| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,274.00 |
2,273.50 |
-0.50 |
0.0% |
2,331.25 |
| High |
2,288.25 |
2,278.00 |
-10.25 |
-0.4% |
2,380.75 |
| Low |
2,268.00 |
2,246.75 |
-21.25 |
-0.9% |
2,284.75 |
| Close |
2,273.75 |
2,248.00 |
-25.75 |
-1.1% |
2,287.50 |
| Range |
20.25 |
31.25 |
11.00 |
54.3% |
96.00 |
| ATR |
32.98 |
32.86 |
-0.12 |
-0.4% |
0.00 |
| Volume |
226,064 |
274,206 |
48,142 |
21.3% |
1,028,352 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.25 |
2,331.00 |
2,265.25 |
|
| R3 |
2,320.00 |
2,299.75 |
2,256.50 |
|
| R2 |
2,288.75 |
2,288.75 |
2,253.75 |
|
| R1 |
2,268.50 |
2,268.50 |
2,250.75 |
2,263.00 |
| PP |
2,257.50 |
2,257.50 |
2,257.50 |
2,255.00 |
| S1 |
2,237.25 |
2,237.25 |
2,245.25 |
2,231.75 |
| S2 |
2,226.25 |
2,226.25 |
2,242.25 |
|
| S3 |
2,195.00 |
2,206.00 |
2,239.50 |
|
| S4 |
2,163.75 |
2,174.75 |
2,230.75 |
|
|
| 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 |
2,335.50 |
2,246.75 |
88.75 |
3.9% |
29.00 |
1.3% |
1% |
False |
True |
257,717 |
| 10 |
2,380.75 |
2,246.75 |
134.00 |
6.0% |
34.00 |
1.5% |
1% |
False |
True |
241,242 |
| 20 |
2,415.25 |
2,246.75 |
168.50 |
7.5% |
34.25 |
1.5% |
1% |
False |
True |
262,638 |
| 40 |
2,428.00 |
2,246.75 |
181.25 |
8.1% |
32.00 |
1.4% |
1% |
False |
True |
269,191 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
34.00 |
1.5% |
26% |
False |
False |
272,136 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
35.00 |
1.6% |
26% |
False |
False |
216,843 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
34.25 |
1.5% |
26% |
False |
False |
173,500 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
31.75 |
1.4% |
26% |
False |
False |
144,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,410.75 |
|
2.618 |
2,359.75 |
|
1.618 |
2,328.50 |
|
1.000 |
2,309.25 |
|
0.618 |
2,297.25 |
|
HIGH |
2,278.00 |
|
0.618 |
2,266.00 |
|
0.500 |
2,262.50 |
|
0.382 |
2,258.75 |
|
LOW |
2,246.75 |
|
0.618 |
2,227.50 |
|
1.000 |
2,215.50 |
|
1.618 |
2,196.25 |
|
2.618 |
2,165.00 |
|
4.250 |
2,114.00 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.50 |
2,273.00 |
| PP |
2,257.50 |
2,264.75 |
| S1 |
2,252.75 |
2,256.25 |
|