| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,743.0 |
2,770.0 |
27.0 |
1.0% |
2,777.0 |
| High |
2,789.0 |
2,782.0 |
-7.0 |
-0.3% |
2,789.0 |
| Low |
2,738.0 |
2,719.0 |
-19.0 |
-0.7% |
2,719.0 |
| Close |
2,772.0 |
2,730.0 |
-42.0 |
-1.5% |
2,730.0 |
| Range |
51.0 |
63.0 |
12.0 |
23.5% |
70.0 |
| ATR |
48.7 |
49.7 |
1.0 |
2.1% |
0.0 |
| Volume |
25,787 |
51,845 |
26,058 |
101.1% |
100,783 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.7 |
2,894.3 |
2,764.7 |
|
| R3 |
2,869.7 |
2,831.3 |
2,747.3 |
|
| R2 |
2,806.7 |
2,806.7 |
2,741.6 |
|
| R1 |
2,768.3 |
2,768.3 |
2,735.8 |
2,756.0 |
| PP |
2,743.7 |
2,743.7 |
2,743.7 |
2,737.5 |
| S1 |
2,705.3 |
2,705.3 |
2,724.2 |
2,693.0 |
| S2 |
2,680.7 |
2,680.7 |
2,718.5 |
|
| S3 |
2,617.7 |
2,642.3 |
2,712.7 |
|
| S4 |
2,554.7 |
2,579.3 |
2,695.4 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.0 |
2,913.0 |
2,768.5 |
|
| R3 |
2,886.0 |
2,843.0 |
2,749.3 |
|
| R2 |
2,816.0 |
2,816.0 |
2,742.8 |
|
| R1 |
2,773.0 |
2,773.0 |
2,736.4 |
2,759.5 |
| PP |
2,746.0 |
2,746.0 |
2,746.0 |
2,739.3 |
| S1 |
2,703.0 |
2,703.0 |
2,723.6 |
2,689.5 |
| S2 |
2,676.0 |
2,676.0 |
2,717.2 |
|
| S3 |
2,606.0 |
2,633.0 |
2,710.8 |
|
| S4 |
2,536.0 |
2,563.0 |
2,691.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.0 |
2,719.0 |
70.0 |
2.6% |
44.8 |
1.6% |
16% |
False |
True |
20,156 |
| 10 |
2,874.0 |
2,719.0 |
155.0 |
5.7% |
46.1 |
1.7% |
7% |
False |
True |
14,147 |
| 20 |
2,910.0 |
2,719.0 |
191.0 |
7.0% |
44.9 |
1.6% |
6% |
False |
True |
12,059 |
| 40 |
2,975.0 |
2,719.0 |
256.0 |
9.4% |
43.2 |
1.6% |
4% |
False |
True |
24,857 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
14.1% |
42.8 |
1.6% |
36% |
False |
False |
19,201 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
42.9 |
1.6% |
34% |
False |
False |
16,312 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
40.8 |
1.5% |
34% |
False |
False |
13,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.8 |
|
2.618 |
2,946.9 |
|
1.618 |
2,883.9 |
|
1.000 |
2,845.0 |
|
0.618 |
2,820.9 |
|
HIGH |
2,782.0 |
|
0.618 |
2,757.9 |
|
0.500 |
2,750.5 |
|
0.382 |
2,743.1 |
|
LOW |
2,719.0 |
|
0.618 |
2,680.1 |
|
1.000 |
2,656.0 |
|
1.618 |
2,617.1 |
|
2.618 |
2,554.1 |
|
4.250 |
2,451.3 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,750.5 |
2,754.0 |
| PP |
2,743.7 |
2,746.0 |
| S1 |
2,736.8 |
2,738.0 |
|