| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,564.0 |
2,653.0 |
89.0 |
3.5% |
2,560.0 |
| High |
2,637.0 |
2,664.0 |
27.0 |
1.0% |
2,640.0 |
| Low |
2,544.0 |
2,607.0 |
63.0 |
2.5% |
2,433.0 |
| Close |
2,598.0 |
2,625.0 |
27.0 |
1.0% |
2,607.0 |
| Range |
93.0 |
57.0 |
-36.0 |
-38.7% |
207.0 |
| ATR |
95.1 |
93.0 |
-2.1 |
-2.2% |
0.0 |
| Volume |
1,400,844 |
1,274,991 |
-125,853 |
-9.0% |
9,152,649 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.0 |
2,771.0 |
2,656.4 |
|
| R3 |
2,746.0 |
2,714.0 |
2,640.7 |
|
| R2 |
2,689.0 |
2,689.0 |
2,635.5 |
|
| R1 |
2,657.0 |
2,657.0 |
2,630.2 |
2,644.5 |
| PP |
2,632.0 |
2,632.0 |
2,632.0 |
2,625.8 |
| S1 |
2,600.0 |
2,600.0 |
2,619.8 |
2,587.5 |
| S2 |
2,575.0 |
2,575.0 |
2,614.6 |
|
| S3 |
2,518.0 |
2,543.0 |
2,609.3 |
|
| S4 |
2,461.0 |
2,486.0 |
2,593.7 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.0 |
3,101.0 |
2,720.9 |
|
| R3 |
2,974.0 |
2,894.0 |
2,663.9 |
|
| R2 |
2,767.0 |
2,767.0 |
2,645.0 |
|
| R1 |
2,687.0 |
2,687.0 |
2,626.0 |
2,727.0 |
| PP |
2,560.0 |
2,560.0 |
2,560.0 |
2,580.0 |
| S1 |
2,480.0 |
2,480.0 |
2,588.0 |
2,520.0 |
| S2 |
2,353.0 |
2,353.0 |
2,569.1 |
|
| S3 |
2,146.0 |
2,273.0 |
2,550.1 |
|
| S4 |
1,939.0 |
2,066.0 |
2,493.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,664.0 |
2,514.0 |
150.0 |
5.7% |
74.4 |
2.8% |
74% |
True |
False |
1,226,606 |
| 10 |
2,664.0 |
2,433.0 |
231.0 |
8.8% |
86.1 |
3.3% |
83% |
True |
False |
1,781,479 |
| 20 |
2,767.0 |
2,333.0 |
434.0 |
16.5% |
109.5 |
4.2% |
67% |
False |
False |
2,213,676 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
85.9 |
3.3% |
47% |
False |
False |
1,849,444 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
69.8 |
2.7% |
47% |
False |
False |
1,511,988 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
64.4 |
2.5% |
47% |
False |
False |
1,135,691 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
65.0 |
2.5% |
47% |
False |
False |
909,027 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.5% |
59.9 |
2.3% |
45% |
False |
False |
758,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.3 |
|
2.618 |
2,813.2 |
|
1.618 |
2,756.2 |
|
1.000 |
2,721.0 |
|
0.618 |
2,699.2 |
|
HIGH |
2,664.0 |
|
0.618 |
2,642.2 |
|
0.500 |
2,635.5 |
|
0.382 |
2,628.8 |
|
LOW |
2,607.0 |
|
0.618 |
2,571.8 |
|
1.000 |
2,550.0 |
|
1.618 |
2,514.8 |
|
2.618 |
2,457.8 |
|
4.250 |
2,364.8 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.5 |
2,618.0 |
| PP |
2,632.0 |
2,611.0 |
| S1 |
2,628.5 |
2,604.0 |
|