| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,949.0 |
5,967.5 |
18.5 |
0.3% |
5,818.5 |
| High |
5,982.0 |
5,996.0 |
14.0 |
0.2% |
5,982.0 |
| Low |
5,890.5 |
5,931.5 |
41.0 |
0.7% |
5,608.0 |
| Close |
5,942.5 |
5,962.5 |
20.0 |
0.3% |
5,942.5 |
| Range |
91.5 |
64.5 |
-27.0 |
-29.5% |
374.0 |
| ATR |
167.1 |
159.7 |
-7.3 |
-4.4% |
0.0 |
| Volume |
143,921 |
0 |
-143,921 |
-100.0% |
925,322 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,156.8 |
6,124.2 |
5,998.0 |
|
| R3 |
6,092.3 |
6,059.7 |
5,980.2 |
|
| R2 |
6,027.8 |
6,027.8 |
5,974.3 |
|
| R1 |
5,995.2 |
5,995.2 |
5,968.4 |
5,979.3 |
| PP |
5,963.3 |
5,963.3 |
5,963.3 |
5,955.4 |
| S1 |
5,930.7 |
5,930.7 |
5,956.6 |
5,914.8 |
| S2 |
5,898.8 |
5,898.8 |
5,950.7 |
|
| S3 |
5,834.3 |
5,866.2 |
5,944.8 |
|
| S4 |
5,769.8 |
5,801.7 |
5,927.0 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,966.2 |
6,828.3 |
6,148.2 |
|
| R3 |
6,592.2 |
6,454.3 |
6,045.4 |
|
| R2 |
6,218.2 |
6,218.2 |
6,011.1 |
|
| R1 |
6,080.3 |
6,080.3 |
5,976.8 |
6,149.3 |
| PP |
5,844.2 |
5,844.2 |
5,844.2 |
5,878.6 |
| S1 |
5,706.3 |
5,706.3 |
5,908.2 |
5,775.3 |
| S2 |
5,470.2 |
5,470.2 |
5,873.9 |
|
| S3 |
5,096.2 |
5,332.3 |
5,839.7 |
|
| S4 |
4,722.2 |
4,958.3 |
5,736.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,996.0 |
5,608.0 |
388.0 |
6.5% |
130.7 |
2.2% |
91% |
True |
False |
155,747 |
| 10 |
6,187.0 |
5,608.0 |
579.0 |
9.7% |
150.2 |
2.5% |
61% |
False |
False |
202,737 |
| 20 |
6,280.0 |
5,557.0 |
723.0 |
12.1% |
178.5 |
3.0% |
56% |
False |
False |
233,063 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
136.5 |
2.3% |
51% |
False |
False |
198,614 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
13.2% |
112.8 |
1.9% |
51% |
False |
False |
159,479 |
| 80 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
107.0 |
1.8% |
59% |
False |
False |
119,776 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
108.4 |
1.8% |
59% |
False |
False |
95,897 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.9% |
101.3 |
1.7% |
59% |
False |
False |
80,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,270.1 |
|
2.618 |
6,164.9 |
|
1.618 |
6,100.4 |
|
1.000 |
6,060.5 |
|
0.618 |
6,035.9 |
|
HIGH |
5,996.0 |
|
0.618 |
5,971.4 |
|
0.500 |
5,963.8 |
|
0.382 |
5,956.1 |
|
LOW |
5,931.5 |
|
0.618 |
5,891.6 |
|
1.000 |
5,867.0 |
|
1.618 |
5,827.1 |
|
2.618 |
5,762.6 |
|
4.250 |
5,657.4 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,963.8 |
5,933.0 |
| PP |
5,963.3 |
5,903.5 |
| S1 |
5,962.9 |
5,874.0 |
|