| 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 |
2,590.0 |
2,559.0 |
-31.0 |
-1.2% |
2,560.0 |
| High |
2,606.0 |
2,629.0 |
23.0 |
0.9% |
2,634.0 |
| Low |
2,528.0 |
2,541.0 |
13.0 |
0.5% |
2,432.0 |
| Close |
2,592.0 |
2,593.0 |
1.0 |
0.0% |
2,602.0 |
| Range |
78.0 |
88.0 |
10.0 |
12.8% |
202.0 |
| ATR |
89.5 |
89.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
18,907 |
4,946 |
-13,961 |
-73.8% |
30,395 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.7 |
2,810.3 |
2,641.4 |
|
| R3 |
2,763.7 |
2,722.3 |
2,617.2 |
|
| R2 |
2,675.7 |
2,675.7 |
2,609.1 |
|
| R1 |
2,634.3 |
2,634.3 |
2,601.1 |
2,655.0 |
| PP |
2,587.7 |
2,587.7 |
2,587.7 |
2,598.0 |
| S1 |
2,546.3 |
2,546.3 |
2,584.9 |
2,567.0 |
| S2 |
2,499.7 |
2,499.7 |
2,576.9 |
|
| S3 |
2,411.7 |
2,458.3 |
2,568.8 |
|
| S4 |
2,323.7 |
2,370.3 |
2,544.6 |
|
|
| 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 |
2,514.0 |
120.0 |
4.6% |
75.2 |
2.9% |
66% |
False |
False |
5,682 |
| 10 |
2,634.0 |
2,432.0 |
202.0 |
7.8% |
83.9 |
3.2% |
80% |
False |
False |
5,953 |
| 20 |
2,760.0 |
2,350.0 |
410.0 |
15.8% |
102.5 |
4.0% |
59% |
False |
False |
3,712 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
80.1 |
3.1% |
40% |
False |
False |
2,657 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
64.7 |
2.5% |
40% |
False |
False |
4,023 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
55.3 |
2.1% |
40% |
False |
False |
3,134 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
51.4 |
2.0% |
40% |
False |
False |
2,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.0 |
|
2.618 |
2,859.4 |
|
1.618 |
2,771.4 |
|
1.000 |
2,717.0 |
|
0.618 |
2,683.4 |
|
HIGH |
2,629.0 |
|
0.618 |
2,595.4 |
|
0.500 |
2,585.0 |
|
0.382 |
2,574.6 |
|
LOW |
2,541.0 |
|
0.618 |
2,486.6 |
|
1.000 |
2,453.0 |
|
1.618 |
2,398.6 |
|
2.618 |
2,310.6 |
|
4.250 |
2,167.0 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,590.3 |
2,588.2 |
| PP |
2,587.7 |
2,583.3 |
| S1 |
2,585.0 |
2,578.5 |
|