| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,875.0 |
41.0 |
1.4% |
2,810.0 |
| High |
2,873.0 |
2,875.0 |
2.0 |
0.1% |
2,834.0 |
| Low |
2,832.0 |
2,795.0 |
-37.0 |
-1.3% |
2,755.0 |
| Close |
2,872.0 |
2,828.0 |
-44.0 |
-1.5% |
2,808.0 |
| Range |
41.0 |
80.0 |
39.0 |
95.1% |
79.0 |
| ATR |
49.4 |
51.6 |
2.2 |
4.4% |
0.0 |
| Volume |
1,512,533 |
1,217,455 |
-295,078 |
-19.5% |
6,664,345 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.7 |
3,030.3 |
2,872.0 |
|
| R3 |
2,992.7 |
2,950.3 |
2,850.0 |
|
| R2 |
2,912.7 |
2,912.7 |
2,842.7 |
|
| R1 |
2,870.3 |
2,870.3 |
2,835.3 |
2,851.5 |
| PP |
2,832.7 |
2,832.7 |
2,832.7 |
2,823.3 |
| S1 |
2,790.3 |
2,790.3 |
2,820.7 |
2,771.5 |
| S2 |
2,752.7 |
2,752.7 |
2,813.3 |
|
| S3 |
2,672.7 |
2,710.3 |
2,806.0 |
|
| S4 |
2,592.7 |
2,630.3 |
2,784.0 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,001.0 |
2,851.5 |
|
| R3 |
2,957.0 |
2,922.0 |
2,829.7 |
|
| R2 |
2,878.0 |
2,878.0 |
2,822.5 |
|
| R1 |
2,843.0 |
2,843.0 |
2,815.2 |
2,821.0 |
| PP |
2,799.0 |
2,799.0 |
2,799.0 |
2,788.0 |
| S1 |
2,764.0 |
2,764.0 |
2,800.8 |
2,742.0 |
| S2 |
2,720.0 |
2,720.0 |
2,793.5 |
|
| S3 |
2,641.0 |
2,685.0 |
2,786.3 |
|
| S4 |
2,562.0 |
2,606.0 |
2,764.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,875.0 |
2,755.0 |
120.0 |
4.2% |
53.0 |
1.9% |
61% |
True |
False |
1,343,350 |
| 10 |
2,894.0 |
2,755.0 |
139.0 |
4.9% |
47.5 |
1.7% |
53% |
False |
False |
1,343,894 |
| 20 |
2,958.0 |
2,755.0 |
203.0 |
7.2% |
50.8 |
1.8% |
36% |
False |
False |
1,286,534 |
| 40 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
43.7 |
1.5% |
32% |
False |
False |
1,081,703 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.8% |
46.2 |
1.6% |
61% |
False |
False |
1,033,182 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
45.7 |
1.6% |
58% |
False |
False |
776,857 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
45.2 |
1.6% |
58% |
False |
False |
621,791 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.4% |
43.1 |
1.5% |
58% |
False |
False |
519,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.0 |
|
2.618 |
3,084.4 |
|
1.618 |
3,004.4 |
|
1.000 |
2,955.0 |
|
0.618 |
2,924.4 |
|
HIGH |
2,875.0 |
|
0.618 |
2,844.4 |
|
0.500 |
2,835.0 |
|
0.382 |
2,825.6 |
|
LOW |
2,795.0 |
|
0.618 |
2,745.6 |
|
1.000 |
2,715.0 |
|
1.618 |
2,665.6 |
|
2.618 |
2,585.6 |
|
4.250 |
2,455.0 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.0 |
2,835.0 |
| PP |
2,832.7 |
2,832.7 |
| S1 |
2,830.3 |
2,830.3 |
|