| 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 |
1,211.5 |
1,225.8 |
14.3 |
1.2% |
1,231.1 |
| High |
1,226.0 |
1,251.0 |
25.0 |
2.0% |
1,234.2 |
| Low |
1,202.0 |
1,218.5 |
16.5 |
1.4% |
1,202.0 |
| Close |
1,221.8 |
1,245.2 |
23.4 |
1.9% |
1,221.8 |
| Range |
24.0 |
32.5 |
8.5 |
35.4% |
32.2 |
| ATR |
20.3 |
21.1 |
0.9 |
4.3% |
0.0 |
| Volume |
4,091 |
3,929 |
-162 |
-4.0% |
13,324 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.7 |
1,323.0 |
1,263.1 |
|
| R3 |
1,303.2 |
1,290.5 |
1,254.1 |
|
| R2 |
1,270.7 |
1,270.7 |
1,251.2 |
|
| R1 |
1,258.0 |
1,258.0 |
1,248.2 |
1,264.4 |
| PP |
1,238.2 |
1,238.2 |
1,238.2 |
1,241.4 |
| S1 |
1,225.5 |
1,225.5 |
1,242.2 |
1,231.9 |
| S2 |
1,205.7 |
1,205.7 |
1,239.2 |
|
| S3 |
1,173.2 |
1,193.0 |
1,236.3 |
|
| S4 |
1,140.7 |
1,160.5 |
1,227.3 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.9 |
1,301.1 |
1,239.5 |
|
| R3 |
1,283.7 |
1,268.9 |
1,230.7 |
|
| R2 |
1,251.5 |
1,251.5 |
1,227.7 |
|
| R1 |
1,236.7 |
1,236.7 |
1,224.8 |
1,228.0 |
| PP |
1,219.3 |
1,219.3 |
1,219.3 |
1,215.0 |
| S1 |
1,204.5 |
1,204.5 |
1,218.8 |
1,195.8 |
| S2 |
1,187.1 |
1,187.1 |
1,215.9 |
|
| S3 |
1,154.9 |
1,172.3 |
1,212.9 |
|
| S4 |
1,122.7 |
1,140.1 |
1,204.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,251.0 |
1,202.0 |
49.0 |
3.9% |
21.9 |
1.8% |
88% |
True |
False |
3,450 |
| 10 |
1,251.0 |
1,185.8 |
65.2 |
5.2% |
18.7 |
1.5% |
91% |
True |
False |
5,049 |
| 20 |
1,255.1 |
1,172.0 |
83.1 |
6.7% |
22.2 |
1.8% |
88% |
False |
False |
5,186 |
| 40 |
1,255.1 |
1,127.8 |
127.3 |
10.2% |
19.5 |
1.6% |
92% |
False |
False |
3,831 |
| 60 |
1,255.1 |
1,089.9 |
165.2 |
13.3% |
17.8 |
1.4% |
94% |
False |
False |
2,994 |
| 80 |
1,255.1 |
1,078.8 |
176.3 |
14.2% |
17.8 |
1.4% |
94% |
False |
False |
2,714 |
| 100 |
1,255.1 |
1,048.2 |
206.9 |
16.6% |
18.2 |
1.5% |
95% |
False |
False |
2,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.1 |
|
2.618 |
1,336.1 |
|
1.618 |
1,303.6 |
|
1.000 |
1,283.5 |
|
0.618 |
1,271.1 |
|
HIGH |
1,251.0 |
|
0.618 |
1,238.6 |
|
0.500 |
1,234.8 |
|
0.382 |
1,230.9 |
|
LOW |
1,218.5 |
|
0.618 |
1,198.4 |
|
1.000 |
1,186.0 |
|
1.618 |
1,165.9 |
|
2.618 |
1,133.4 |
|
4.250 |
1,080.4 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,241.7 |
1,239.0 |
| PP |
1,238.2 |
1,232.7 |
| S1 |
1,234.8 |
1,226.5 |
|