| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1,538.6 |
1,547.7 |
9.1 |
0.6% |
1,545.9 |
| High |
1,553.0 |
1,547.7 |
-5.3 |
-0.3% |
1,557.0 |
| Low |
1,536.5 |
1,529.3 |
-7.2 |
-0.5% |
1,529.3 |
| Close |
1,545.0 |
1,531.5 |
-13.5 |
-0.9% |
1,531.5 |
| Range |
16.5 |
18.4 |
1.9 |
11.5% |
27.7 |
| ATR |
19.0 |
18.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
1,426 |
1,788 |
362 |
25.4% |
11,025 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.4 |
1,579.8 |
1,541.6 |
|
| R3 |
1,573.0 |
1,561.4 |
1,536.6 |
|
| R2 |
1,554.6 |
1,554.6 |
1,534.9 |
|
| R1 |
1,543.0 |
1,543.0 |
1,533.2 |
1,539.6 |
| PP |
1,536.2 |
1,536.2 |
1,536.2 |
1,534.5 |
| S1 |
1,524.6 |
1,524.6 |
1,529.8 |
1,521.2 |
| S2 |
1,517.8 |
1,517.8 |
1,528.1 |
|
| S3 |
1,499.4 |
1,506.2 |
1,526.4 |
|
| S4 |
1,481.0 |
1,487.8 |
1,521.4 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.4 |
1,604.6 |
1,546.7 |
|
| R3 |
1,594.7 |
1,576.9 |
1,539.1 |
|
| R2 |
1,567.0 |
1,567.0 |
1,536.6 |
|
| R1 |
1,549.2 |
1,549.2 |
1,534.0 |
1,544.3 |
| PP |
1,539.3 |
1,539.3 |
1,539.3 |
1,536.8 |
| S1 |
1,521.5 |
1,521.5 |
1,529.0 |
1,516.6 |
| S2 |
1,511.6 |
1,511.6 |
1,526.4 |
|
| S3 |
1,483.9 |
1,493.8 |
1,523.9 |
|
| S4 |
1,456.2 |
1,466.1 |
1,516.3 |
|
|
| 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 |
1,529.3 |
27.7 |
1.8% |
15.0 |
1.0% |
8% |
False |
True |
2,205 |
| 10 |
1,557.0 |
1,523.8 |
33.2 |
2.2% |
16.8 |
1.1% |
23% |
False |
False |
2,611 |
| 20 |
1,557.0 |
1,475.0 |
82.0 |
5.4% |
17.5 |
1.1% |
69% |
False |
False |
3,845 |
| 40 |
1,579.5 |
1,457.9 |
121.6 |
7.9% |
20.7 |
1.4% |
61% |
False |
False |
3,678 |
| 60 |
1,579.5 |
1,392.3 |
187.2 |
12.2% |
19.2 |
1.3% |
74% |
False |
False |
3,034 |
| 80 |
1,579.5 |
1,375.6 |
203.9 |
13.3% |
18.7 |
1.2% |
76% |
False |
False |
2,588 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.1% |
18.5 |
1.2% |
82% |
False |
False |
2,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,625.9 |
|
2.618 |
1,595.9 |
|
1.618 |
1,577.5 |
|
1.000 |
1,566.1 |
|
0.618 |
1,559.1 |
|
HIGH |
1,547.7 |
|
0.618 |
1,540.7 |
|
0.500 |
1,538.5 |
|
0.382 |
1,536.3 |
|
LOW |
1,529.3 |
|
0.618 |
1,517.9 |
|
1.000 |
1,510.9 |
|
1.618 |
1,499.5 |
|
2.618 |
1,481.1 |
|
4.250 |
1,451.1 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,538.5 |
1,541.2 |
| PP |
1,536.2 |
1,537.9 |
| S1 |
1,533.8 |
1,534.7 |
|