| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,921.0 |
6,070.0 |
149.0 |
2.5% |
5,818.5 |
| High |
6,040.0 |
6,104.5 |
64.5 |
1.1% |
5,982.0 |
| Low |
5,868.0 |
6,028.5 |
160.5 |
2.7% |
5,608.0 |
| Close |
5,983.5 |
6,049.5 |
66.0 |
1.1% |
5,942.5 |
| Range |
172.0 |
76.0 |
-96.0 |
-55.8% |
374.0 |
| ATR |
160.6 |
157.8 |
-2.8 |
-1.8% |
0.0 |
| Volume |
166,544 |
125,652 |
-40,892 |
-24.6% |
925,322 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,288.8 |
6,245.2 |
6,091.3 |
|
| R3 |
6,212.8 |
6,169.2 |
6,070.4 |
|
| R2 |
6,136.8 |
6,136.8 |
6,063.4 |
|
| R1 |
6,093.2 |
6,093.2 |
6,056.5 |
6,077.0 |
| PP |
6,060.8 |
6,060.8 |
6,060.8 |
6,052.8 |
| S1 |
6,017.2 |
6,017.2 |
6,042.5 |
6,001.0 |
| S2 |
5,984.8 |
5,984.8 |
6,035.6 |
|
| S3 |
5,908.8 |
5,941.2 |
6,028.6 |
|
| S4 |
5,832.8 |
5,865.2 |
6,007.7 |
|
|
| 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 |
6,104.5 |
5,752.0 |
352.5 |
5.8% |
125.2 |
2.1% |
84% |
True |
False |
129,559 |
| 10 |
6,104.5 |
5,608.0 |
496.5 |
8.2% |
149.1 |
2.5% |
89% |
True |
False |
181,215 |
| 20 |
6,280.0 |
5,557.0 |
723.0 |
12.0% |
175.6 |
2.9% |
68% |
False |
False |
219,526 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
139.8 |
2.3% |
62% |
False |
False |
200,886 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
114.8 |
1.9% |
62% |
False |
False |
164,322 |
| 80 |
6,347.0 |
5,469.0 |
878.0 |
14.5% |
107.3 |
1.8% |
66% |
False |
False |
123,388 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
109.5 |
1.8% |
69% |
False |
False |
98,815 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
101.9 |
1.7% |
69% |
False |
False |
82,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,427.5 |
|
2.618 |
6,303.5 |
|
1.618 |
6,227.5 |
|
1.000 |
6,180.5 |
|
0.618 |
6,151.5 |
|
HIGH |
6,104.5 |
|
0.618 |
6,075.5 |
|
0.500 |
6,066.5 |
|
0.382 |
6,057.5 |
|
LOW |
6,028.5 |
|
0.618 |
5,981.5 |
|
1.000 |
5,952.5 |
|
1.618 |
5,905.5 |
|
2.618 |
5,829.5 |
|
4.250 |
5,705.5 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,066.5 |
6,028.4 |
| PP |
6,060.8 |
6,007.3 |
| S1 |
6,055.2 |
5,986.3 |
|