| 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 |
2,270.75 |
2,245.00 |
-25.75 |
-1.1% |
2,329.50 |
| High |
2,274.50 |
2,263.75 |
-10.75 |
-0.5% |
2,376.75 |
| Low |
2,243.25 |
2,241.75 |
-1.50 |
-0.1% |
2,282.00 |
| Close |
2,244.25 |
2,249.00 |
4.75 |
0.2% |
2,284.00 |
| Range |
31.25 |
22.00 |
-9.25 |
-29.6% |
94.75 |
| ATR |
32.12 |
31.40 |
-0.72 |
-2.3% |
0.00 |
| Volume |
16,551 |
98,538 |
81,987 |
495.4% |
3,463 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,317.50 |
2,305.25 |
2,261.00 |
|
| R3 |
2,295.50 |
2,283.25 |
2,255.00 |
|
| R2 |
2,273.50 |
2,273.50 |
2,253.00 |
|
| R1 |
2,261.25 |
2,261.25 |
2,251.00 |
2,267.50 |
| PP |
2,251.50 |
2,251.50 |
2,251.50 |
2,254.50 |
| S1 |
2,239.25 |
2,239.25 |
2,247.00 |
2,245.50 |
| S2 |
2,229.50 |
2,229.50 |
2,245.00 |
|
| S3 |
2,207.50 |
2,217.25 |
2,243.00 |
|
| S4 |
2,185.50 |
2,195.25 |
2,237.00 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.50 |
2,536.00 |
2,336.00 |
|
| R3 |
2,503.75 |
2,441.25 |
2,310.00 |
|
| R2 |
2,409.00 |
2,409.00 |
2,301.25 |
|
| R1 |
2,346.50 |
2,346.50 |
2,292.75 |
2,330.50 |
| PP |
2,314.25 |
2,314.25 |
2,314.25 |
2,306.25 |
| S1 |
2,251.75 |
2,251.75 |
2,275.25 |
2,235.50 |
| S2 |
2,219.50 |
2,219.50 |
2,266.75 |
|
| S3 |
2,124.75 |
2,157.00 |
2,258.00 |
|
| S4 |
2,030.00 |
2,062.25 |
2,232.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,324.25 |
2,241.75 |
82.50 |
3.7% |
28.75 |
1.3% |
9% |
False |
True |
26,046 |
| 10 |
2,376.75 |
2,241.75 |
135.00 |
6.0% |
31.50 |
1.4% |
5% |
False |
True |
13,286 |
| 20 |
2,410.00 |
2,241.75 |
168.25 |
7.5% |
32.50 |
1.4% |
4% |
False |
True |
6,761 |
| 40 |
2,423.00 |
2,241.75 |
181.25 |
8.1% |
30.50 |
1.4% |
4% |
False |
True |
3,499 |
| 60 |
2,423.00 |
2,185.00 |
238.00 |
10.6% |
31.25 |
1.4% |
27% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,357.25 |
|
2.618 |
2,321.25 |
|
1.618 |
2,299.25 |
|
1.000 |
2,285.75 |
|
0.618 |
2,277.25 |
|
HIGH |
2,263.75 |
|
0.618 |
2,255.25 |
|
0.500 |
2,252.75 |
|
0.382 |
2,250.25 |
|
LOW |
2,241.75 |
|
0.618 |
2,228.25 |
|
1.000 |
2,219.75 |
|
1.618 |
2,206.25 |
|
2.618 |
2,184.25 |
|
4.250 |
2,148.25 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,252.75 |
2,263.00 |
| PP |
2,251.50 |
2,258.25 |
| S1 |
2,250.25 |
2,253.75 |
|