| 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 |
12,422 |
12,568 |
146 |
1.2% |
12,448 |
| High |
12,575 |
12,591 |
16 |
0.1% |
12,474 |
| Low |
12,420 |
12,263 |
-157 |
-1.3% |
12,227 |
| Close |
12,558 |
12,274 |
-284 |
-2.3% |
12,428 |
| Range |
155 |
328 |
173 |
111.6% |
247 |
| ATR |
144 |
157 |
13 |
9.1% |
0 |
| Volume |
78,552 |
147,274 |
68,722 |
87.5% |
536,214 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,360 |
13,145 |
12,455 |
|
| R3 |
13,032 |
12,817 |
12,364 |
|
| R2 |
12,704 |
12,704 |
12,334 |
|
| R1 |
12,489 |
12,489 |
12,304 |
12,433 |
| PP |
12,376 |
12,376 |
12,376 |
12,348 |
| S1 |
12,161 |
12,161 |
12,244 |
12,105 |
| S2 |
12,048 |
12,048 |
12,214 |
|
| S3 |
11,720 |
11,833 |
12,184 |
|
| S4 |
11,392 |
11,505 |
12,094 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,117 |
13,020 |
12,564 |
|
| R3 |
12,870 |
12,773 |
12,496 |
|
| R2 |
12,623 |
12,623 |
12,473 |
|
| R1 |
12,526 |
12,526 |
12,451 |
12,451 |
| PP |
12,376 |
12,376 |
12,376 |
12,339 |
| S1 |
12,279 |
12,279 |
12,405 |
12,204 |
| S2 |
12,129 |
12,129 |
12,383 |
|
| S3 |
11,882 |
12,032 |
12,360 |
|
| S4 |
11,635 |
11,785 |
12,292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,591 |
12,227 |
364 |
3.0% |
179 |
1.5% |
13% |
True |
False |
108,928 |
| 10 |
12,615 |
12,227 |
388 |
3.2% |
151 |
1.2% |
12% |
False |
False |
107,287 |
| 20 |
12,777 |
12,227 |
550 |
4.5% |
163 |
1.3% |
9% |
False |
False |
119,152 |
| 40 |
12,873 |
12,036 |
837 |
6.8% |
147 |
1.2% |
28% |
False |
False |
107,552 |
| 60 |
12,873 |
11,451 |
1,422 |
11.6% |
152 |
1.2% |
58% |
False |
False |
105,135 |
| 80 |
12,873 |
11,451 |
1,422 |
11.6% |
148 |
1.2% |
58% |
False |
False |
78,902 |
| 100 |
12,873 |
11,451 |
1,422 |
11.6% |
139 |
1.1% |
58% |
False |
False |
63,129 |
| 120 |
12,873 |
11,200 |
1,673 |
13.6% |
124 |
1.0% |
64% |
False |
False |
52,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,985 |
|
2.618 |
13,450 |
|
1.618 |
13,122 |
|
1.000 |
12,919 |
|
0.618 |
12,794 |
|
HIGH |
12,591 |
|
0.618 |
12,466 |
|
0.500 |
12,427 |
|
0.382 |
12,388 |
|
LOW |
12,263 |
|
0.618 |
12,060 |
|
1.000 |
11,935 |
|
1.618 |
11,732 |
|
2.618 |
11,404 |
|
4.250 |
10,869 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,427 |
12,427 |
| PP |
12,376 |
12,376 |
| S1 |
12,325 |
12,325 |
|