| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,616.0 |
2,564.0 |
-52.0 |
-2.0% |
2,560.0 |
| High |
2,619.0 |
2,637.0 |
18.0 |
0.7% |
2,640.0 |
| Low |
2,592.0 |
2,544.0 |
-48.0 |
-1.9% |
2,433.0 |
| Close |
2,601.0 |
2,598.0 |
-3.0 |
-0.1% |
2,607.0 |
| Range |
27.0 |
93.0 |
66.0 |
244.4% |
207.0 |
| ATR |
95.3 |
95.1 |
-0.2 |
-0.2% |
0.0 |
| Volume |
0 |
1,400,844 |
1,400,844 |
|
9,152,649 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.0 |
2,828.0 |
2,649.2 |
|
| R3 |
2,779.0 |
2,735.0 |
2,623.6 |
|
| R2 |
2,686.0 |
2,686.0 |
2,615.1 |
|
| R1 |
2,642.0 |
2,642.0 |
2,606.5 |
2,664.0 |
| PP |
2,593.0 |
2,593.0 |
2,593.0 |
2,604.0 |
| S1 |
2,549.0 |
2,549.0 |
2,589.5 |
2,571.0 |
| S2 |
2,500.0 |
2,500.0 |
2,581.0 |
|
| S3 |
2,407.0 |
2,456.0 |
2,572.4 |
|
| S4 |
2,314.0 |
2,363.0 |
2,546.9 |
|
|
| 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 |
2,477.0 |
163.0 |
6.3% |
78.8 |
3.0% |
74% |
False |
False |
1,386,771 |
| 10 |
2,641.0 |
2,433.0 |
208.0 |
8.0% |
87.6 |
3.4% |
79% |
False |
False |
1,912,437 |
| 20 |
2,767.0 |
2,333.0 |
434.0 |
16.7% |
110.3 |
4.2% |
61% |
False |
False |
2,273,543 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
85.3 |
3.3% |
43% |
False |
False |
1,838,439 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
69.2 |
2.7% |
43% |
False |
False |
1,491,154 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.0% |
64.4 |
2.5% |
43% |
False |
False |
1,119,755 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
64.7 |
2.5% |
41% |
False |
False |
896,373 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
60.0 |
2.3% |
41% |
False |
False |
747,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.3 |
|
2.618 |
2,880.5 |
|
1.618 |
2,787.5 |
|
1.000 |
2,730.0 |
|
0.618 |
2,694.5 |
|
HIGH |
2,637.0 |
|
0.618 |
2,601.5 |
|
0.500 |
2,590.5 |
|
0.382 |
2,579.5 |
|
LOW |
2,544.0 |
|
0.618 |
2,486.5 |
|
1.000 |
2,451.0 |
|
1.618 |
2,393.5 |
|
2.618 |
2,300.5 |
|
4.250 |
2,148.8 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,595.5 |
2,596.0 |
| PP |
2,593.0 |
2,594.0 |
| S1 |
2,590.5 |
2,592.0 |
|