| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,650.0 |
2,624.0 |
-26.0 |
-1.0% |
2,608.0 |
| High |
2,658.0 |
2,645.0 |
-13.0 |
-0.5% |
2,658.0 |
| Low |
2,604.0 |
2,498.0 |
-106.0 |
-4.1% |
2,498.0 |
| Close |
2,620.0 |
2,536.0 |
-84.0 |
-3.2% |
2,536.0 |
| Range |
54.0 |
147.0 |
93.0 |
172.2% |
160.0 |
| ATR |
87.7 |
91.9 |
4.2 |
4.8% |
0.0 |
| Volume |
3,793 |
11,277 |
7,484 |
197.3% |
39,769 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.7 |
2,915.3 |
2,616.9 |
|
| R3 |
2,853.7 |
2,768.3 |
2,576.4 |
|
| R2 |
2,706.7 |
2,706.7 |
2,563.0 |
|
| R1 |
2,621.3 |
2,621.3 |
2,549.5 |
2,590.5 |
| PP |
2,559.7 |
2,559.7 |
2,559.7 |
2,544.3 |
| S1 |
2,474.3 |
2,474.3 |
2,522.5 |
2,443.5 |
| S2 |
2,412.7 |
2,412.7 |
2,509.1 |
|
| S3 |
2,265.7 |
2,327.3 |
2,495.6 |
|
| S4 |
2,118.7 |
2,180.3 |
2,455.2 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.0 |
2,950.0 |
2,624.0 |
|
| R3 |
2,884.0 |
2,790.0 |
2,580.0 |
|
| R2 |
2,724.0 |
2,724.0 |
2,565.3 |
|
| R1 |
2,630.0 |
2,630.0 |
2,550.7 |
2,597.0 |
| PP |
2,564.0 |
2,564.0 |
2,564.0 |
2,547.5 |
| S1 |
2,470.0 |
2,470.0 |
2,521.3 |
2,437.0 |
| S2 |
2,404.0 |
2,404.0 |
2,506.7 |
|
| S3 |
2,244.0 |
2,310.0 |
2,492.0 |
|
| S4 |
2,084.0 |
2,150.0 |
2,448.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.0 |
2,498.0 |
160.0 |
6.3% |
78.0 |
3.1% |
24% |
False |
True |
7,953 |
| 10 |
2,658.0 |
2,432.0 |
226.0 |
8.9% |
80.3 |
3.2% |
46% |
False |
False |
7,016 |
| 20 |
2,760.0 |
2,432.0 |
328.0 |
12.9% |
90.2 |
3.6% |
32% |
False |
False |
4,196 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
83.3 |
3.3% |
31% |
False |
False |
2,988 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
67.0 |
2.6% |
31% |
False |
False |
3,983 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
56.8 |
2.2% |
31% |
False |
False |
3,310 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.7% |
53.0 |
2.1% |
31% |
False |
False |
2,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.8 |
|
2.618 |
3,029.8 |
|
1.618 |
2,882.8 |
|
1.000 |
2,792.0 |
|
0.618 |
2,735.8 |
|
HIGH |
2,645.0 |
|
0.618 |
2,588.8 |
|
0.500 |
2,571.5 |
|
0.382 |
2,554.2 |
|
LOW |
2,498.0 |
|
0.618 |
2,407.2 |
|
1.000 |
2,351.0 |
|
1.618 |
2,260.2 |
|
2.618 |
2,113.2 |
|
4.250 |
1,873.3 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,571.5 |
2,578.0 |
| PP |
2,559.7 |
2,564.0 |
| S1 |
2,547.8 |
2,550.0 |
|