| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,624.0 |
2,502.0 |
-122.0 |
-4.6% |
2,608.0 |
| High |
2,645.0 |
2,547.0 |
-98.0 |
-3.7% |
2,658.0 |
| Low |
2,498.0 |
2,483.0 |
-15.0 |
-0.6% |
2,498.0 |
| Close |
2,536.0 |
2,511.0 |
-25.0 |
-1.0% |
2,536.0 |
| Range |
147.0 |
64.0 |
-83.0 |
-56.5% |
160.0 |
| ATR |
91.9 |
89.9 |
-2.0 |
-2.2% |
0.0 |
| Volume |
11,277 |
53,867 |
42,590 |
377.7% |
39,769 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.7 |
2,672.3 |
2,546.2 |
|
| R3 |
2,641.7 |
2,608.3 |
2,528.6 |
|
| R2 |
2,577.7 |
2,577.7 |
2,522.7 |
|
| R1 |
2,544.3 |
2,544.3 |
2,516.9 |
2,561.0 |
| PP |
2,513.7 |
2,513.7 |
2,513.7 |
2,522.0 |
| S1 |
2,480.3 |
2,480.3 |
2,505.1 |
2,497.0 |
| S2 |
2,449.7 |
2,449.7 |
2,499.3 |
|
| S3 |
2,385.7 |
2,416.3 |
2,493.4 |
|
| S4 |
2,321.7 |
2,352.3 |
2,475.8 |
|
|
| 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 |
2,483.0 |
175.0 |
7.0% |
86.2 |
3.4% |
16% |
False |
True |
18,558 |
| 10 |
2,658.0 |
2,432.0 |
226.0 |
9.0% |
79.6 |
3.2% |
35% |
False |
False |
11,483 |
| 20 |
2,760.0 |
2,432.0 |
328.0 |
13.1% |
85.3 |
3.4% |
24% |
False |
False |
6,680 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
84.1 |
3.3% |
27% |
False |
False |
4,316 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
67.6 |
2.7% |
27% |
False |
False |
4,816 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
57.3 |
2.3% |
27% |
False |
False |
3,981 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
53.7 |
2.1% |
27% |
False |
False |
3,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.0 |
|
2.618 |
2,714.6 |
|
1.618 |
2,650.6 |
|
1.000 |
2,611.0 |
|
0.618 |
2,586.6 |
|
HIGH |
2,547.0 |
|
0.618 |
2,522.6 |
|
0.500 |
2,515.0 |
|
0.382 |
2,507.4 |
|
LOW |
2,483.0 |
|
0.618 |
2,443.4 |
|
1.000 |
2,419.0 |
|
1.618 |
2,379.4 |
|
2.618 |
2,315.4 |
|
4.250 |
2,211.0 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,515.0 |
2,570.5 |
| PP |
2,513.7 |
2,550.7 |
| S1 |
2,512.3 |
2,530.8 |
|