| 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 |
5,892.5 |
5,955.5 |
63.0 |
1.1% |
5,967.5 |
| High |
5,999.0 |
6,093.5 |
94.5 |
1.6% |
6,116.0 |
| Low |
5,840.5 |
5,931.0 |
90.5 |
1.5% |
5,839.0 |
| Close |
5,996.5 |
6,059.0 |
62.5 |
1.0% |
5,935.5 |
| Range |
158.5 |
162.5 |
4.0 |
2.5% |
277.0 |
| ATR |
154.6 |
155.2 |
0.6 |
0.4% |
0.0 |
| Volume |
2,750 |
5,453 |
2,703 |
98.3% |
3,707 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,515.3 |
6,449.7 |
6,148.4 |
|
| R3 |
6,352.8 |
6,287.2 |
6,103.7 |
|
| R2 |
6,190.3 |
6,190.3 |
6,088.8 |
|
| R1 |
6,124.7 |
6,124.7 |
6,073.9 |
6,157.5 |
| PP |
6,027.8 |
6,027.8 |
6,027.8 |
6,044.3 |
| S1 |
5,962.2 |
5,962.2 |
6,044.1 |
5,995.0 |
| S2 |
5,865.3 |
5,865.3 |
6,029.2 |
|
| S3 |
5,702.8 |
5,799.7 |
6,014.3 |
|
| S4 |
5,540.3 |
5,637.2 |
5,969.6 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,794.5 |
6,642.0 |
6,087.9 |
|
| R3 |
6,517.5 |
6,365.0 |
6,011.7 |
|
| R2 |
6,240.5 |
6,240.5 |
5,986.3 |
|
| R1 |
6,088.0 |
6,088.0 |
5,960.9 |
6,025.8 |
| PP |
5,963.5 |
5,963.5 |
5,963.5 |
5,932.4 |
| S1 |
5,811.0 |
5,811.0 |
5,910.1 |
5,748.8 |
| S2 |
5,686.5 |
5,686.5 |
5,884.7 |
|
| S3 |
5,409.5 |
5,534.0 |
5,859.3 |
|
| S4 |
5,132.5 |
5,257.0 |
5,783.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,116.0 |
5,807.0 |
309.0 |
5.1% |
163.7 |
2.7% |
82% |
False |
False |
3,144 |
| 10 |
6,116.0 |
5,807.0 |
309.0 |
5.1% |
136.7 |
2.3% |
82% |
False |
False |
1,978 |
| 20 |
6,242.0 |
5,615.0 |
627.0 |
10.3% |
150.6 |
2.5% |
71% |
False |
False |
1,438 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.5% |
147.4 |
2.4% |
62% |
False |
False |
933 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.5% |
118.0 |
1.9% |
62% |
False |
False |
1,024 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.4% |
104.8 |
1.7% |
64% |
False |
False |
922 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.3% |
100.1 |
1.7% |
69% |
False |
False |
756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,784.1 |
|
2.618 |
6,518.9 |
|
1.618 |
6,356.4 |
|
1.000 |
6,256.0 |
|
0.618 |
6,193.9 |
|
HIGH |
6,093.5 |
|
0.618 |
6,031.4 |
|
0.500 |
6,012.3 |
|
0.382 |
5,993.1 |
|
LOW |
5,931.0 |
|
0.618 |
5,830.6 |
|
1.000 |
5,768.5 |
|
1.618 |
5,668.1 |
|
2.618 |
5,505.6 |
|
4.250 |
5,240.4 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,043.4 |
6,022.8 |
| PP |
6,027.8 |
5,986.5 |
| S1 |
6,012.3 |
5,950.3 |
|