| 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 |
1,897.50 |
1,831.75 |
-65.75 |
-3.5% |
1,852.00 |
| High |
1,904.50 |
1,845.50 |
-59.00 |
-3.1% |
1,904.50 |
| Low |
1,824.25 |
1,793.75 |
-30.50 |
-1.7% |
1,824.25 |
| Close |
1,834.25 |
1,795.75 |
-38.50 |
-2.1% |
1,834.25 |
| Range |
80.25 |
51.75 |
-28.50 |
-35.5% |
80.25 |
| ATR |
56.28 |
55.95 |
-0.32 |
-0.6% |
0.00 |
| Volume |
285,099 |
426,018 |
140,919 |
49.4% |
1,276,553 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.00 |
1,933.00 |
1,824.25 |
|
| R3 |
1,915.25 |
1,881.25 |
1,810.00 |
|
| R2 |
1,863.50 |
1,863.50 |
1,805.25 |
|
| R1 |
1,829.50 |
1,829.50 |
1,800.50 |
1,820.50 |
| PP |
1,811.75 |
1,811.75 |
1,811.75 |
1,807.25 |
| S1 |
1,777.75 |
1,777.75 |
1,791.00 |
1,769.00 |
| S2 |
1,760.00 |
1,760.00 |
1,786.25 |
|
| S3 |
1,708.25 |
1,726.00 |
1,781.50 |
|
| S4 |
1,656.50 |
1,674.25 |
1,767.25 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.00 |
2,045.00 |
1,878.50 |
|
| R3 |
2,014.75 |
1,964.75 |
1,856.25 |
|
| R2 |
1,934.50 |
1,934.50 |
1,849.00 |
|
| R1 |
1,884.50 |
1,884.50 |
1,841.50 |
1,869.50 |
| PP |
1,854.25 |
1,854.25 |
1,854.25 |
1,846.75 |
| S1 |
1,804.25 |
1,804.25 |
1,827.00 |
1,789.00 |
| S2 |
1,774.00 |
1,774.00 |
1,819.50 |
|
| S3 |
1,693.75 |
1,724.00 |
1,812.25 |
|
| S4 |
1,613.50 |
1,643.75 |
1,790.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,904.50 |
1,793.75 |
110.75 |
6.2% |
53.00 |
2.9% |
2% |
False |
True |
340,514 |
| 10 |
1,904.50 |
1,754.25 |
150.25 |
8.4% |
55.75 |
3.1% |
28% |
False |
False |
367,932 |
| 20 |
1,981.50 |
1,754.25 |
227.25 |
12.7% |
57.25 |
3.2% |
18% |
False |
False |
406,801 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
51.75 |
2.9% |
20% |
False |
False |
369,517 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
41.50 |
2.3% |
20% |
False |
False |
324,303 |
| 80 |
2,058.75 |
1,730.25 |
328.50 |
18.3% |
37.25 |
2.1% |
20% |
False |
False |
243,862 |
| 100 |
2,058.75 |
1,708.50 |
350.25 |
19.5% |
37.00 |
2.1% |
25% |
False |
False |
195,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.50 |
|
2.618 |
1,981.00 |
|
1.618 |
1,929.25 |
|
1.000 |
1,897.25 |
|
0.618 |
1,877.50 |
|
HIGH |
1,845.50 |
|
0.618 |
1,825.75 |
|
0.500 |
1,819.50 |
|
0.382 |
1,813.50 |
|
LOW |
1,793.75 |
|
0.618 |
1,761.75 |
|
1.000 |
1,742.00 |
|
1.618 |
1,710.00 |
|
2.618 |
1,658.25 |
|
4.250 |
1,573.75 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.50 |
1,849.00 |
| PP |
1,811.75 |
1,831.25 |
| S1 |
1,803.75 |
1,813.50 |
|