| 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 |
1,537.2 |
1,545.9 |
8.7 |
0.6% |
1,540.0 |
| High |
1,550.0 |
1,557.0 |
7.0 |
0.5% |
1,554.3 |
| Low |
1,528.1 |
1,544.8 |
16.7 |
1.1% |
1,523.8 |
| Close |
1,544.9 |
1,549.7 |
4.8 |
0.3% |
1,544.9 |
| Range |
21.9 |
12.2 |
-9.7 |
-44.3% |
30.5 |
| ATR |
20.6 |
20.0 |
-0.6 |
-2.9% |
0.0 |
| Volume |
2,121 |
2,576 |
455 |
21.5% |
11,744 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.1 |
1,580.6 |
1,556.4 |
|
| R3 |
1,574.9 |
1,568.4 |
1,553.1 |
|
| R2 |
1,562.7 |
1,562.7 |
1,551.9 |
|
| R1 |
1,556.2 |
1,556.2 |
1,550.8 |
1,559.5 |
| PP |
1,550.5 |
1,550.5 |
1,550.5 |
1,552.1 |
| S1 |
1,544.0 |
1,544.0 |
1,548.6 |
1,547.3 |
| S2 |
1,538.3 |
1,538.3 |
1,547.5 |
|
| S3 |
1,526.1 |
1,531.8 |
1,546.3 |
|
| S4 |
1,513.9 |
1,519.6 |
1,543.0 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.5 |
1,619.2 |
1,561.7 |
|
| R3 |
1,602.0 |
1,588.7 |
1,553.3 |
|
| R2 |
1,571.5 |
1,571.5 |
1,550.5 |
|
| R1 |
1,558.2 |
1,558.2 |
1,547.7 |
1,564.9 |
| PP |
1,541.0 |
1,541.0 |
1,541.0 |
1,544.3 |
| S1 |
1,527.7 |
1,527.7 |
1,542.1 |
1,534.4 |
| S2 |
1,510.5 |
1,510.5 |
1,539.3 |
|
| S3 |
1,480.0 |
1,497.2 |
1,536.5 |
|
| S4 |
1,449.5 |
1,466.7 |
1,528.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,557.0 |
1,523.8 |
33.2 |
2.1% |
17.3 |
1.1% |
78% |
True |
False |
2,864 |
| 10 |
1,557.0 |
1,508.4 |
48.6 |
3.1% |
15.9 |
1.0% |
85% |
True |
False |
4,044 |
| 20 |
1,557.0 |
1,475.0 |
82.0 |
5.3% |
19.2 |
1.2% |
91% |
True |
False |
4,783 |
| 40 |
1,579.5 |
1,450.0 |
129.5 |
8.4% |
20.9 |
1.3% |
77% |
False |
False |
3,727 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.4% |
19.5 |
1.3% |
85% |
False |
False |
2,966 |
| 80 |
1,579.5 |
1,359.0 |
220.5 |
14.2% |
18.6 |
1.2% |
86% |
False |
False |
2,548 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
16.9% |
18.7 |
1.2% |
89% |
False |
False |
2,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,608.9 |
|
2.618 |
1,588.9 |
|
1.618 |
1,576.7 |
|
1.000 |
1,569.2 |
|
0.618 |
1,564.5 |
|
HIGH |
1,557.0 |
|
0.618 |
1,552.3 |
|
0.500 |
1,550.9 |
|
0.382 |
1,549.5 |
|
LOW |
1,544.8 |
|
0.618 |
1,537.3 |
|
1.000 |
1,532.6 |
|
1.618 |
1,525.1 |
|
2.618 |
1,512.9 |
|
4.250 |
1,493.0 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,550.9 |
1,546.6 |
| PP |
1,550.5 |
1,543.5 |
| S1 |
1,550.1 |
1,540.4 |
|