| 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 |
12,289.61 |
12,247.80 |
-41.81 |
-0.3% |
12,443.40 |
| High |
12,306.71 |
12,247.87 |
-58.84 |
-0.5% |
12,574.29 |
| Low |
12,190.54 |
12,104.03 |
-86.51 |
-0.7% |
12,104.03 |
| Close |
12,248.55 |
12,151.26 |
-97.29 |
-0.8% |
12,151.26 |
| Range |
116.17 |
143.84 |
27.67 |
23.8% |
470.26 |
| ATR |
136.63 |
137.20 |
0.56 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,599.24 |
12,519.09 |
12,230.37 |
|
| R3 |
12,455.40 |
12,375.25 |
12,190.82 |
|
| R2 |
12,311.56 |
12,311.56 |
12,177.63 |
|
| R1 |
12,231.41 |
12,231.41 |
12,164.45 |
12,199.57 |
| PP |
12,167.72 |
12,167.72 |
12,167.72 |
12,151.80 |
| S1 |
12,087.57 |
12,087.57 |
12,138.07 |
12,055.73 |
| S2 |
12,023.88 |
12,023.88 |
12,124.89 |
|
| S3 |
11,880.04 |
11,943.73 |
12,111.70 |
|
| S4 |
11,736.20 |
11,799.89 |
12,072.15 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,687.31 |
13,389.54 |
12,409.90 |
|
| R3 |
13,217.05 |
12,919.28 |
12,280.58 |
|
| R2 |
12,746.79 |
12,746.79 |
12,237.47 |
|
| R1 |
12,449.02 |
12,449.02 |
12,194.37 |
12,362.78 |
| PP |
12,276.53 |
12,276.53 |
12,276.53 |
12,233.40 |
| S1 |
11,978.76 |
11,978.76 |
12,108.15 |
11,892.52 |
| S2 |
11,806.27 |
11,806.27 |
12,065.05 |
|
| S3 |
11,336.01 |
11,508.50 |
12,021.94 |
|
| S4 |
10,865.75 |
11,038.24 |
11,892.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,574.29 |
12,104.03 |
470.26 |
3.9% |
152.82 |
1.3% |
10% |
False |
True |
|
| 10 |
12,604.83 |
12,104.03 |
500.80 |
4.1% |
138.93 |
1.1% |
9% |
False |
True |
|
| 20 |
12,781.06 |
12,104.03 |
677.03 |
5.6% |
139.82 |
1.2% |
7% |
False |
True |
|
| 40 |
12,876.00 |
12,093.89 |
782.11 |
6.4% |
130.89 |
1.1% |
7% |
False |
False |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
132.31 |
1.1% |
45% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
130.77 |
1.1% |
45% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
122.59 |
1.0% |
45% |
False |
False |
|
| 120 |
12,876.00 |
11,405.33 |
1,470.67 |
12.1% |
114.27 |
0.9% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,859.19 |
|
2.618 |
12,624.44 |
|
1.618 |
12,480.60 |
|
1.000 |
12,391.71 |
|
0.618 |
12,336.76 |
|
HIGH |
12,247.87 |
|
0.618 |
12,192.92 |
|
0.500 |
12,175.95 |
|
0.382 |
12,158.98 |
|
LOW |
12,104.03 |
|
0.618 |
12,015.14 |
|
1.000 |
11,960.19 |
|
1.618 |
11,871.30 |
|
2.618 |
11,727.46 |
|
4.250 |
11,492.71 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,175.95 |
12,336.76 |
| PP |
12,167.72 |
12,274.93 |
| S1 |
12,159.49 |
12,213.09 |
|