| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,517.0 |
2,530.0 |
13.0 |
0.5% |
2,616.0 |
| High |
2,557.0 |
2,621.0 |
64.0 |
2.5% |
2,664.0 |
| Low |
2,489.0 |
2,518.0 |
29.0 |
1.2% |
2,502.0 |
| Close |
2,552.0 |
2,602.0 |
50.0 |
2.0% |
2,542.0 |
| Range |
68.0 |
103.0 |
35.0 |
51.5% |
162.0 |
| ATR |
91.8 |
92.6 |
0.8 |
0.9% |
0.0 |
| Volume |
1,958,594 |
1,864,319 |
-94,275 |
-4.8% |
4,610,377 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.3 |
2,848.7 |
2,658.7 |
|
| R3 |
2,786.3 |
2,745.7 |
2,630.3 |
|
| R2 |
2,683.3 |
2,683.3 |
2,620.9 |
|
| R1 |
2,642.7 |
2,642.7 |
2,611.4 |
2,663.0 |
| PP |
2,580.3 |
2,580.3 |
2,580.3 |
2,590.5 |
| S1 |
2,539.7 |
2,539.7 |
2,592.6 |
2,560.0 |
| S2 |
2,477.3 |
2,477.3 |
2,583.1 |
|
| S3 |
2,374.3 |
2,436.7 |
2,573.7 |
|
| S4 |
2,271.3 |
2,333.7 |
2,545.4 |
|
|
| 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 |
2,651.0 |
2,467.0 |
184.0 |
7.1% |
92.8 |
3.6% |
73% |
False |
False |
1,892,028 |
| 10 |
2,664.0 |
2,467.0 |
197.0 |
7.6% |
83.6 |
3.2% |
69% |
False |
False |
1,559,317 |
| 20 |
2,767.0 |
2,433.0 |
334.0 |
12.8% |
88.7 |
3.4% |
51% |
False |
False |
1,876,767 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
93.1 |
3.6% |
43% |
False |
False |
1,961,903 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
74.8 |
2.9% |
43% |
False |
False |
1,648,713 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
66.8 |
2.6% |
43% |
False |
False |
1,253,819 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
23.9% |
67.5 |
2.6% |
43% |
False |
False |
1,003,607 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.7% |
62.3 |
2.4% |
42% |
False |
False |
837,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,058.8 |
|
2.618 |
2,890.7 |
|
1.618 |
2,787.7 |
|
1.000 |
2,724.0 |
|
0.618 |
2,684.7 |
|
HIGH |
2,621.0 |
|
0.618 |
2,581.7 |
|
0.500 |
2,569.5 |
|
0.382 |
2,557.3 |
|
LOW |
2,518.0 |
|
0.618 |
2,454.3 |
|
1.000 |
2,415.0 |
|
1.618 |
2,351.3 |
|
2.618 |
2,248.3 |
|
4.250 |
2,080.3 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,591.2 |
2,582.7 |
| PP |
2,580.3 |
2,563.3 |
| S1 |
2,569.5 |
2,544.0 |
|