| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,212.0 |
5,153.0 |
-59.0 |
-1.1% |
5,066.0 |
| High |
5,228.5 |
5,168.0 |
-60.5 |
-1.2% |
5,228.5 |
| Low |
5,140.0 |
5,049.0 |
-91.0 |
-1.8% |
4,883.5 |
| Close |
5,187.0 |
5,147.5 |
-39.5 |
-0.8% |
5,187.0 |
| Range |
88.5 |
119.0 |
30.5 |
34.5% |
345.0 |
| ATR |
146.7 |
146.0 |
-0.6 |
-0.4% |
0.0 |
| Volume |
147,345 |
0 |
-147,345 |
-100.0% |
864,797 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,478.5 |
5,432.0 |
5,213.0 |
|
| R3 |
5,359.5 |
5,313.0 |
5,180.0 |
|
| R2 |
5,240.5 |
5,240.5 |
5,169.5 |
|
| R1 |
5,194.0 |
5,194.0 |
5,158.5 |
5,158.0 |
| PP |
5,121.5 |
5,121.5 |
5,121.5 |
5,103.5 |
| S1 |
5,075.0 |
5,075.0 |
5,136.5 |
5,039.0 |
| S2 |
5,002.5 |
5,002.5 |
5,125.5 |
|
| S3 |
4,883.5 |
4,956.0 |
5,115.0 |
|
| S4 |
4,764.5 |
4,837.0 |
5,082.0 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,134.5 |
6,006.0 |
5,377.0 |
|
| R3 |
5,789.5 |
5,661.0 |
5,282.0 |
|
| R2 |
5,444.5 |
5,444.5 |
5,250.0 |
|
| R1 |
5,316.0 |
5,316.0 |
5,218.5 |
5,380.0 |
| PP |
5,099.5 |
5,099.5 |
5,099.5 |
5,132.0 |
| S1 |
4,971.0 |
4,971.0 |
5,155.5 |
5,035.0 |
| S2 |
4,754.5 |
4,754.5 |
5,124.0 |
|
| S3 |
4,409.5 |
4,626.0 |
5,092.0 |
|
| S4 |
4,064.5 |
4,281.0 |
4,997.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,228.5 |
4,883.5 |
345.0 |
6.7% |
123.0 |
2.4% |
77% |
False |
False |
118,670 |
| 10 |
5,322.0 |
4,883.5 |
438.5 |
8.5% |
136.0 |
2.6% |
60% |
False |
False |
157,521 |
| 20 |
5,512.0 |
4,801.0 |
711.0 |
13.8% |
160.0 |
3.1% |
49% |
False |
False |
172,740 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
120.0 |
2.3% |
35% |
False |
False |
139,556 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
97.5 |
1.9% |
35% |
False |
False |
122,971 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
89.5 |
1.7% |
35% |
False |
False |
92,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,674.0 |
|
2.618 |
5,479.5 |
|
1.618 |
5,360.5 |
|
1.000 |
5,287.0 |
|
0.618 |
5,241.5 |
|
HIGH |
5,168.0 |
|
0.618 |
5,122.5 |
|
0.500 |
5,108.5 |
|
0.382 |
5,094.5 |
|
LOW |
5,049.0 |
|
0.618 |
4,975.5 |
|
1.000 |
4,930.0 |
|
1.618 |
4,856.5 |
|
2.618 |
4,737.5 |
|
4.250 |
4,543.0 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,134.5 |
5,144.5 |
| PP |
5,121.5 |
5,141.5 |
| S1 |
5,108.5 |
5,139.0 |
|