| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,501.0 |
2,520.0 |
19.0 |
0.8% |
2,616.0 |
| High |
2,554.0 |
2,543.0 |
-11.0 |
-0.4% |
2,664.0 |
| Low |
2,486.0 |
2,467.0 |
-19.0 |
-0.8% |
2,502.0 |
| Close |
2,517.0 |
2,500.0 |
-17.0 |
-0.7% |
2,542.0 |
| Range |
68.0 |
76.0 |
8.0 |
11.8% |
162.0 |
| ATR |
95.0 |
93.6 |
-1.4 |
-1.4% |
0.0 |
| Volume |
1,696,473 |
2,006,213 |
309,740 |
18.3% |
4,610,377 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.3 |
2,691.7 |
2,541.8 |
|
| R3 |
2,655.3 |
2,615.7 |
2,520.9 |
|
| R2 |
2,579.3 |
2,579.3 |
2,513.9 |
|
| R1 |
2,539.7 |
2,539.7 |
2,507.0 |
2,521.5 |
| PP |
2,503.3 |
2,503.3 |
2,503.3 |
2,494.3 |
| S1 |
2,463.7 |
2,463.7 |
2,493.0 |
2,445.5 |
| S2 |
2,427.3 |
2,427.3 |
2,486.1 |
|
| S3 |
2,351.3 |
2,387.7 |
2,479.1 |
|
| S4 |
2,275.3 |
2,311.7 |
2,458.2 |
|
|
| 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 |
2,467.0 |
197.0 |
7.9% |
88.6 |
3.5% |
17% |
False |
True |
1,662,612 |
| 10 |
2,664.0 |
2,433.0 |
231.0 |
9.2% |
83.6 |
3.3% |
29% |
False |
False |
1,618,677 |
| 20 |
2,767.0 |
2,433.0 |
334.0 |
13.4% |
90.2 |
3.6% |
20% |
False |
False |
1,892,738 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.9% |
90.3 |
3.6% |
27% |
False |
False |
1,914,126 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.9% |
73.0 |
2.9% |
27% |
False |
False |
1,597,497 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.9% |
65.7 |
2.6% |
27% |
False |
False |
1,206,093 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
24.9% |
66.7 |
2.7% |
27% |
False |
False |
965,380 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.7% |
61.4 |
2.5% |
26% |
False |
False |
805,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.0 |
|
2.618 |
2,742.0 |
|
1.618 |
2,666.0 |
|
1.000 |
2,619.0 |
|
0.618 |
2,590.0 |
|
HIGH |
2,543.0 |
|
0.618 |
2,514.0 |
|
0.500 |
2,505.0 |
|
0.382 |
2,496.0 |
|
LOW |
2,467.0 |
|
0.618 |
2,420.0 |
|
1.000 |
2,391.0 |
|
1.618 |
2,344.0 |
|
2.618 |
2,268.0 |
|
4.250 |
2,144.0 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,505.0 |
2,559.0 |
| PP |
2,503.3 |
2,539.3 |
| S1 |
2,501.7 |
2,519.7 |
|