| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,792.0 |
2,777.0 |
-15.0 |
-0.5% |
2,826.0 |
| High |
2,797.0 |
2,781.0 |
-16.0 |
-0.6% |
2,874.0 |
| Low |
2,748.0 |
2,741.0 |
-7.0 |
-0.3% |
2,748.0 |
| Close |
2,789.0 |
2,741.0 |
-48.0 |
-1.7% |
2,789.0 |
| Range |
49.0 |
40.0 |
-9.0 |
-18.4% |
126.0 |
| ATR |
49.2 |
49.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
3,045 |
907 |
-2,138 |
-70.2% |
37,933 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.3 |
2,847.7 |
2,763.0 |
|
| R3 |
2,834.3 |
2,807.7 |
2,752.0 |
|
| R2 |
2,794.3 |
2,794.3 |
2,748.3 |
|
| R1 |
2,767.7 |
2,767.7 |
2,744.7 |
2,761.0 |
| PP |
2,754.3 |
2,754.3 |
2,754.3 |
2,751.0 |
| S1 |
2,727.7 |
2,727.7 |
2,737.3 |
2,721.0 |
| S2 |
2,714.3 |
2,714.3 |
2,733.7 |
|
| S3 |
2,674.3 |
2,687.7 |
2,730.0 |
|
| S4 |
2,634.3 |
2,647.7 |
2,719.0 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.7 |
3,111.3 |
2,858.3 |
|
| R3 |
3,055.7 |
2,985.3 |
2,823.7 |
|
| R2 |
2,929.7 |
2,929.7 |
2,812.1 |
|
| R1 |
2,859.3 |
2,859.3 |
2,800.6 |
2,831.5 |
| PP |
2,803.7 |
2,803.7 |
2,803.7 |
2,789.8 |
| S1 |
2,733.3 |
2,733.3 |
2,777.5 |
2,705.5 |
| S2 |
2,677.7 |
2,677.7 |
2,765.9 |
|
| S3 |
2,551.7 |
2,607.3 |
2,754.4 |
|
| S4 |
2,425.7 |
2,481.3 |
2,719.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,874.0 |
2,741.0 |
133.0 |
4.9% |
49.8 |
1.8% |
0% |
False |
True |
7,768 |
| 10 |
2,874.0 |
2,741.0 |
133.0 |
4.9% |
43.9 |
1.6% |
0% |
False |
True |
5,868 |
| 20 |
2,933.0 |
2,741.0 |
192.0 |
7.0% |
45.5 |
1.7% |
0% |
False |
True |
7,850 |
| 40 |
2,975.0 |
2,741.0 |
234.0 |
8.5% |
41.3 |
1.5% |
0% |
False |
True |
22,421 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
14.0% |
43.0 |
1.6% |
39% |
False |
False |
19,564 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
42.1 |
1.5% |
37% |
False |
False |
15,072 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.9% |
39.9 |
1.5% |
37% |
False |
False |
12,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.0 |
|
2.618 |
2,885.7 |
|
1.618 |
2,845.7 |
|
1.000 |
2,821.0 |
|
0.618 |
2,805.7 |
|
HIGH |
2,781.0 |
|
0.618 |
2,765.7 |
|
0.500 |
2,761.0 |
|
0.382 |
2,756.3 |
|
LOW |
2,741.0 |
|
0.618 |
2,716.3 |
|
1.000 |
2,701.0 |
|
1.618 |
2,676.3 |
|
2.618 |
2,636.3 |
|
4.250 |
2,571.0 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.0 |
2,774.5 |
| PP |
2,754.3 |
2,763.3 |
| S1 |
2,747.7 |
2,752.2 |
|