| 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 |
2,874.0 |
2,797.0 |
-77.0 |
-2.7% |
2,813.0 |
| High |
2,874.0 |
2,808.0 |
-66.0 |
-2.3% |
2,832.0 |
| Low |
2,795.0 |
2,773.0 |
-22.0 |
-0.8% |
2,760.0 |
| Close |
2,828.0 |
2,794.0 |
-34.0 |
-1.2% |
2,813.0 |
| Range |
79.0 |
35.0 |
-44.0 |
-55.7% |
72.0 |
| ATR |
48.8 |
49.2 |
0.4 |
0.9% |
0.0 |
| Volume |
20,692 |
1,642 |
-19,050 |
-92.1% |
19,843 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.7 |
2,880.3 |
2,813.3 |
|
| R3 |
2,861.7 |
2,845.3 |
2,803.6 |
|
| R2 |
2,826.7 |
2,826.7 |
2,800.4 |
|
| R1 |
2,810.3 |
2,810.3 |
2,797.2 |
2,801.0 |
| PP |
2,791.7 |
2,791.7 |
2,791.7 |
2,787.0 |
| S1 |
2,775.3 |
2,775.3 |
2,790.8 |
2,766.0 |
| S2 |
2,756.7 |
2,756.7 |
2,787.6 |
|
| S3 |
2,721.7 |
2,740.3 |
2,784.4 |
|
| S4 |
2,686.7 |
2,705.3 |
2,774.8 |
|
|
| 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 |
2,773.0 |
101.0 |
3.6% |
46.0 |
1.6% |
21% |
False |
True |
8,069 |
| 10 |
2,893.0 |
2,760.0 |
133.0 |
4.8% |
45.5 |
1.6% |
26% |
False |
False |
5,549 |
| 20 |
2,933.0 |
2,760.0 |
173.0 |
6.2% |
46.0 |
1.6% |
20% |
False |
False |
9,677 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.8% |
40.9 |
1.5% |
17% |
False |
False |
22,341 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
42.7 |
1.5% |
53% |
False |
False |
19,571 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
41.5 |
1.5% |
50% |
False |
False |
15,028 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
40.1 |
1.4% |
50% |
False |
False |
12,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.8 |
|
2.618 |
2,899.6 |
|
1.618 |
2,864.6 |
|
1.000 |
2,843.0 |
|
0.618 |
2,829.6 |
|
HIGH |
2,808.0 |
|
0.618 |
2,794.6 |
|
0.500 |
2,790.5 |
|
0.382 |
2,786.4 |
|
LOW |
2,773.0 |
|
0.618 |
2,751.4 |
|
1.000 |
2,738.0 |
|
1.618 |
2,716.4 |
|
2.618 |
2,681.4 |
|
4.250 |
2,624.3 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.8 |
2,823.5 |
| PP |
2,791.7 |
2,813.7 |
| S1 |
2,790.5 |
2,803.8 |
|