| 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 |
4,400.0 |
4,390.0 |
-10.0 |
-0.2% |
4,441.0 |
| High |
4,413.0 |
4,453.0 |
40.0 |
0.9% |
4,496.0 |
| Low |
4,357.0 |
4,388.0 |
31.0 |
0.7% |
4,371.0 |
| Close |
4,402.0 |
4,441.0 |
39.0 |
0.9% |
4,467.0 |
| Range |
56.0 |
65.0 |
9.0 |
16.1% |
125.0 |
| ATR |
88.5 |
86.9 |
-1.7 |
-1.9% |
0.0 |
| Volume |
29,501 |
39,511 |
10,010 |
33.9% |
160,309 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,622.3 |
4,596.7 |
4,476.8 |
|
| R3 |
4,557.3 |
4,531.7 |
4,458.9 |
|
| R2 |
4,492.3 |
4,492.3 |
4,452.9 |
|
| R1 |
4,466.7 |
4,466.7 |
4,447.0 |
4,479.5 |
| PP |
4,427.3 |
4,427.3 |
4,427.3 |
4,433.8 |
| S1 |
4,401.7 |
4,401.7 |
4,435.0 |
4,414.5 |
| S2 |
4,362.3 |
4,362.3 |
4,429.1 |
|
| S3 |
4,297.3 |
4,336.7 |
4,423.1 |
|
| S4 |
4,232.3 |
4,271.7 |
4,405.3 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,819.7 |
4,768.3 |
4,535.8 |
|
| R3 |
4,694.7 |
4,643.3 |
4,501.4 |
|
| R2 |
4,569.7 |
4,569.7 |
4,489.9 |
|
| R1 |
4,518.3 |
4,518.3 |
4,478.5 |
4,544.0 |
| PP |
4,444.7 |
4,444.7 |
4,444.7 |
4,457.5 |
| S1 |
4,393.3 |
4,393.3 |
4,455.5 |
4,419.0 |
| S2 |
4,319.7 |
4,319.7 |
4,444.1 |
|
| S3 |
4,194.7 |
4,268.3 |
4,432.6 |
|
| S4 |
4,069.7 |
4,143.3 |
4,398.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,471.0 |
4,303.0 |
168.0 |
3.8% |
57.0 |
1.3% |
82% |
False |
False |
36,523 |
| 10 |
4,496.0 |
4,303.0 |
193.0 |
4.3% |
52.7 |
1.2% |
72% |
False |
False |
34,839 |
| 20 |
4,629.0 |
4,183.0 |
446.0 |
10.0% |
70.4 |
1.6% |
58% |
False |
False |
38,571 |
| 40 |
5,036.0 |
4,183.0 |
853.0 |
19.2% |
64.3 |
1.4% |
30% |
False |
False |
35,105 |
| 60 |
5,036.0 |
4,183.0 |
853.0 |
19.2% |
53.9 |
1.2% |
30% |
False |
False |
31,993 |
| 80 |
5,036.0 |
4,183.0 |
853.0 |
19.2% |
47.4 |
1.1% |
30% |
False |
False |
24,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,729.3 |
|
2.618 |
4,623.2 |
|
1.618 |
4,558.2 |
|
1.000 |
4,518.0 |
|
0.618 |
4,493.2 |
|
HIGH |
4,453.0 |
|
0.618 |
4,428.2 |
|
0.500 |
4,420.5 |
|
0.382 |
4,412.8 |
|
LOW |
4,388.0 |
|
0.618 |
4,347.8 |
|
1.000 |
4,323.0 |
|
1.618 |
4,282.8 |
|
2.618 |
4,217.8 |
|
4.250 |
4,111.8 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,434.2 |
4,422.5 |
| PP |
4,427.3 |
4,404.0 |
| S1 |
4,420.5 |
4,385.5 |
|