| 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 |
2,826.0 |
2,874.0 |
48.0 |
1.7% |
2,813.0 |
| High |
2,872.0 |
2,874.0 |
2.0 |
0.1% |
2,832.0 |
| Low |
2,826.0 |
2,795.0 |
-31.0 |
-1.1% |
2,760.0 |
| Close |
2,872.0 |
2,828.0 |
-44.0 |
-1.5% |
2,813.0 |
| Range |
46.0 |
79.0 |
33.0 |
71.7% |
72.0 |
| ATR |
46.4 |
48.8 |
2.3 |
5.0% |
0.0 |
| Volume |
12,554 |
20,692 |
8,138 |
64.8% |
19,843 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.3 |
3,027.7 |
2,871.5 |
|
| R3 |
2,990.3 |
2,948.7 |
2,849.7 |
|
| R2 |
2,911.3 |
2,911.3 |
2,842.5 |
|
| R1 |
2,869.7 |
2,869.7 |
2,835.2 |
2,851.0 |
| PP |
2,832.3 |
2,832.3 |
2,832.3 |
2,823.0 |
| S1 |
2,790.7 |
2,790.7 |
2,820.8 |
2,772.0 |
| S2 |
2,753.3 |
2,753.3 |
2,813.5 |
|
| S3 |
2,674.3 |
2,711.7 |
2,806.3 |
|
| S4 |
2,595.3 |
2,632.7 |
2,784.6 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.7 |
2,987.3 |
2,852.6 |
|
| R3 |
2,945.7 |
2,915.3 |
2,832.8 |
|
| R2 |
2,873.7 |
2,873.7 |
2,826.2 |
|
| R1 |
2,843.3 |
2,843.3 |
2,819.6 |
2,849.0 |
| PP |
2,801.7 |
2,801.7 |
2,801.7 |
2,804.5 |
| S1 |
2,771.3 |
2,771.3 |
2,806.4 |
2,777.0 |
| S2 |
2,729.7 |
2,729.7 |
2,799.8 |
|
| S3 |
2,657.7 |
2,699.3 |
2,793.2 |
|
| S4 |
2,585.7 |
2,627.3 |
2,773.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,874.0 |
2,760.0 |
114.0 |
4.0% |
51.0 |
1.8% |
60% |
True |
False |
8,811 |
| 10 |
2,893.0 |
2,760.0 |
133.0 |
4.7% |
45.4 |
1.6% |
51% |
False |
False |
5,419 |
| 20 |
2,958.0 |
2,760.0 |
198.0 |
7.0% |
47.5 |
1.7% |
34% |
False |
False |
14,084 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.7% |
40.5 |
1.4% |
32% |
False |
False |
22,302 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.6% |
43.2 |
1.5% |
62% |
False |
False |
19,591 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
41.2 |
1.5% |
58% |
False |
False |
15,008 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
40.0 |
1.4% |
58% |
False |
False |
12,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,209.8 |
|
2.618 |
3,080.8 |
|
1.618 |
3,001.8 |
|
1.000 |
2,953.0 |
|
0.618 |
2,922.8 |
|
HIGH |
2,874.0 |
|
0.618 |
2,843.8 |
|
0.500 |
2,834.5 |
|
0.382 |
2,825.2 |
|
LOW |
2,795.0 |
|
0.618 |
2,746.2 |
|
1.000 |
2,716.0 |
|
1.618 |
2,667.2 |
|
2.618 |
2,588.2 |
|
4.250 |
2,459.3 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,834.5 |
2,834.5 |
| PP |
2,832.3 |
2,832.3 |
| S1 |
2,830.2 |
2,830.2 |
|