| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
12,280 |
12,236 |
-44 |
-0.4% |
12,422 |
| High |
12,313 |
12,248 |
-65 |
-0.5% |
12,591 |
| Low |
12,178 |
12,082 |
-96 |
-0.8% |
12,082 |
| Close |
12,238 |
12,125 |
-113 |
-0.9% |
12,125 |
| Range |
135 |
166 |
31 |
23.0% |
509 |
| ATR |
156 |
157 |
1 |
0.5% |
0 |
| Volume |
134,562 |
124,048 |
-10,514 |
-7.8% |
484,436 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,650 |
12,553 |
12,216 |
|
| R3 |
12,484 |
12,387 |
12,171 |
|
| R2 |
12,318 |
12,318 |
12,156 |
|
| R1 |
12,221 |
12,221 |
12,140 |
12,187 |
| PP |
12,152 |
12,152 |
12,152 |
12,134 |
| S1 |
12,055 |
12,055 |
12,110 |
12,021 |
| S2 |
11,986 |
11,986 |
12,095 |
|
| S3 |
11,820 |
11,889 |
12,079 |
|
| S4 |
11,654 |
11,723 |
12,034 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,793 |
13,468 |
12,405 |
|
| R3 |
13,284 |
12,959 |
12,265 |
|
| R2 |
12,775 |
12,775 |
12,218 |
|
| R1 |
12,450 |
12,450 |
12,172 |
12,358 |
| PP |
12,266 |
12,266 |
12,266 |
12,220 |
| S1 |
11,941 |
11,941 |
12,078 |
11,849 |
| S2 |
11,757 |
11,757 |
12,032 |
|
| S3 |
11,248 |
11,432 |
11,985 |
|
| S4 |
10,739 |
10,923 |
11,845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,591 |
12,082 |
509 |
4.2% |
175 |
1.4% |
8% |
False |
True |
112,597 |
| 10 |
12,603 |
12,082 |
521 |
4.3% |
157 |
1.3% |
8% |
False |
True |
114,185 |
| 20 |
12,740 |
12,082 |
658 |
5.4% |
157 |
1.3% |
7% |
False |
True |
116,909 |
| 40 |
12,873 |
12,036 |
837 |
6.9% |
150 |
1.2% |
11% |
False |
False |
109,819 |
| 60 |
12,873 |
11,451 |
1,422 |
11.7% |
152 |
1.3% |
47% |
False |
False |
109,084 |
| 80 |
12,873 |
11,451 |
1,422 |
11.7% |
149 |
1.2% |
47% |
False |
False |
82,135 |
| 100 |
12,873 |
11,451 |
1,422 |
11.7% |
139 |
1.1% |
47% |
False |
False |
65,715 |
| 120 |
12,873 |
11,293 |
1,580 |
13.0% |
125 |
1.0% |
53% |
False |
False |
54,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,954 |
|
2.618 |
12,683 |
|
1.618 |
12,517 |
|
1.000 |
12,414 |
|
0.618 |
12,351 |
|
HIGH |
12,248 |
|
0.618 |
12,185 |
|
0.500 |
12,165 |
|
0.382 |
12,146 |
|
LOW |
12,082 |
|
0.618 |
11,980 |
|
1.000 |
11,916 |
|
1.618 |
11,814 |
|
2.618 |
11,648 |
|
4.250 |
11,377 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,165 |
12,337 |
| PP |
12,152 |
12,266 |
| S1 |
12,138 |
12,196 |
|