| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,618.0 |
2,616.0 |
-2.0 |
-0.1% |
2,560.0 |
| High |
2,640.0 |
2,619.0 |
-21.0 |
-0.8% |
2,640.0 |
| Low |
2,565.0 |
2,592.0 |
27.0 |
1.1% |
2,433.0 |
| Close |
2,607.0 |
2,601.0 |
-6.0 |
-0.2% |
2,607.0 |
| Range |
75.0 |
27.0 |
-48.0 |
-64.0% |
207.0 |
| ATR |
100.5 |
95.3 |
-5.3 |
-5.2% |
0.0 |
| Volume |
1,516,519 |
0 |
-1,516,519 |
-100.0% |
9,152,649 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.0 |
2,670.0 |
2,615.9 |
|
| R3 |
2,658.0 |
2,643.0 |
2,608.4 |
|
| R2 |
2,631.0 |
2,631.0 |
2,606.0 |
|
| R1 |
2,616.0 |
2,616.0 |
2,603.5 |
2,610.0 |
| PP |
2,604.0 |
2,604.0 |
2,604.0 |
2,601.0 |
| S1 |
2,589.0 |
2,589.0 |
2,598.5 |
2,583.0 |
| S2 |
2,577.0 |
2,577.0 |
2,596.1 |
|
| S3 |
2,550.0 |
2,562.0 |
2,593.6 |
|
| S4 |
2,523.0 |
2,535.0 |
2,586.2 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.0 |
3,101.0 |
2,720.9 |
|
| R3 |
2,974.0 |
2,894.0 |
2,663.9 |
|
| R2 |
2,767.0 |
2,767.0 |
2,645.0 |
|
| R1 |
2,687.0 |
2,687.0 |
2,626.0 |
2,727.0 |
| PP |
2,560.0 |
2,560.0 |
2,560.0 |
2,580.0 |
| S1 |
2,480.0 |
2,480.0 |
2,588.0 |
2,520.0 |
| S2 |
2,353.0 |
2,353.0 |
2,569.1 |
|
| S3 |
2,146.0 |
2,273.0 |
2,550.1 |
|
| S4 |
1,939.0 |
2,066.0 |
2,493.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,640.0 |
2,433.0 |
207.0 |
8.0% |
78.6 |
3.0% |
81% |
False |
False |
1,574,742 |
| 10 |
2,688.0 |
2,433.0 |
255.0 |
9.8% |
86.6 |
3.3% |
66% |
False |
False |
1,976,377 |
| 20 |
2,768.0 |
2,333.0 |
435.0 |
16.7% |
112.0 |
4.3% |
62% |
False |
False |
2,326,041 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
83.9 |
3.2% |
43% |
False |
False |
1,822,447 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
68.9 |
2.7% |
43% |
False |
False |
1,468,349 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
64.5 |
2.5% |
43% |
False |
False |
1,102,440 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
64.1 |
2.5% |
42% |
False |
False |
882,373 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
59.5 |
2.3% |
42% |
False |
False |
736,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.8 |
|
2.618 |
2,689.7 |
|
1.618 |
2,662.7 |
|
1.000 |
2,646.0 |
|
0.618 |
2,635.7 |
|
HIGH |
2,619.0 |
|
0.618 |
2,608.7 |
|
0.500 |
2,605.5 |
|
0.382 |
2,602.3 |
|
LOW |
2,592.0 |
|
0.618 |
2,575.3 |
|
1.000 |
2,565.0 |
|
1.618 |
2,548.3 |
|
2.618 |
2,521.3 |
|
4.250 |
2,477.3 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,605.5 |
2,593.0 |
| PP |
2,604.0 |
2,585.0 |
| S1 |
2,602.5 |
2,577.0 |
|