| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,273.50 |
2,250.75 |
-22.75 |
-1.0% |
2,331.25 |
| High |
2,278.00 |
2,267.50 |
-10.50 |
-0.5% |
2,380.75 |
| Low |
2,246.75 |
2,245.50 |
-1.25 |
-0.1% |
2,284.75 |
| Close |
2,248.00 |
2,252.50 |
4.50 |
0.2% |
2,287.50 |
| Range |
31.25 |
22.00 |
-9.25 |
-29.6% |
96.00 |
| ATR |
32.86 |
32.08 |
-0.78 |
-2.4% |
0.00 |
| Volume |
274,206 |
186,589 |
-87,617 |
-32.0% |
1,028,352 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.25 |
2,308.75 |
2,264.50 |
|
| R3 |
2,299.25 |
2,286.75 |
2,258.50 |
|
| R2 |
2,277.25 |
2,277.25 |
2,256.50 |
|
| R1 |
2,264.75 |
2,264.75 |
2,254.50 |
2,271.00 |
| PP |
2,255.25 |
2,255.25 |
2,255.25 |
2,258.25 |
| S1 |
2,242.75 |
2,242.75 |
2,250.50 |
2,249.00 |
| S2 |
2,233.25 |
2,233.25 |
2,248.50 |
|
| S3 |
2,211.25 |
2,220.75 |
2,246.50 |
|
| S4 |
2,189.25 |
2,198.75 |
2,240.50 |
|
|
| 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 |
2,328.00 |
2,245.50 |
82.50 |
3.7% |
29.00 |
1.3% |
8% |
False |
True |
239,378 |
| 10 |
2,380.75 |
2,245.50 |
135.25 |
6.0% |
32.25 |
1.4% |
5% |
False |
True |
233,790 |
| 20 |
2,414.25 |
2,245.50 |
168.75 |
7.5% |
33.25 |
1.5% |
4% |
False |
True |
257,112 |
| 40 |
2,428.00 |
2,245.50 |
182.50 |
8.1% |
32.00 |
1.4% |
4% |
False |
True |
266,631 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
33.25 |
1.5% |
28% |
False |
False |
268,065 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
35.00 |
1.6% |
28% |
False |
False |
219,162 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
34.25 |
1.5% |
28% |
False |
False |
175,365 |
| 120 |
2,428.00 |
2,185.75 |
242.25 |
10.8% |
32.00 |
1.4% |
28% |
False |
False |
146,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.00 |
|
2.618 |
2,325.00 |
|
1.618 |
2,303.00 |
|
1.000 |
2,289.50 |
|
0.618 |
2,281.00 |
|
HIGH |
2,267.50 |
|
0.618 |
2,259.00 |
|
0.500 |
2,256.50 |
|
0.382 |
2,254.00 |
|
LOW |
2,245.50 |
|
0.618 |
2,232.00 |
|
1.000 |
2,223.50 |
|
1.618 |
2,210.00 |
|
2.618 |
2,188.00 |
|
4.250 |
2,152.00 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,256.50 |
2,267.00 |
| PP |
2,255.25 |
2,262.00 |
| S1 |
2,253.75 |
2,257.25 |
|