| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
4,520.0 |
4,573.0 |
53.0 |
1.2% |
4,546.0 |
| High |
4,560.0 |
4,594.0 |
34.0 |
0.7% |
4,594.0 |
| Low |
4,520.0 |
4,555.0 |
35.0 |
0.8% |
4,519.0 |
| Close |
4,553.0 |
4,577.0 |
24.0 |
0.5% |
4,577.0 |
| Range |
40.0 |
39.0 |
-1.0 |
-2.5% |
75.0 |
| ATR |
55.5 |
54.5 |
-1.0 |
-1.9% |
0.0 |
| Volume |
29,916 |
49,122 |
19,206 |
64.2% |
177,568 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,692.3 |
4,673.7 |
4,598.5 |
|
| R3 |
4,653.3 |
4,634.7 |
4,587.7 |
|
| R2 |
4,614.3 |
4,614.3 |
4,584.2 |
|
| R1 |
4,595.7 |
4,595.7 |
4,580.6 |
4,605.0 |
| PP |
4,575.3 |
4,575.3 |
4,575.3 |
4,580.0 |
| S1 |
4,556.7 |
4,556.7 |
4,573.4 |
4,566.0 |
| S2 |
4,536.3 |
4,536.3 |
4,569.9 |
|
| S3 |
4,497.3 |
4,517.7 |
4,566.3 |
|
| S4 |
4,458.3 |
4,478.7 |
4,555.6 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,788.3 |
4,757.7 |
4,618.3 |
|
| R3 |
4,713.3 |
4,682.7 |
4,597.6 |
|
| R2 |
4,638.3 |
4,638.3 |
4,590.8 |
|
| R1 |
4,607.7 |
4,607.7 |
4,583.9 |
4,623.0 |
| PP |
4,563.3 |
4,563.3 |
4,563.3 |
4,571.0 |
| S1 |
4,532.7 |
4,532.7 |
4,570.1 |
4,548.0 |
| S2 |
4,488.3 |
4,488.3 |
4,563.3 |
|
| S3 |
4,413.3 |
4,457.7 |
4,556.4 |
|
| S4 |
4,338.3 |
4,382.7 |
4,535.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,594.0 |
4,519.0 |
75.0 |
1.6% |
42.4 |
0.9% |
77% |
True |
False |
35,513 |
| 10 |
4,741.0 |
4,519.0 |
222.0 |
4.9% |
42.9 |
0.9% |
26% |
False |
False |
32,448 |
| 20 |
4,773.0 |
4,519.0 |
254.0 |
5.5% |
42.8 |
0.9% |
23% |
False |
False |
31,843 |
| 40 |
4,951.0 |
4,519.0 |
432.0 |
9.4% |
47.2 |
1.0% |
13% |
False |
False |
32,886 |
| 60 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
48.2 |
1.1% |
18% |
False |
False |
33,407 |
| 80 |
5,001.0 |
4,484.0 |
517.0 |
11.3% |
44.9 |
1.0% |
18% |
False |
False |
27,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,759.8 |
|
2.618 |
4,696.1 |
|
1.618 |
4,657.1 |
|
1.000 |
4,633.0 |
|
0.618 |
4,618.1 |
|
HIGH |
4,594.0 |
|
0.618 |
4,579.1 |
|
0.500 |
4,574.5 |
|
0.382 |
4,569.9 |
|
LOW |
4,555.0 |
|
0.618 |
4,530.9 |
|
1.000 |
4,516.0 |
|
1.618 |
4,491.9 |
|
2.618 |
4,452.9 |
|
4.250 |
4,389.3 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,576.2 |
4,570.2 |
| PP |
4,575.3 |
4,563.3 |
| S1 |
4,574.5 |
4,556.5 |
|