| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,216.7 |
1,227.7 |
11.0 |
0.9% |
1,178.9 |
| High |
1,230.6 |
1,228.9 |
-1.7 |
-0.1% |
1,220.6 |
| Low |
1,211.6 |
1,215.0 |
3.4 |
0.3% |
1,178.6 |
| Close |
1,226.9 |
1,222.6 |
-4.3 |
-0.4% |
1,215.0 |
| Range |
19.0 |
13.9 |
-5.1 |
-26.8% |
42.0 |
| ATR |
20.8 |
20.3 |
-0.5 |
-2.4% |
0.0 |
| Volume |
96,000 |
107,409 |
11,409 |
11.9% |
510,353 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,263.9 |
1,257.1 |
1,230.2 |
|
| R3 |
1,250.0 |
1,243.2 |
1,226.4 |
|
| R2 |
1,236.1 |
1,236.1 |
1,225.1 |
|
| R1 |
1,229.3 |
1,229.3 |
1,223.9 |
1,225.8 |
| PP |
1,222.2 |
1,222.2 |
1,222.2 |
1,220.4 |
| S1 |
1,215.4 |
1,215.4 |
1,221.3 |
1,211.9 |
| S2 |
1,208.3 |
1,208.3 |
1,220.1 |
|
| S3 |
1,194.4 |
1,201.5 |
1,218.8 |
|
| S4 |
1,180.5 |
1,187.6 |
1,215.0 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.7 |
1,314.9 |
1,238.1 |
|
| R3 |
1,288.7 |
1,272.9 |
1,226.6 |
|
| R2 |
1,246.7 |
1,246.7 |
1,222.7 |
|
| R1 |
1,230.9 |
1,230.9 |
1,218.9 |
1,238.8 |
| PP |
1,204.7 |
1,204.7 |
1,204.7 |
1,208.7 |
| S1 |
1,188.9 |
1,188.9 |
1,211.2 |
1,196.8 |
| S2 |
1,162.7 |
1,162.7 |
1,207.3 |
|
| S3 |
1,120.7 |
1,146.9 |
1,203.5 |
|
| S4 |
1,078.7 |
1,104.9 |
1,191.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.6 |
1,202.7 |
27.9 |
2.3% |
15.1 |
1.2% |
71% |
False |
False |
118,571 |
| 10 |
1,230.6 |
1,168.0 |
62.6 |
5.1% |
20.1 |
1.6% |
87% |
False |
False |
79,648 |
| 20 |
1,251.4 |
1,157.6 |
93.8 |
7.7% |
22.9 |
1.9% |
69% |
False |
False |
49,862 |
| 40 |
1,251.4 |
1,125.9 |
125.5 |
10.3% |
19.0 |
1.6% |
77% |
False |
False |
26,362 |
| 60 |
1,251.4 |
1,087.8 |
163.6 |
13.4% |
17.7 |
1.4% |
82% |
False |
False |
18,162 |
| 80 |
1,251.4 |
1,066.0 |
185.4 |
15.2% |
17.6 |
1.4% |
84% |
False |
False |
14,019 |
| 100 |
1,251.4 |
1,050.0 |
201.4 |
16.5% |
17.7 |
1.4% |
86% |
False |
False |
11,407 |
| 120 |
1,251.4 |
1,050.0 |
201.4 |
16.5% |
17.0 |
1.4% |
86% |
False |
False |
9,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.0 |
|
2.618 |
1,265.3 |
|
1.618 |
1,251.4 |
|
1.000 |
1,242.8 |
|
0.618 |
1,237.5 |
|
HIGH |
1,228.9 |
|
0.618 |
1,223.6 |
|
0.500 |
1,222.0 |
|
0.382 |
1,220.3 |
|
LOW |
1,215.0 |
|
0.618 |
1,206.4 |
|
1.000 |
1,201.1 |
|
1.618 |
1,192.5 |
|
2.618 |
1,178.6 |
|
4.250 |
1,155.9 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.4 |
1,220.8 |
| PP |
1,222.2 |
1,219.0 |
| S1 |
1,222.0 |
1,217.2 |
|