| 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 |
1,543.0 |
1,537.2 |
-5.8 |
-0.4% |
1,540.0 |
| High |
1,547.5 |
1,550.0 |
2.5 |
0.2% |
1,554.3 |
| Low |
1,523.8 |
1,528.1 |
4.3 |
0.3% |
1,523.8 |
| Close |
1,535.3 |
1,544.9 |
9.6 |
0.6% |
1,544.9 |
| Range |
23.7 |
21.9 |
-1.8 |
-7.6% |
30.5 |
| ATR |
20.5 |
20.6 |
0.1 |
0.5% |
0.0 |
| Volume |
3,331 |
2,121 |
-1,210 |
-36.3% |
11,744 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.7 |
1,597.7 |
1,556.9 |
|
| R3 |
1,584.8 |
1,575.8 |
1,550.9 |
|
| R2 |
1,562.9 |
1,562.9 |
1,548.9 |
|
| R1 |
1,553.9 |
1,553.9 |
1,546.9 |
1,558.4 |
| PP |
1,541.0 |
1,541.0 |
1,541.0 |
1,543.3 |
| S1 |
1,532.0 |
1,532.0 |
1,542.9 |
1,536.5 |
| S2 |
1,519.1 |
1,519.1 |
1,540.9 |
|
| S3 |
1,497.2 |
1,510.1 |
1,538.9 |
|
| S4 |
1,475.3 |
1,488.2 |
1,532.9 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.5 |
1,619.2 |
1,561.7 |
|
| R3 |
1,602.0 |
1,588.7 |
1,553.3 |
|
| R2 |
1,571.5 |
1,571.5 |
1,550.5 |
|
| R1 |
1,558.2 |
1,558.2 |
1,547.7 |
1,564.9 |
| PP |
1,541.0 |
1,541.0 |
1,541.0 |
1,544.3 |
| S1 |
1,527.7 |
1,527.7 |
1,542.1 |
1,534.4 |
| S2 |
1,510.5 |
1,510.5 |
1,539.3 |
|
| S3 |
1,480.0 |
1,497.2 |
1,536.5 |
|
| S4 |
1,449.5 |
1,466.7 |
1,528.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,554.3 |
1,523.8 |
30.5 |
2.0% |
18.5 |
1.2% |
69% |
False |
False |
3,018 |
| 10 |
1,554.3 |
1,492.0 |
62.3 |
4.0% |
17.4 |
1.1% |
85% |
False |
False |
4,391 |
| 20 |
1,554.3 |
1,474.7 |
79.6 |
5.2% |
19.9 |
1.3% |
88% |
False |
False |
5,109 |
| 40 |
1,579.5 |
1,450.0 |
129.5 |
8.4% |
20.9 |
1.4% |
73% |
False |
False |
3,688 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
19.8 |
1.3% |
82% |
False |
False |
2,931 |
| 80 |
1,579.5 |
1,359.0 |
220.5 |
14.3% |
18.5 |
1.2% |
84% |
False |
False |
2,529 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.7 |
1.2% |
87% |
False |
False |
2,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.1 |
|
2.618 |
1,607.3 |
|
1.618 |
1,585.4 |
|
1.000 |
1,571.9 |
|
0.618 |
1,563.5 |
|
HIGH |
1,550.0 |
|
0.618 |
1,541.6 |
|
0.500 |
1,539.1 |
|
0.382 |
1,536.5 |
|
LOW |
1,528.1 |
|
0.618 |
1,514.6 |
|
1.000 |
1,506.2 |
|
1.618 |
1,492.7 |
|
2.618 |
1,470.8 |
|
4.250 |
1,435.0 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,543.0 |
1,543.0 |
| PP |
1,541.0 |
1,541.0 |
| S1 |
1,539.1 |
1,539.1 |
|