| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,520.0 |
2,517.0 |
-3.0 |
-0.1% |
2,616.0 |
| High |
2,543.0 |
2,557.0 |
14.0 |
0.6% |
2,664.0 |
| Low |
2,467.0 |
2,489.0 |
22.0 |
0.9% |
2,502.0 |
| Close |
2,500.0 |
2,552.0 |
52.0 |
2.1% |
2,542.0 |
| Range |
76.0 |
68.0 |
-8.0 |
-10.5% |
162.0 |
| ATR |
93.6 |
91.8 |
-1.8 |
-2.0% |
0.0 |
| Volume |
2,006,213 |
1,958,594 |
-47,619 |
-2.4% |
4,610,377 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.7 |
2,712.3 |
2,589.4 |
|
| R3 |
2,668.7 |
2,644.3 |
2,570.7 |
|
| R2 |
2,600.7 |
2,600.7 |
2,564.5 |
|
| R1 |
2,576.3 |
2,576.3 |
2,558.2 |
2,588.5 |
| PP |
2,532.7 |
2,532.7 |
2,532.7 |
2,538.8 |
| S1 |
2,508.3 |
2,508.3 |
2,545.8 |
2,520.5 |
| S2 |
2,464.7 |
2,464.7 |
2,539.5 |
|
| S3 |
2,396.7 |
2,440.3 |
2,533.3 |
|
| S4 |
2,328.7 |
2,372.3 |
2,514.6 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
2,960.7 |
2,631.1 |
|
| R3 |
2,893.3 |
2,798.7 |
2,586.6 |
|
| R2 |
2,731.3 |
2,731.3 |
2,571.7 |
|
| R1 |
2,636.7 |
2,636.7 |
2,556.9 |
2,603.0 |
| PP |
2,569.3 |
2,569.3 |
2,569.3 |
2,552.5 |
| S1 |
2,474.7 |
2,474.7 |
2,527.2 |
2,441.0 |
| S2 |
2,407.3 |
2,407.3 |
2,512.3 |
|
| S3 |
2,245.3 |
2,312.7 |
2,497.5 |
|
| S4 |
2,083.3 |
2,150.7 |
2,452.9 |
|
|
| 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 |
2,467.0 |
197.0 |
7.7% |
83.6 |
3.3% |
43% |
False |
False |
1,774,162 |
| 10 |
2,664.0 |
2,467.0 |
197.0 |
7.7% |
81.2 |
3.2% |
43% |
False |
False |
1,580,467 |
| 20 |
2,767.0 |
2,433.0 |
334.0 |
13.1% |
88.7 |
3.5% |
36% |
False |
False |
1,890,335 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
91.2 |
3.6% |
35% |
False |
False |
1,940,970 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
73.6 |
2.9% |
35% |
False |
False |
1,627,807 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
65.8 |
2.6% |
35% |
False |
False |
1,230,572 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
24.4% |
66.7 |
2.6% |
35% |
False |
False |
984,965 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
25.2% |
61.8 |
2.4% |
34% |
False |
False |
821,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.0 |
|
2.618 |
2,735.0 |
|
1.618 |
2,667.0 |
|
1.000 |
2,625.0 |
|
0.618 |
2,599.0 |
|
HIGH |
2,557.0 |
|
0.618 |
2,531.0 |
|
0.500 |
2,523.0 |
|
0.382 |
2,515.0 |
|
LOW |
2,489.0 |
|
0.618 |
2,447.0 |
|
1.000 |
2,421.0 |
|
1.618 |
2,379.0 |
|
2.618 |
2,311.0 |
|
4.250 |
2,200.0 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,542.3 |
2,538.7 |
| PP |
2,532.7 |
2,525.3 |
| S1 |
2,523.0 |
2,512.0 |
|