| 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 |
1,795.00 |
1,791.75 |
-3.25 |
-0.2% |
1,852.00 |
| High |
1,817.75 |
1,823.50 |
5.75 |
0.3% |
1,904.50 |
| Low |
1,770.00 |
1,773.75 |
3.75 |
0.2% |
1,824.25 |
| Close |
1,791.50 |
1,782.25 |
-9.25 |
-0.5% |
1,834.25 |
| Range |
47.75 |
49.75 |
2.00 |
4.2% |
80.25 |
| ATR |
55.37 |
54.97 |
-0.40 |
-0.7% |
0.00 |
| Volume |
334,305 |
409,445 |
75,140 |
22.5% |
1,276,553 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.50 |
1,912.00 |
1,809.50 |
|
| R3 |
1,892.75 |
1,862.25 |
1,796.00 |
|
| R2 |
1,843.00 |
1,843.00 |
1,791.25 |
|
| R1 |
1,812.50 |
1,812.50 |
1,786.75 |
1,803.00 |
| PP |
1,793.25 |
1,793.25 |
1,793.25 |
1,788.25 |
| S1 |
1,762.75 |
1,762.75 |
1,777.75 |
1,753.00 |
| S2 |
1,743.50 |
1,743.50 |
1,773.25 |
|
| S3 |
1,693.75 |
1,713.00 |
1,768.50 |
|
| S4 |
1,644.00 |
1,663.25 |
1,755.00 |
|
|
| 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 |
1,770.00 |
134.50 |
7.5% |
51.50 |
2.9% |
9% |
False |
False |
352,404 |
| 10 |
1,904.50 |
1,770.00 |
134.50 |
7.5% |
54.50 |
3.1% |
9% |
False |
False |
358,976 |
| 20 |
1,981.50 |
1,754.25 |
227.25 |
12.8% |
56.00 |
3.1% |
12% |
False |
False |
383,955 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
18.4% |
53.50 |
3.0% |
16% |
False |
False |
378,767 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
18.4% |
42.75 |
2.4% |
16% |
False |
False |
329,465 |
| 80 |
2,058.75 |
1,730.25 |
328.50 |
18.4% |
37.50 |
2.1% |
16% |
False |
False |
253,149 |
| 100 |
2,058.75 |
1,708.50 |
350.25 |
19.7% |
37.50 |
2.1% |
21% |
False |
False |
202,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,035.00 |
|
2.618 |
1,953.75 |
|
1.618 |
1,904.00 |
|
1.000 |
1,873.25 |
|
0.618 |
1,854.25 |
|
HIGH |
1,823.50 |
|
0.618 |
1,804.50 |
|
0.500 |
1,798.50 |
|
0.382 |
1,792.75 |
|
LOW |
1,773.75 |
|
0.618 |
1,743.00 |
|
1.000 |
1,724.00 |
|
1.618 |
1,693.25 |
|
2.618 |
1,643.50 |
|
4.250 |
1,562.25 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.50 |
1,807.75 |
| PP |
1,793.25 |
1,799.25 |
| S1 |
1,787.75 |
1,790.75 |
|