| 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 |
12,133 |
12,086 |
-47 |
-0.4% |
12,422 |
| High |
12,142 |
12,165 |
23 |
0.2% |
12,591 |
| Low |
12,057 |
12,047 |
-10 |
-0.1% |
12,082 |
| Close |
12,087 |
12,072 |
-15 |
-0.1% |
12,125 |
| Range |
85 |
118 |
33 |
38.8% |
509 |
| ATR |
151 |
149 |
-2 |
-1.6% |
0 |
| Volume |
101,824 |
109,590 |
7,766 |
7.6% |
484,436 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,449 |
12,378 |
12,137 |
|
| R3 |
12,331 |
12,260 |
12,105 |
|
| R2 |
12,213 |
12,213 |
12,094 |
|
| R1 |
12,142 |
12,142 |
12,083 |
12,119 |
| PP |
12,095 |
12,095 |
12,095 |
12,083 |
| S1 |
12,024 |
12,024 |
12,061 |
12,001 |
| S2 |
11,977 |
11,977 |
12,050 |
|
| S3 |
11,859 |
11,906 |
12,040 |
|
| S4 |
11,741 |
11,788 |
12,007 |
|
|
| 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 |
12,047 |
544 |
4.5% |
167 |
1.4% |
5% |
False |
True |
123,459 |
| 10 |
12,591 |
12,047 |
544 |
4.5% |
149 |
1.2% |
5% |
False |
True |
111,565 |
| 20 |
12,740 |
12,047 |
693 |
5.7% |
154 |
1.3% |
4% |
False |
True |
113,919 |
| 40 |
12,873 |
12,036 |
837 |
6.9% |
149 |
1.2% |
4% |
False |
False |
109,996 |
| 60 |
12,873 |
11,451 |
1,422 |
11.8% |
149 |
1.2% |
44% |
False |
False |
109,775 |
| 80 |
12,873 |
11,451 |
1,422 |
11.8% |
150 |
1.2% |
44% |
False |
False |
84,775 |
| 100 |
12,873 |
11,451 |
1,422 |
11.8% |
140 |
1.2% |
44% |
False |
False |
67,829 |
| 120 |
12,873 |
11,336 |
1,537 |
12.7% |
127 |
1.0% |
48% |
False |
False |
56,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,667 |
|
2.618 |
12,474 |
|
1.618 |
12,356 |
|
1.000 |
12,283 |
|
0.618 |
12,238 |
|
HIGH |
12,165 |
|
0.618 |
12,120 |
|
0.500 |
12,106 |
|
0.382 |
12,092 |
|
LOW |
12,047 |
|
0.618 |
11,974 |
|
1.000 |
11,929 |
|
1.618 |
11,856 |
|
2.618 |
11,738 |
|
4.250 |
11,546 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,106 |
12,148 |
| PP |
12,095 |
12,122 |
| S1 |
12,083 |
12,097 |
|