| 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 |
2,288.50 |
2,274.00 |
-14.50 |
-0.6% |
2,331.25 |
| High |
2,299.25 |
2,288.25 |
-11.00 |
-0.5% |
2,380.75 |
| Low |
2,271.25 |
2,268.00 |
-3.25 |
-0.1% |
2,284.75 |
| Close |
2,274.00 |
2,273.75 |
-0.25 |
0.0% |
2,287.50 |
| Range |
28.00 |
20.25 |
-7.75 |
-27.7% |
96.00 |
| ATR |
33.96 |
32.98 |
-0.98 |
-2.9% |
0.00 |
| Volume |
221,797 |
226,064 |
4,267 |
1.9% |
1,028,352 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.50 |
2,325.75 |
2,285.00 |
|
| R3 |
2,317.25 |
2,305.50 |
2,279.25 |
|
| R2 |
2,297.00 |
2,297.00 |
2,277.50 |
|
| R1 |
2,285.25 |
2,285.25 |
2,275.50 |
2,281.00 |
| PP |
2,276.75 |
2,276.75 |
2,276.75 |
2,274.50 |
| S1 |
2,265.00 |
2,265.00 |
2,272.00 |
2,260.75 |
| S2 |
2,256.50 |
2,256.50 |
2,270.00 |
|
| S3 |
2,236.25 |
2,244.75 |
2,268.25 |
|
| S4 |
2,216.00 |
2,224.50 |
2,262.50 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.75 |
2,542.50 |
2,340.25 |
|
| R3 |
2,509.75 |
2,446.50 |
2,314.00 |
|
| R2 |
2,413.75 |
2,413.75 |
2,305.00 |
|
| R1 |
2,350.50 |
2,350.50 |
2,296.25 |
2,334.00 |
| PP |
2,317.75 |
2,317.75 |
2,317.75 |
2,309.50 |
| S1 |
2,254.50 |
2,254.50 |
2,278.75 |
2,238.00 |
| S2 |
2,221.75 |
2,221.75 |
2,270.00 |
|
| S3 |
2,125.75 |
2,158.50 |
2,261.00 |
|
| S4 |
2,029.75 |
2,062.50 |
2,234.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,380.75 |
2,268.00 |
112.75 |
5.0% |
35.25 |
1.5% |
5% |
False |
True |
264,260 |
| 10 |
2,380.75 |
2,268.00 |
112.75 |
5.0% |
33.25 |
1.5% |
5% |
False |
True |
238,236 |
| 20 |
2,415.25 |
2,268.00 |
147.25 |
6.5% |
34.00 |
1.5% |
4% |
False |
True |
263,523 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.8% |
32.00 |
1.4% |
13% |
False |
False |
267,936 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
34.00 |
1.5% |
36% |
False |
False |
274,577 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
35.00 |
1.5% |
36% |
False |
False |
213,417 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
34.00 |
1.5% |
36% |
False |
False |
170,759 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.7% |
31.50 |
1.4% |
36% |
False |
False |
142,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.25 |
|
2.618 |
2,341.25 |
|
1.618 |
2,321.00 |
|
1.000 |
2,308.50 |
|
0.618 |
2,300.75 |
|
HIGH |
2,288.25 |
|
0.618 |
2,280.50 |
|
0.500 |
2,278.00 |
|
0.382 |
2,275.75 |
|
LOW |
2,268.00 |
|
0.618 |
2,255.50 |
|
1.000 |
2,247.75 |
|
1.618 |
2,235.25 |
|
2.618 |
2,215.00 |
|
4.250 |
2,182.00 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,278.00 |
2,298.00 |
| PP |
2,276.75 |
2,290.00 |
| S1 |
2,275.25 |
2,281.75 |
|