| 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 |
2,749.0 |
2,755.0 |
6.0 |
0.2% |
2,826.0 |
| High |
2,785.0 |
2,765.0 |
-20.0 |
-0.7% |
2,874.0 |
| Low |
2,749.0 |
2,731.0 |
-18.0 |
-0.7% |
2,748.0 |
| Close |
2,773.0 |
2,735.0 |
-38.0 |
-1.4% |
2,789.0 |
| Range |
36.0 |
34.0 |
-2.0 |
-5.6% |
126.0 |
| ATR |
48.7 |
48.3 |
-0.5 |
-1.0% |
0.0 |
| Volume |
9,111 |
13,133 |
4,022 |
44.1% |
37,933 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.7 |
2,824.3 |
2,753.7 |
|
| R3 |
2,811.7 |
2,790.3 |
2,744.4 |
|
| R2 |
2,777.7 |
2,777.7 |
2,741.2 |
|
| R1 |
2,756.3 |
2,756.3 |
2,738.1 |
2,750.0 |
| PP |
2,743.7 |
2,743.7 |
2,743.7 |
2,740.5 |
| S1 |
2,722.3 |
2,722.3 |
2,731.9 |
2,716.0 |
| S2 |
2,709.7 |
2,709.7 |
2,728.8 |
|
| S3 |
2,675.7 |
2,688.3 |
2,725.7 |
|
| S4 |
2,641.7 |
2,654.3 |
2,716.3 |
|
|
| 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 |
2,808.0 |
2,731.0 |
77.0 |
2.8% |
38.8 |
1.4% |
5% |
False |
True |
5,567 |
| 10 |
2,874.0 |
2,731.0 |
143.0 |
5.2% |
44.9 |
1.6% |
3% |
False |
True |
7,189 |
| 20 |
2,933.0 |
2,731.0 |
202.0 |
7.4% |
44.0 |
1.6% |
2% |
False |
True |
8,923 |
| 40 |
2,975.0 |
2,731.0 |
244.0 |
8.9% |
41.7 |
1.5% |
2% |
False |
True |
22,928 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
14.0% |
43.1 |
1.6% |
38% |
False |
False |
19,668 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
41.9 |
1.5% |
35% |
False |
False |
15,342 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
40.0 |
1.5% |
35% |
False |
False |
12,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.5 |
|
2.618 |
2,854.0 |
|
1.618 |
2,820.0 |
|
1.000 |
2,799.0 |
|
0.618 |
2,786.0 |
|
HIGH |
2,765.0 |
|
0.618 |
2,752.0 |
|
0.500 |
2,748.0 |
|
0.382 |
2,744.0 |
|
LOW |
2,731.0 |
|
0.618 |
2,710.0 |
|
1.000 |
2,697.0 |
|
1.618 |
2,676.0 |
|
2.618 |
2,642.0 |
|
4.250 |
2,586.5 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.0 |
2,758.0 |
| PP |
2,743.7 |
2,750.3 |
| S1 |
2,739.3 |
2,742.7 |
|