| 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 |
1,207.6 |
1,220.4 |
12.8 |
1.1% |
1,217.0 |
| High |
1,220.4 |
1,244.7 |
24.3 |
2.0% |
1,228.2 |
| Low |
1,196.9 |
1,211.0 |
14.1 |
1.2% |
1,196.9 |
| Close |
1,216.2 |
1,239.3 |
23.1 |
1.9% |
1,216.2 |
| Range |
23.5 |
33.7 |
10.2 |
43.4% |
31.3 |
| ATR |
20.6 |
21.6 |
0.9 |
4.5% |
0.0 |
| Volume |
1,552 |
1,070 |
-482 |
-31.1% |
21,793 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.8 |
1,319.7 |
1,257.8 |
|
| R3 |
1,299.1 |
1,286.0 |
1,248.6 |
|
| R2 |
1,265.4 |
1,265.4 |
1,245.5 |
|
| R1 |
1,252.3 |
1,252.3 |
1,242.4 |
1,258.9 |
| PP |
1,231.7 |
1,231.7 |
1,231.7 |
1,234.9 |
| S1 |
1,218.6 |
1,218.6 |
1,236.2 |
1,225.2 |
| S2 |
1,198.0 |
1,198.0 |
1,233.1 |
|
| S3 |
1,164.3 |
1,184.9 |
1,230.0 |
|
| S4 |
1,130.6 |
1,151.2 |
1,220.8 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.7 |
1,293.2 |
1,233.4 |
|
| R3 |
1,276.4 |
1,261.9 |
1,224.8 |
|
| R2 |
1,245.1 |
1,245.1 |
1,221.9 |
|
| R1 |
1,230.6 |
1,230.6 |
1,219.1 |
1,222.2 |
| PP |
1,213.8 |
1,213.8 |
1,213.8 |
1,209.6 |
| S1 |
1,199.3 |
1,199.3 |
1,213.3 |
1,190.9 |
| S2 |
1,182.5 |
1,182.5 |
1,210.5 |
|
| S3 |
1,151.2 |
1,168.0 |
1,207.6 |
|
| S4 |
1,119.9 |
1,136.7 |
1,199.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.7 |
1,196.9 |
47.8 |
3.9% |
22.3 |
1.8% |
89% |
True |
False |
4,572 |
| 10 |
1,244.7 |
1,176.8 |
67.9 |
5.5% |
19.0 |
1.5% |
92% |
True |
False |
93,469 |
| 20 |
1,249.7 |
1,166.0 |
83.7 |
6.8% |
22.5 |
1.8% |
88% |
False |
False |
149,071 |
| 40 |
1,249.7 |
1,124.3 |
125.4 |
10.1% |
20.2 |
1.6% |
92% |
False |
False |
145,893 |
| 60 |
1,249.7 |
1,086.1 |
163.6 |
13.2% |
18.8 |
1.5% |
94% |
False |
False |
117,841 |
| 80 |
1,249.7 |
1,074.5 |
175.2 |
14.1% |
19.0 |
1.5% |
94% |
False |
False |
90,320 |
| 100 |
1,249.7 |
1,045.6 |
204.1 |
16.5% |
19.4 |
1.6% |
95% |
False |
False |
73,121 |
| 120 |
1,249.7 |
1,045.6 |
204.1 |
16.5% |
19.4 |
1.6% |
95% |
False |
False |
61,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,387.9 |
|
2.618 |
1,332.9 |
|
1.618 |
1,299.2 |
|
1.000 |
1,278.4 |
|
0.618 |
1,265.5 |
|
HIGH |
1,244.7 |
|
0.618 |
1,231.8 |
|
0.500 |
1,227.9 |
|
0.382 |
1,223.9 |
|
LOW |
1,211.0 |
|
0.618 |
1,190.2 |
|
1.000 |
1,177.3 |
|
1.618 |
1,156.5 |
|
2.618 |
1,122.8 |
|
4.250 |
1,067.8 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,235.5 |
1,233.1 |
| PP |
1,231.7 |
1,227.0 |
| S1 |
1,227.9 |
1,220.8 |
|