| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,653.0 |
2,626.0 |
-27.0 |
-1.0% |
2,616.0 |
| High |
2,664.0 |
2,651.0 |
-13.0 |
-0.5% |
2,664.0 |
| Low |
2,607.0 |
2,502.0 |
-105.0 |
-4.0% |
2,502.0 |
| Close |
2,625.0 |
2,542.0 |
-83.0 |
-3.2% |
2,542.0 |
| Range |
57.0 |
149.0 |
92.0 |
161.4% |
162.0 |
| ATR |
93.0 |
97.0 |
4.0 |
4.3% |
0.0 |
| Volume |
1,274,991 |
1,934,542 |
659,551 |
51.7% |
4,610,377 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.0 |
2,926.0 |
2,624.0 |
|
| R3 |
2,863.0 |
2,777.0 |
2,583.0 |
|
| R2 |
2,714.0 |
2,714.0 |
2,569.3 |
|
| R1 |
2,628.0 |
2,628.0 |
2,555.7 |
2,596.5 |
| PP |
2,565.0 |
2,565.0 |
2,565.0 |
2,549.3 |
| S1 |
2,479.0 |
2,479.0 |
2,528.3 |
2,447.5 |
| S2 |
2,416.0 |
2,416.0 |
2,514.7 |
|
| S3 |
2,267.0 |
2,330.0 |
2,501.0 |
|
| S4 |
2,118.0 |
2,181.0 |
2,460.1 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
2,960.7 |
2,631.1 |
|
| R3 |
2,893.3 |
2,798.7 |
2,586.6 |
|
| R2 |
2,731.3 |
2,731.3 |
2,571.7 |
|
| R1 |
2,636.7 |
2,636.7 |
2,556.9 |
2,603.0 |
| PP |
2,569.3 |
2,569.3 |
2,569.3 |
2,552.5 |
| S1 |
2,474.7 |
2,474.7 |
2,527.2 |
2,441.0 |
| S2 |
2,407.3 |
2,407.3 |
2,512.3 |
|
| S3 |
2,245.3 |
2,312.7 |
2,497.5 |
|
| S4 |
2,083.3 |
2,150.7 |
2,452.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,664.0 |
2,502.0 |
162.0 |
6.4% |
80.2 |
3.2% |
25% |
False |
True |
1,225,379 |
| 10 |
2,664.0 |
2,433.0 |
231.0 |
9.1% |
86.7 |
3.4% |
47% |
False |
False |
1,679,607 |
| 20 |
2,767.0 |
2,408.0 |
359.0 |
14.1% |
100.6 |
4.0% |
37% |
False |
False |
2,135,889 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
88.6 |
3.5% |
34% |
False |
False |
1,868,481 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
71.7 |
2.8% |
34% |
False |
False |
1,542,914 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
65.2 |
2.6% |
34% |
False |
False |
1,159,851 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
24.5% |
65.9 |
2.6% |
34% |
False |
False |
928,362 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.3% |
60.7 |
2.4% |
33% |
False |
False |
774,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,284.3 |
|
2.618 |
3,041.1 |
|
1.618 |
2,892.1 |
|
1.000 |
2,800.0 |
|
0.618 |
2,743.1 |
|
HIGH |
2,651.0 |
|
0.618 |
2,594.1 |
|
0.500 |
2,576.5 |
|
0.382 |
2,558.9 |
|
LOW |
2,502.0 |
|
0.618 |
2,409.9 |
|
1.000 |
2,353.0 |
|
1.618 |
2,260.9 |
|
2.618 |
2,111.9 |
|
4.250 |
1,868.8 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.5 |
2,583.0 |
| PP |
2,565.0 |
2,569.3 |
| S1 |
2,553.5 |
2,555.7 |
|