| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,608.0 |
2,590.0 |
-18.0 |
-0.7% |
2,560.0 |
| High |
2,612.0 |
2,606.0 |
-6.0 |
-0.2% |
2,634.0 |
| Low |
2,589.0 |
2,528.0 |
-61.0 |
-2.4% |
2,432.0 |
| Close |
2,596.0 |
2,592.0 |
-4.0 |
-0.2% |
2,602.0 |
| Range |
23.0 |
78.0 |
55.0 |
239.1% |
202.0 |
| ATR |
90.4 |
89.5 |
-0.9 |
-1.0% |
0.0 |
| Volume |
846 |
18,907 |
18,061 |
2,134.9% |
30,395 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.3 |
2,778.7 |
2,634.9 |
|
| R3 |
2,731.3 |
2,700.7 |
2,613.5 |
|
| R2 |
2,653.3 |
2,653.3 |
2,606.3 |
|
| R1 |
2,622.7 |
2,622.7 |
2,599.2 |
2,638.0 |
| PP |
2,575.3 |
2,575.3 |
2,575.3 |
2,583.0 |
| S1 |
2,544.7 |
2,544.7 |
2,584.9 |
2,560.0 |
| S2 |
2,497.3 |
2,497.3 |
2,577.7 |
|
| S3 |
2,419.3 |
2,466.7 |
2,570.6 |
|
| S4 |
2,341.3 |
2,388.7 |
2,549.1 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,084.0 |
2,713.1 |
|
| R3 |
2,960.0 |
2,882.0 |
2,657.6 |
|
| R2 |
2,758.0 |
2,758.0 |
2,639.0 |
|
| R1 |
2,680.0 |
2,680.0 |
2,620.5 |
2,719.0 |
| PP |
2,556.0 |
2,556.0 |
2,556.0 |
2,575.5 |
| S1 |
2,478.0 |
2,478.0 |
2,583.5 |
2,517.0 |
| S2 |
2,354.0 |
2,354.0 |
2,565.0 |
|
| S3 |
2,152.0 |
2,276.0 |
2,546.5 |
|
| S4 |
1,950.0 |
2,074.0 |
2,490.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,634.0 |
2,477.0 |
157.0 |
6.1% |
72.2 |
2.8% |
73% |
False |
False |
5,603 |
| 10 |
2,635.0 |
2,432.0 |
203.0 |
7.8% |
81.7 |
3.2% |
79% |
False |
False |
5,516 |
| 20 |
2,760.0 |
2,350.0 |
410.0 |
15.8% |
101.5 |
3.9% |
59% |
False |
False |
3,504 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
78.7 |
3.0% |
40% |
False |
False |
2,541 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
63.4 |
2.4% |
40% |
False |
False |
3,956 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
54.2 |
2.1% |
40% |
False |
False |
3,083 |
| 100 |
2,970.0 |
2,350.0 |
620.0 |
23.9% |
50.9 |
2.0% |
39% |
False |
False |
2,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.5 |
|
2.618 |
2,810.2 |
|
1.618 |
2,732.2 |
|
1.000 |
2,684.0 |
|
0.618 |
2,654.2 |
|
HIGH |
2,606.0 |
|
0.618 |
2,576.2 |
|
0.500 |
2,567.0 |
|
0.382 |
2,557.8 |
|
LOW |
2,528.0 |
|
0.618 |
2,479.8 |
|
1.000 |
2,450.0 |
|
1.618 |
2,401.8 |
|
2.618 |
2,323.8 |
|
4.250 |
2,196.5 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.7 |
2,588.3 |
| PP |
2,575.3 |
2,584.7 |
| S1 |
2,567.0 |
2,581.0 |
|