| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,064.00 |
1,048.25 |
-15.75 |
-1.5% |
1,088.50 |
| High |
1,070.75 |
1,063.25 |
-7.50 |
-0.7% |
1,107.75 |
| Low |
1,047.00 |
1,041.25 |
-5.75 |
-0.5% |
1,059.25 |
| Close |
1,048.00 |
1,059.25 |
11.25 |
1.1% |
1,066.00 |
| Range |
23.75 |
22.00 |
-1.75 |
-7.4% |
48.50 |
| ATR |
30.18 |
29.60 |
-0.58 |
-1.9% |
0.00 |
| Volume |
3,211,493 |
2,390,986 |
-820,507 |
-25.5% |
9,210,793 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,120.50 |
1,112.00 |
1,071.25 |
|
| R3 |
1,098.50 |
1,090.00 |
1,065.25 |
|
| R2 |
1,076.50 |
1,076.50 |
1,063.25 |
|
| R1 |
1,068.00 |
1,068.00 |
1,061.25 |
1,072.25 |
| PP |
1,054.50 |
1,054.50 |
1,054.50 |
1,056.75 |
| S1 |
1,046.00 |
1,046.00 |
1,057.25 |
1,050.25 |
| S2 |
1,032.50 |
1,032.50 |
1,055.25 |
|
| S3 |
1,010.50 |
1,024.00 |
1,053.25 |
|
| S4 |
988.50 |
1,002.00 |
1,047.25 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.25 |
1,193.00 |
1,092.75 |
|
| R3 |
1,174.75 |
1,144.50 |
1,079.25 |
|
| R2 |
1,126.25 |
1,126.25 |
1,075.00 |
|
| R1 |
1,096.00 |
1,096.00 |
1,070.50 |
1,087.00 |
| PP |
1,077.75 |
1,077.75 |
1,077.75 |
1,073.00 |
| S1 |
1,047.50 |
1,047.50 |
1,061.50 |
1,038.50 |
| S2 |
1,029.25 |
1,029.25 |
1,057.00 |
|
| S3 |
980.75 |
999.00 |
1,052.75 |
|
| S4 |
932.25 |
950.50 |
1,039.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,107.75 |
1,041.25 |
66.50 |
6.3% |
28.00 |
2.6% |
27% |
False |
True |
2,488,908 |
| 10 |
1,107.75 |
1,036.75 |
71.00 |
6.7% |
30.50 |
2.9% |
32% |
False |
False |
2,602,153 |
| 20 |
1,174.75 |
1,036.75 |
138.00 |
13.0% |
30.50 |
2.9% |
16% |
False |
False |
2,875,661 |
| 40 |
1,216.75 |
1,036.75 |
180.00 |
17.0% |
28.00 |
2.6% |
13% |
False |
False |
2,753,080 |
| 60 |
1,216.75 |
1,036.75 |
180.00 |
17.0% |
22.50 |
2.1% |
13% |
False |
False |
2,421,184 |
| 80 |
1,216.75 |
1,036.75 |
180.00 |
17.0% |
20.00 |
1.9% |
13% |
False |
False |
1,843,343 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
17.0% |
20.25 |
1.9% |
13% |
False |
False |
1,475,154 |
| 120 |
1,216.75 |
1,036.25 |
180.50 |
17.0% |
18.50 |
1.8% |
13% |
False |
False |
1,229,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,156.75 |
|
2.618 |
1,120.75 |
|
1.618 |
1,098.75 |
|
1.000 |
1,085.25 |
|
0.618 |
1,076.75 |
|
HIGH |
1,063.25 |
|
0.618 |
1,054.75 |
|
0.500 |
1,052.25 |
|
0.382 |
1,049.75 |
|
LOW |
1,041.25 |
|
0.618 |
1,027.75 |
|
1.000 |
1,019.25 |
|
1.618 |
1,005.75 |
|
2.618 |
983.75 |
|
4.250 |
947.75 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,057.00 |
1,074.50 |
| PP |
1,054.50 |
1,069.50 |
| S1 |
1,052.25 |
1,064.25 |
|