| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,502.0 |
2,515.0 |
13.0 |
0.5% |
2,608.0 |
| High |
2,547.0 |
2,535.0 |
-12.0 |
-0.5% |
2,658.0 |
| Low |
2,483.0 |
2,463.0 |
-20.0 |
-0.8% |
2,498.0 |
| Close |
2,511.0 |
2,494.0 |
-17.0 |
-0.7% |
2,536.0 |
| Range |
64.0 |
72.0 |
8.0 |
12.5% |
160.0 |
| ATR |
89.9 |
88.6 |
-1.3 |
-1.4% |
0.0 |
| Volume |
53,867 |
110,382 |
56,515 |
104.9% |
39,769 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.3 |
2,675.7 |
2,533.6 |
|
| R3 |
2,641.3 |
2,603.7 |
2,513.8 |
|
| R2 |
2,569.3 |
2,569.3 |
2,507.2 |
|
| R1 |
2,531.7 |
2,531.7 |
2,500.6 |
2,514.5 |
| PP |
2,497.3 |
2,497.3 |
2,497.3 |
2,488.8 |
| S1 |
2,459.7 |
2,459.7 |
2,487.4 |
2,442.5 |
| S2 |
2,425.3 |
2,425.3 |
2,480.8 |
|
| S3 |
2,353.3 |
2,387.7 |
2,474.2 |
|
| S4 |
2,281.3 |
2,315.7 |
2,454.4 |
|
|
| 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 |
2,463.0 |
195.0 |
7.8% |
85.0 |
3.4% |
16% |
False |
True |
36,853 |
| 10 |
2,658.0 |
2,463.0 |
195.0 |
7.8% |
78.6 |
3.2% |
16% |
False |
True |
21,228 |
| 20 |
2,760.0 |
2,432.0 |
328.0 |
13.2% |
84.5 |
3.4% |
19% |
False |
False |
12,168 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
24.1% |
85.2 |
3.4% |
24% |
False |
False |
7,041 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
24.1% |
68.3 |
2.7% |
24% |
False |
False |
6,586 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
24.1% |
58.2 |
2.3% |
24% |
False |
False |
5,357 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
24.1% |
54.4 |
2.2% |
24% |
False |
False |
4,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.0 |
|
2.618 |
2,723.5 |
|
1.618 |
2,651.5 |
|
1.000 |
2,607.0 |
|
0.618 |
2,579.5 |
|
HIGH |
2,535.0 |
|
0.618 |
2,507.5 |
|
0.500 |
2,499.0 |
|
0.382 |
2,490.5 |
|
LOW |
2,463.0 |
|
0.618 |
2,418.5 |
|
1.000 |
2,391.0 |
|
1.618 |
2,346.5 |
|
2.618 |
2,274.5 |
|
4.250 |
2,157.0 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.0 |
2,554.0 |
| PP |
2,497.3 |
2,534.0 |
| S1 |
2,495.7 |
2,514.0 |
|