| 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 |
1,548.4 |
1,538.6 |
-9.8 |
-0.6% |
1,540.0 |
| High |
1,549.5 |
1,553.0 |
3.5 |
0.2% |
1,554.3 |
| Low |
1,534.4 |
1,536.5 |
2.1 |
0.1% |
1,523.8 |
| Close |
1,541.1 |
1,545.0 |
3.9 |
0.3% |
1,544.9 |
| Range |
15.1 |
16.5 |
1.4 |
9.3% |
30.5 |
| ATR |
19.2 |
19.0 |
-0.2 |
-1.0% |
0.0 |
| Volume |
2,034 |
1,426 |
-608 |
-29.9% |
11,744 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,594.3 |
1,586.2 |
1,554.1 |
|
| R3 |
1,577.8 |
1,569.7 |
1,549.5 |
|
| R2 |
1,561.3 |
1,561.3 |
1,548.0 |
|
| R1 |
1,553.2 |
1,553.2 |
1,546.5 |
1,557.3 |
| PP |
1,544.8 |
1,544.8 |
1,544.8 |
1,546.9 |
| S1 |
1,536.7 |
1,536.7 |
1,543.5 |
1,540.8 |
| S2 |
1,528.3 |
1,528.3 |
1,542.0 |
|
| S3 |
1,511.8 |
1,520.2 |
1,540.5 |
|
| S4 |
1,495.3 |
1,503.7 |
1,535.9 |
|
|
| 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 |
1,557.0 |
1,528.1 |
28.9 |
1.9% |
15.7 |
1.0% |
58% |
False |
False |
2,271 |
| 10 |
1,557.0 |
1,518.1 |
38.9 |
2.5% |
16.5 |
1.1% |
69% |
False |
False |
2,953 |
| 20 |
1,557.0 |
1,475.0 |
82.0 |
5.3% |
18.1 |
1.2% |
85% |
False |
False |
3,941 |
| 40 |
1,579.5 |
1,456.0 |
123.5 |
8.0% |
20.5 |
1.3% |
72% |
False |
False |
3,722 |
| 60 |
1,579.5 |
1,392.3 |
187.2 |
12.1% |
19.1 |
1.2% |
82% |
False |
False |
3,031 |
| 80 |
1,579.5 |
1,368.0 |
211.5 |
13.7% |
18.7 |
1.2% |
84% |
False |
False |
2,600 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.5 |
1.2% |
87% |
False |
False |
2,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,623.1 |
|
2.618 |
1,596.2 |
|
1.618 |
1,579.7 |
|
1.000 |
1,569.5 |
|
0.618 |
1,563.2 |
|
HIGH |
1,553.0 |
|
0.618 |
1,546.7 |
|
0.500 |
1,544.8 |
|
0.382 |
1,542.8 |
|
LOW |
1,536.5 |
|
0.618 |
1,526.3 |
|
1.000 |
1,520.0 |
|
1.618 |
1,509.8 |
|
2.618 |
1,493.3 |
|
4.250 |
1,466.4 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,544.9 |
1,544.6 |
| PP |
1,544.8 |
1,544.1 |
| S1 |
1,544.8 |
1,543.7 |
|