| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
7,085.0 |
7,082.0 |
-3.0 |
0.0% |
7,179.5 |
| High |
7,111.5 |
7,217.0 |
105.5 |
1.5% |
7,370.0 |
| Low |
7,020.0 |
7,067.5 |
47.5 |
0.7% |
7,050.0 |
| Close |
7,065.0 |
7,204.0 |
139.0 |
2.0% |
7,126.5 |
| Range |
91.5 |
149.5 |
58.0 |
63.4% |
320.0 |
| ATR |
120.2 |
122.5 |
2.3 |
1.9% |
0.0 |
| Volume |
1,287 |
2,283 |
996 |
77.4% |
8,552 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,611.3 |
7,557.2 |
7,286.2 |
|
| R3 |
7,461.8 |
7,407.7 |
7,245.1 |
|
| R2 |
7,312.3 |
7,312.3 |
7,231.4 |
|
| R1 |
7,258.2 |
7,258.2 |
7,217.7 |
7,285.3 |
| PP |
7,162.8 |
7,162.8 |
7,162.8 |
7,176.4 |
| S1 |
7,108.7 |
7,108.7 |
7,190.3 |
7,135.8 |
| S2 |
7,013.3 |
7,013.3 |
7,176.6 |
|
| S3 |
6,863.8 |
6,959.2 |
7,162.9 |
|
| S4 |
6,714.3 |
6,809.7 |
7,121.8 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,142.2 |
7,954.3 |
7,302.5 |
|
| R3 |
7,822.2 |
7,634.3 |
7,214.5 |
|
| R2 |
7,502.2 |
7,502.2 |
7,185.2 |
|
| R1 |
7,314.3 |
7,314.3 |
7,155.8 |
7,248.3 |
| PP |
7,182.2 |
7,182.2 |
7,182.2 |
7,149.1 |
| S1 |
6,994.3 |
6,994.3 |
7,097.2 |
6,928.3 |
| S2 |
6,862.2 |
6,862.2 |
7,067.8 |
|
| S3 |
6,542.2 |
6,674.3 |
7,038.5 |
|
| S4 |
6,222.2 |
6,354.3 |
6,950.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,217.0 |
7,020.0 |
197.0 |
2.7% |
105.0 |
1.5% |
93% |
True |
False |
996 |
| 10 |
7,370.0 |
7,020.0 |
350.0 |
4.9% |
108.5 |
1.5% |
53% |
False |
False |
1,627 |
| 20 |
7,540.0 |
7,020.0 |
520.0 |
7.2% |
112.7 |
1.6% |
35% |
False |
False |
1,433 |
| 40 |
7,650.0 |
7,020.0 |
630.0 |
8.7% |
105.8 |
1.5% |
29% |
False |
False |
892 |
| 60 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
100.9 |
1.4% |
62% |
False |
False |
1,358 |
| 80 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
99.3 |
1.4% |
62% |
False |
False |
1,229 |
| 100 |
7,650.0 |
6,486.5 |
1,163.5 |
16.2% |
88.1 |
1.2% |
62% |
False |
False |
999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,852.4 |
|
2.618 |
7,608.4 |
|
1.618 |
7,458.9 |
|
1.000 |
7,366.5 |
|
0.618 |
7,309.4 |
|
HIGH |
7,217.0 |
|
0.618 |
7,159.9 |
|
0.500 |
7,142.3 |
|
0.382 |
7,124.6 |
|
LOW |
7,067.5 |
|
0.618 |
6,975.1 |
|
1.000 |
6,918.0 |
|
1.618 |
6,825.6 |
|
2.618 |
6,676.1 |
|
4.250 |
6,432.1 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,183.4 |
7,175.5 |
| PP |
7,162.8 |
7,147.0 |
| S1 |
7,142.3 |
7,118.5 |
|