| 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 |
2,797.0 |
2,792.0 |
-5.0 |
-0.2% |
2,826.0 |
| High |
2,808.0 |
2,797.0 |
-11.0 |
-0.4% |
2,874.0 |
| Low |
2,773.0 |
2,748.0 |
-25.0 |
-0.9% |
2,748.0 |
| Close |
2,794.0 |
2,789.0 |
-5.0 |
-0.2% |
2,789.0 |
| Range |
35.0 |
49.0 |
14.0 |
40.0% |
126.0 |
| ATR |
49.2 |
49.2 |
0.0 |
0.0% |
0.0 |
| Volume |
1,642 |
3,045 |
1,403 |
85.4% |
37,933 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.0 |
2,906.0 |
2,816.0 |
|
| R3 |
2,876.0 |
2,857.0 |
2,802.5 |
|
| R2 |
2,827.0 |
2,827.0 |
2,798.0 |
|
| R1 |
2,808.0 |
2,808.0 |
2,793.5 |
2,793.0 |
| PP |
2,778.0 |
2,778.0 |
2,778.0 |
2,770.5 |
| S1 |
2,759.0 |
2,759.0 |
2,784.5 |
2,744.0 |
| S2 |
2,729.0 |
2,729.0 |
2,780.0 |
|
| S3 |
2,680.0 |
2,710.0 |
2,775.5 |
|
| S4 |
2,631.0 |
2,661.0 |
2,762.1 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.7 |
3,111.3 |
2,858.3 |
|
| R3 |
3,055.7 |
2,985.3 |
2,823.7 |
|
| R2 |
2,929.7 |
2,929.7 |
2,812.1 |
|
| R1 |
2,859.3 |
2,859.3 |
2,800.6 |
2,831.5 |
| PP |
2,803.7 |
2,803.7 |
2,803.7 |
2,789.8 |
| S1 |
2,733.3 |
2,733.3 |
2,777.5 |
2,705.5 |
| S2 |
2,677.7 |
2,677.7 |
2,765.9 |
|
| S3 |
2,551.7 |
2,607.3 |
2,754.4 |
|
| S4 |
2,425.7 |
2,481.3 |
2,719.7 |
|
|
| 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 |
2,748.0 |
126.0 |
4.5% |
47.4 |
1.7% |
33% |
False |
True |
8,138 |
| 10 |
2,893.0 |
2,748.0 |
145.0 |
5.2% |
46.3 |
1.7% |
28% |
False |
True |
5,809 |
| 20 |
2,933.0 |
2,748.0 |
185.0 |
6.6% |
46.1 |
1.7% |
22% |
False |
True |
7,822 |
| 40 |
2,975.0 |
2,748.0 |
227.0 |
8.1% |
41.5 |
1.5% |
18% |
False |
True |
22,402 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
42.9 |
1.5% |
52% |
False |
False |
19,586 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
41.9 |
1.5% |
49% |
False |
False |
15,065 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
40.3 |
1.4% |
49% |
False |
False |
12,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.3 |
|
2.618 |
2,925.3 |
|
1.618 |
2,876.3 |
|
1.000 |
2,846.0 |
|
0.618 |
2,827.3 |
|
HIGH |
2,797.0 |
|
0.618 |
2,778.3 |
|
0.500 |
2,772.5 |
|
0.382 |
2,766.7 |
|
LOW |
2,748.0 |
|
0.618 |
2,717.7 |
|
1.000 |
2,699.0 |
|
1.618 |
2,668.7 |
|
2.618 |
2,619.7 |
|
4.250 |
2,539.8 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,783.5 |
2,811.0 |
| PP |
2,778.0 |
2,803.7 |
| S1 |
2,772.5 |
2,796.3 |
|