| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,548.0 |
1,548.4 |
0.4 |
0.0% |
1,540.0 |
| High |
1,553.0 |
1,549.5 |
-3.5 |
-0.2% |
1,554.3 |
| Low |
1,540.0 |
1,534.4 |
-5.6 |
-0.4% |
1,523.8 |
| Close |
1,546.4 |
1,541.1 |
-5.3 |
-0.3% |
1,544.9 |
| Range |
13.0 |
15.1 |
2.1 |
16.2% |
30.5 |
| ATR |
19.5 |
19.2 |
-0.3 |
-1.6% |
0.0 |
| Volume |
3,201 |
2,034 |
-1,167 |
-36.5% |
11,744 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.0 |
1,579.1 |
1,549.4 |
|
| R3 |
1,571.9 |
1,564.0 |
1,545.3 |
|
| R2 |
1,556.8 |
1,556.8 |
1,543.9 |
|
| R1 |
1,548.9 |
1,548.9 |
1,542.5 |
1,545.3 |
| PP |
1,541.7 |
1,541.7 |
1,541.7 |
1,539.9 |
| S1 |
1,533.8 |
1,533.8 |
1,539.7 |
1,530.2 |
| S2 |
1,526.6 |
1,526.6 |
1,538.3 |
|
| S3 |
1,511.5 |
1,518.7 |
1,536.9 |
|
| S4 |
1,496.4 |
1,503.6 |
1,532.8 |
|
|
| 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 |
2.2% |
17.2 |
1.1% |
52% |
False |
False |
2,652 |
| 10 |
1,557.0 |
1,518.1 |
38.9 |
2.5% |
15.9 |
1.0% |
59% |
False |
False |
3,541 |
| 20 |
1,557.0 |
1,475.0 |
82.0 |
5.3% |
18.8 |
1.2% |
81% |
False |
False |
4,214 |
| 40 |
1,579.5 |
1,450.0 |
129.5 |
8.4% |
20.7 |
1.3% |
70% |
False |
False |
3,746 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
19.5 |
1.3% |
80% |
False |
False |
3,016 |
| 80 |
1,579.5 |
1,363.1 |
216.4 |
14.0% |
18.6 |
1.2% |
82% |
False |
False |
2,594 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
18.6 |
1.2% |
85% |
False |
False |
2,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,613.7 |
|
2.618 |
1,589.0 |
|
1.618 |
1,573.9 |
|
1.000 |
1,564.6 |
|
0.618 |
1,558.8 |
|
HIGH |
1,549.5 |
|
0.618 |
1,543.7 |
|
0.500 |
1,542.0 |
|
0.382 |
1,540.2 |
|
LOW |
1,534.4 |
|
0.618 |
1,525.1 |
|
1.000 |
1,519.3 |
|
1.618 |
1,510.0 |
|
2.618 |
1,494.9 |
|
4.250 |
1,470.2 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,542.0 |
1,545.7 |
| PP |
1,541.7 |
1,544.2 |
| S1 |
1,541.4 |
1,542.6 |
|