| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,749.0 |
-28.0 |
-1.0% |
2,826.0 |
| High |
2,781.0 |
2,785.0 |
4.0 |
0.1% |
2,874.0 |
| Low |
2,741.0 |
2,749.0 |
8.0 |
0.3% |
2,748.0 |
| Close |
2,741.0 |
2,773.0 |
32.0 |
1.2% |
2,789.0 |
| Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
126.0 |
| ATR |
49.1 |
48.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
907 |
9,111 |
8,204 |
904.5% |
37,933 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.0 |
2,861.0 |
2,792.8 |
|
| R3 |
2,841.0 |
2,825.0 |
2,782.9 |
|
| R2 |
2,805.0 |
2,805.0 |
2,779.6 |
|
| R1 |
2,789.0 |
2,789.0 |
2,776.3 |
2,797.0 |
| PP |
2,769.0 |
2,769.0 |
2,769.0 |
2,773.0 |
| S1 |
2,753.0 |
2,753.0 |
2,769.7 |
2,761.0 |
| S2 |
2,733.0 |
2,733.0 |
2,766.4 |
|
| S3 |
2,697.0 |
2,717.0 |
2,763.1 |
|
| S4 |
2,661.0 |
2,681.0 |
2,753.2 |
|
|
| 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 |
2,741.0 |
133.0 |
4.8% |
47.8 |
1.7% |
24% |
False |
False |
7,079 |
| 10 |
2,874.0 |
2,741.0 |
133.0 |
4.8% |
44.2 |
1.6% |
24% |
False |
False |
6,716 |
| 20 |
2,933.0 |
2,741.0 |
192.0 |
6.9% |
45.0 |
1.6% |
17% |
False |
False |
8,299 |
| 40 |
2,975.0 |
2,741.0 |
234.0 |
8.4% |
41.5 |
1.5% |
14% |
False |
False |
22,647 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
43.0 |
1.6% |
47% |
False |
False |
19,571 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
42.2 |
1.5% |
45% |
False |
False |
15,179 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
40.1 |
1.4% |
45% |
False |
False |
12,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.0 |
|
2.618 |
2,879.2 |
|
1.618 |
2,843.2 |
|
1.000 |
2,821.0 |
|
0.618 |
2,807.2 |
|
HIGH |
2,785.0 |
|
0.618 |
2,771.2 |
|
0.500 |
2,767.0 |
|
0.382 |
2,762.8 |
|
LOW |
2,749.0 |
|
0.618 |
2,726.8 |
|
1.000 |
2,713.0 |
|
1.618 |
2,690.8 |
|
2.618 |
2,654.8 |
|
4.250 |
2,596.0 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,771.0 |
2,771.7 |
| PP |
2,769.0 |
2,770.3 |
| S1 |
2,767.0 |
2,769.0 |
|