| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,755.0 |
2,743.0 |
-12.0 |
-0.4% |
2,826.0 |
| High |
2,765.0 |
2,789.0 |
24.0 |
0.9% |
2,874.0 |
| Low |
2,731.0 |
2,738.0 |
7.0 |
0.3% |
2,748.0 |
| Close |
2,735.0 |
2,772.0 |
37.0 |
1.4% |
2,789.0 |
| Range |
34.0 |
51.0 |
17.0 |
50.0% |
126.0 |
| ATR |
48.3 |
48.7 |
0.4 |
0.8% |
0.0 |
| Volume |
13,133 |
25,787 |
12,654 |
96.4% |
37,933 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,896.7 |
2,800.1 |
|
| R3 |
2,868.3 |
2,845.7 |
2,786.0 |
|
| R2 |
2,817.3 |
2,817.3 |
2,781.4 |
|
| R1 |
2,794.7 |
2,794.7 |
2,776.7 |
2,806.0 |
| PP |
2,766.3 |
2,766.3 |
2,766.3 |
2,772.0 |
| S1 |
2,743.7 |
2,743.7 |
2,767.3 |
2,755.0 |
| S2 |
2,715.3 |
2,715.3 |
2,762.7 |
|
| S3 |
2,664.3 |
2,692.7 |
2,758.0 |
|
| S4 |
2,613.3 |
2,641.7 |
2,744.0 |
|
|
| 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 |
2,797.0 |
2,731.0 |
66.0 |
2.4% |
42.0 |
1.5% |
62% |
False |
False |
10,396 |
| 10 |
2,874.0 |
2,731.0 |
143.0 |
5.2% |
44.0 |
1.6% |
29% |
False |
False |
9,233 |
| 20 |
2,910.0 |
2,731.0 |
179.0 |
6.5% |
44.1 |
1.6% |
23% |
False |
False |
10,191 |
| 40 |
2,975.0 |
2,731.0 |
244.0 |
8.8% |
42.5 |
1.5% |
17% |
False |
False |
23,572 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.9% |
43.1 |
1.6% |
47% |
False |
False |
19,503 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
42.2 |
1.5% |
44% |
False |
False |
15,664 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
40.4 |
1.5% |
44% |
False |
False |
12,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.8 |
|
2.618 |
2,922.5 |
|
1.618 |
2,871.5 |
|
1.000 |
2,840.0 |
|
0.618 |
2,820.5 |
|
HIGH |
2,789.0 |
|
0.618 |
2,769.5 |
|
0.500 |
2,763.5 |
|
0.382 |
2,757.5 |
|
LOW |
2,738.0 |
|
0.618 |
2,706.5 |
|
1.000 |
2,687.0 |
|
1.618 |
2,655.5 |
|
2.618 |
2,604.5 |
|
4.250 |
2,521.3 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.2 |
2,768.0 |
| PP |
2,766.3 |
2,764.0 |
| S1 |
2,763.5 |
2,760.0 |
|