |
2,226.00 |
|
2.618 |
2,198.00 |
|
4.250 |
2,152.25 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,285.25 |
2,303.50 |
| PP |
2,281.50 |
2,293.50 |
| S1 |
2,277.75 |
2,283.75 |
|