| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
12,151.19 |
12,090.18 |
-61.01 |
-0.5% |
12,443.40 |
| High |
12,151.49 |
12,178.89 |
27.40 |
0.2% |
12,574.29 |
| Low |
12,070.66 |
12,066.61 |
-4.05 |
0.0% |
12,104.03 |
| Close |
12,089.96 |
12,070.81 |
-19.15 |
-0.2% |
12,151.26 |
| Range |
80.83 |
112.28 |
31.45 |
38.9% |
470.26 |
| ATR |
133.17 |
131.68 |
-1.49 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,442.28 |
12,368.82 |
12,132.56 |
|
| R3 |
12,330.00 |
12,256.54 |
12,101.69 |
|
| R2 |
12,217.72 |
12,217.72 |
12,091.39 |
|
| R1 |
12,144.26 |
12,144.26 |
12,081.10 |
12,124.85 |
| PP |
12,105.44 |
12,105.44 |
12,105.44 |
12,095.73 |
| S1 |
12,031.98 |
12,031.98 |
12,060.52 |
12,012.57 |
| S2 |
11,993.16 |
11,993.16 |
12,050.23 |
|
| S3 |
11,880.88 |
11,919.70 |
12,039.93 |
|
| S4 |
11,768.60 |
11,807.42 |
12,009.06 |
|
|
| 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 |
12,569.49 |
12,066.61 |
502.88 |
4.2% |
148.04 |
1.2% |
1% |
False |
True |
|
| 10 |
12,574.29 |
12,066.61 |
507.68 |
4.2% |
128.39 |
1.1% |
1% |
False |
True |
|
| 20 |
12,781.06 |
12,066.61 |
714.45 |
5.9% |
135.42 |
1.1% |
1% |
False |
True |
|
| 40 |
12,876.00 |
12,066.61 |
809.39 |
6.7% |
129.67 |
1.1% |
1% |
False |
True |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
129.07 |
1.1% |
39% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
131.33 |
1.1% |
39% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.9% |
122.75 |
1.0% |
39% |
False |
False |
|
| 120 |
12,876.00 |
11,421.30 |
1,454.70 |
12.1% |
114.55 |
0.9% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,656.08 |
|
2.618 |
12,472.84 |
|
1.618 |
12,360.56 |
|
1.000 |
12,291.17 |
|
0.618 |
12,248.28 |
|
HIGH |
12,178.89 |
|
0.618 |
12,136.00 |
|
0.500 |
12,122.75 |
|
0.382 |
12,109.50 |
|
LOW |
12,066.61 |
|
0.618 |
11,997.22 |
|
1.000 |
11,954.33 |
|
1.618 |
11,884.94 |
|
2.618 |
11,772.66 |
|
4.250 |
11,589.42 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,122.75 |
12,157.24 |
| PP |
12,105.44 |
12,128.43 |
| S1 |
12,088.12 |
12,099.62 |
|