| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,510.0 |
2,525.0 |
15.0 |
0.6% |
2,608.0 |
| High |
2,550.0 |
2,613.0 |
63.0 |
2.5% |
2,658.0 |
| Low |
2,486.0 |
2,513.0 |
27.0 |
1.1% |
2,498.0 |
| Close |
2,547.0 |
2,596.0 |
49.0 |
1.9% |
2,536.0 |
| Range |
64.0 |
100.0 |
36.0 |
56.3% |
160.0 |
| ATR |
86.9 |
87.8 |
0.9 |
1.1% |
0.0 |
| Volume |
270,024 |
131,362 |
-138,662 |
-51.4% |
39,769 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.0 |
2,835.0 |
2,651.0 |
|
| R3 |
2,774.0 |
2,735.0 |
2,623.5 |
|
| R2 |
2,674.0 |
2,674.0 |
2,614.3 |
|
| R1 |
2,635.0 |
2,635.0 |
2,605.2 |
2,654.5 |
| PP |
2,574.0 |
2,574.0 |
2,574.0 |
2,583.8 |
| S1 |
2,535.0 |
2,535.0 |
2,586.8 |
2,554.5 |
| S2 |
2,474.0 |
2,474.0 |
2,577.7 |
|
| S3 |
2,374.0 |
2,435.0 |
2,568.5 |
|
| S4 |
2,274.0 |
2,335.0 |
2,541.0 |
|
|
| 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 |
2,645.0 |
2,463.0 |
182.0 |
7.0% |
89.4 |
3.4% |
73% |
False |
False |
115,382 |
| 10 |
2,658.0 |
2,463.0 |
195.0 |
7.5% |
76.3 |
2.9% |
68% |
False |
False |
60,831 |
| 20 |
2,718.0 |
2,432.0 |
286.0 |
11.0% |
85.3 |
3.3% |
57% |
False |
False |
32,184 |
| 40 |
2,950.0 |
2,350.0 |
600.0 |
23.1% |
87.9 |
3.4% |
41% |
False |
False |
17,056 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
70.3 |
2.7% |
41% |
False |
False |
12,784 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
60.1 |
2.3% |
41% |
False |
False |
10,358 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
55.5 |
2.1% |
41% |
False |
False |
8,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.0 |
|
2.618 |
2,874.8 |
|
1.618 |
2,774.8 |
|
1.000 |
2,713.0 |
|
0.618 |
2,674.8 |
|
HIGH |
2,613.0 |
|
0.618 |
2,574.8 |
|
0.500 |
2,563.0 |
|
0.382 |
2,551.2 |
|
LOW |
2,513.0 |
|
0.618 |
2,451.2 |
|
1.000 |
2,413.0 |
|
1.618 |
2,351.2 |
|
2.618 |
2,251.2 |
|
4.250 |
2,088.0 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,585.0 |
2,576.7 |
| PP |
2,574.0 |
2,557.3 |
| S1 |
2,563.0 |
2,538.0 |
|