| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
12,443.40 |
12,569.41 |
126.01 |
1.0% |
12,511.36 |
| High |
12,574.29 |
12,569.49 |
-4.80 |
0.0% |
12,511.36 |
| Low |
12,443.40 |
12,282.42 |
-160.98 |
-1.3% |
12,309.52 |
| Close |
12,569.79 |
12,290.14 |
-279.65 |
-2.2% |
12,441.58 |
| Range |
130.89 |
287.07 |
156.18 |
119.3% |
201.84 |
| ATR |
126.73 |
138.21 |
11.47 |
9.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,241.89 |
13,053.09 |
12,448.03 |
|
| R3 |
12,954.82 |
12,766.02 |
12,369.08 |
|
| R2 |
12,667.75 |
12,667.75 |
12,342.77 |
|
| R1 |
12,478.95 |
12,478.95 |
12,316.45 |
12,429.82 |
| PP |
12,380.68 |
12,380.68 |
12,380.68 |
12,356.12 |
| S1 |
12,191.88 |
12,191.88 |
12,263.83 |
12,142.75 |
| S2 |
12,093.61 |
12,093.61 |
12,237.51 |
|
| S3 |
11,806.54 |
11,904.81 |
12,211.20 |
|
| S4 |
11,519.47 |
11,617.74 |
12,132.25 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,026.34 |
12,935.80 |
12,552.59 |
|
| R3 |
12,824.50 |
12,733.96 |
12,497.09 |
|
| R2 |
12,622.66 |
12,622.66 |
12,478.58 |
|
| R1 |
12,532.12 |
12,532.12 |
12,460.08 |
12,476.47 |
| PP |
12,420.82 |
12,420.82 |
12,420.82 |
12,393.00 |
| S1 |
12,330.28 |
12,330.28 |
12,423.08 |
12,274.63 |
| S2 |
12,218.98 |
12,218.98 |
12,404.58 |
|
| S3 |
12,017.14 |
12,128.44 |
12,386.07 |
|
| S4 |
11,815.30 |
11,926.60 |
12,330.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,574.29 |
12,282.42 |
291.87 |
2.4% |
151.65 |
1.2% |
3% |
False |
True |
|
| 10 |
12,633.59 |
12,282.42 |
351.17 |
2.9% |
135.75 |
1.1% |
2% |
False |
True |
|
| 20 |
12,806.68 |
12,282.42 |
524.26 |
4.3% |
143.67 |
1.2% |
1% |
False |
True |
|
| 40 |
12,876.00 |
12,093.89 |
782.11 |
6.4% |
128.11 |
1.0% |
25% |
False |
False |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
132.65 |
1.1% |
56% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
129.84 |
1.1% |
56% |
False |
False |
|
| 100 |
12,876.00 |
11,555.48 |
1,320.52 |
10.7% |
122.29 |
1.0% |
56% |
False |
False |
|
| 120 |
12,876.00 |
11,331.50 |
1,544.50 |
12.6% |
113.26 |
0.9% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,789.54 |
|
2.618 |
13,321.04 |
|
1.618 |
13,033.97 |
|
1.000 |
12,856.56 |
|
0.618 |
12,746.90 |
|
HIGH |
12,569.49 |
|
0.618 |
12,459.83 |
|
0.500 |
12,425.96 |
|
0.382 |
12,392.08 |
|
LOW |
12,282.42 |
|
0.618 |
12,105.01 |
|
1.000 |
11,995.35 |
|
1.618 |
11,817.94 |
|
2.618 |
11,530.87 |
|
4.250 |
11,062.37 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,425.96 |
12,428.36 |
| PP |
12,380.68 |
12,382.28 |
| S1 |
12,335.41 |
12,336.21 |
|