| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
5,806.5 |
5,844.0 |
37.5 |
0.6% |
5,837.0 |
| High |
5,885.5 |
5,869.0 |
-16.5 |
-0.3% |
5,892.0 |
| Low |
5,793.5 |
5,737.0 |
-56.5 |
-1.0% |
5,737.0 |
| Close |
5,871.5 |
5,765.0 |
-106.5 |
-1.8% |
5,765.0 |
| Range |
92.0 |
132.0 |
40.0 |
43.5% |
155.0 |
| ATR |
83.1 |
86.8 |
3.7 |
4.4% |
0.0 |
| Volume |
127,243 |
152,689 |
25,446 |
20.0% |
620,611 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,186.5 |
6,107.5 |
5,837.5 |
|
| R3 |
6,054.5 |
5,975.5 |
5,801.5 |
|
| R2 |
5,922.5 |
5,922.5 |
5,789.0 |
|
| R1 |
5,843.5 |
5,843.5 |
5,777.0 |
5,817.0 |
| PP |
5,790.5 |
5,790.5 |
5,790.5 |
5,777.0 |
| S1 |
5,711.5 |
5,711.5 |
5,753.0 |
5,685.0 |
| S2 |
5,658.5 |
5,658.5 |
5,741.0 |
|
| S3 |
5,526.5 |
5,579.5 |
5,728.5 |
|
| S4 |
5,394.5 |
5,447.5 |
5,692.5 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,263.0 |
6,169.0 |
5,850.0 |
|
| R3 |
6,108.0 |
6,014.0 |
5,807.5 |
|
| R2 |
5,953.0 |
5,953.0 |
5,793.5 |
|
| R1 |
5,859.0 |
5,859.0 |
5,779.0 |
5,828.5 |
| PP |
5,798.0 |
5,798.0 |
5,798.0 |
5,783.0 |
| S1 |
5,704.0 |
5,704.0 |
5,751.0 |
5,673.5 |
| S2 |
5,643.0 |
5,643.0 |
5,736.5 |
|
| S3 |
5,488.0 |
5,549.0 |
5,722.5 |
|
| S4 |
5,333.0 |
5,394.0 |
5,680.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,892.0 |
5,737.0 |
155.0 |
2.7% |
86.5 |
1.5% |
18% |
False |
True |
124,122 |
| 10 |
5,996.5 |
5,737.0 |
259.5 |
4.5% |
79.5 |
1.4% |
11% |
False |
True |
116,674 |
| 20 |
6,006.0 |
5,737.0 |
269.0 |
4.7% |
82.5 |
1.4% |
10% |
False |
True |
112,009 |
| 40 |
6,068.5 |
5,737.0 |
331.5 |
5.8% |
79.5 |
1.4% |
8% |
False |
True |
102,818 |
| 60 |
6,068.5 |
5,458.5 |
610.0 |
10.6% |
80.5 |
1.4% |
50% |
False |
False |
103,656 |
| 80 |
6,068.5 |
5,458.5 |
610.0 |
10.6% |
79.0 |
1.4% |
50% |
False |
False |
80,508 |
| 100 |
6,068.5 |
5,458.5 |
610.0 |
10.6% |
69.5 |
1.2% |
50% |
False |
False |
64,424 |
| 120 |
6,068.5 |
5,458.5 |
610.0 |
10.6% |
60.5 |
1.1% |
50% |
False |
False |
53,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,430.0 |
|
2.618 |
6,214.5 |
|
1.618 |
6,082.5 |
|
1.000 |
6,001.0 |
|
0.618 |
5,950.5 |
|
HIGH |
5,869.0 |
|
0.618 |
5,818.5 |
|
0.500 |
5,803.0 |
|
0.382 |
5,787.5 |
|
LOW |
5,737.0 |
|
0.618 |
5,655.5 |
|
1.000 |
5,605.0 |
|
1.618 |
5,523.5 |
|
2.618 |
5,391.5 |
|
4.250 |
5,176.0 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,803.0 |
5,811.0 |
| PP |
5,790.5 |
5,796.0 |
| S1 |
5,777.5 |
5,780.5 |
|