| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,626.0 |
2,501.0 |
-125.0 |
-4.8% |
2,616.0 |
| High |
2,651.0 |
2,554.0 |
-97.0 |
-3.7% |
2,664.0 |
| Low |
2,502.0 |
2,486.0 |
-16.0 |
-0.6% |
2,502.0 |
| Close |
2,542.0 |
2,517.0 |
-25.0 |
-1.0% |
2,542.0 |
| Range |
149.0 |
68.0 |
-81.0 |
-54.4% |
162.0 |
| ATR |
97.0 |
95.0 |
-2.1 |
-2.1% |
0.0 |
| Volume |
1,934,542 |
1,696,473 |
-238,069 |
-12.3% |
4,610,377 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.0 |
2,688.0 |
2,554.4 |
|
| R3 |
2,655.0 |
2,620.0 |
2,535.7 |
|
| R2 |
2,587.0 |
2,587.0 |
2,529.5 |
|
| R1 |
2,552.0 |
2,552.0 |
2,523.2 |
2,569.5 |
| PP |
2,519.0 |
2,519.0 |
2,519.0 |
2,527.8 |
| S1 |
2,484.0 |
2,484.0 |
2,510.8 |
2,501.5 |
| S2 |
2,451.0 |
2,451.0 |
2,504.5 |
|
| S3 |
2,383.0 |
2,416.0 |
2,498.3 |
|
| S4 |
2,315.0 |
2,348.0 |
2,479.6 |
|
|
| 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 |
2,486.0 |
178.0 |
7.1% |
78.8 |
3.1% |
17% |
False |
True |
1,261,370 |
| 10 |
2,664.0 |
2,433.0 |
231.0 |
9.2% |
83.3 |
3.3% |
36% |
False |
False |
1,545,949 |
| 20 |
2,767.0 |
2,433.0 |
334.0 |
13.3% |
95.3 |
3.8% |
25% |
False |
False |
1,982,795 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.8% |
89.2 |
3.5% |
30% |
False |
False |
1,886,621 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.8% |
72.2 |
2.9% |
30% |
False |
False |
1,566,057 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.8% |
65.6 |
2.6% |
30% |
False |
False |
1,181,043 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
24.8% |
66.2 |
2.6% |
30% |
False |
False |
945,321 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.5% |
61.0 |
2.4% |
29% |
False |
False |
788,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.0 |
|
2.618 |
2,732.0 |
|
1.618 |
2,664.0 |
|
1.000 |
2,622.0 |
|
0.618 |
2,596.0 |
|
HIGH |
2,554.0 |
|
0.618 |
2,528.0 |
|
0.500 |
2,520.0 |
|
0.382 |
2,512.0 |
|
LOW |
2,486.0 |
|
0.618 |
2,444.0 |
|
1.000 |
2,418.0 |
|
1.618 |
2,376.0 |
|
2.618 |
2,308.0 |
|
4.250 |
2,197.0 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,520.0 |
2,575.0 |
| PP |
2,519.0 |
2,555.7 |
| S1 |
2,518.0 |
2,536.3 |
|