| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,082.5 |
5,236.5 |
154.0 |
3.0% |
5,066.0 |
| High |
5,216.0 |
5,262.5 |
46.5 |
0.9% |
5,228.5 |
| Low |
5,070.5 |
5,168.5 |
98.0 |
1.9% |
4,883.5 |
| Close |
5,145.0 |
5,203.0 |
58.0 |
1.1% |
5,187.0 |
| Range |
145.5 |
94.0 |
-51.5 |
-35.4% |
345.0 |
| ATR |
146.0 |
144.0 |
-2.0 |
-1.4% |
0.0 |
| Volume |
162,294 |
134,322 |
-27,972 |
-17.2% |
864,797 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,493.5 |
5,442.0 |
5,254.5 |
|
| R3 |
5,399.5 |
5,348.0 |
5,229.0 |
|
| R2 |
5,305.5 |
5,305.5 |
5,220.0 |
|
| R1 |
5,254.0 |
5,254.0 |
5,211.5 |
5,233.0 |
| PP |
5,211.5 |
5,211.5 |
5,211.5 |
5,200.5 |
| S1 |
5,160.0 |
5,160.0 |
5,194.5 |
5,139.0 |
| S2 |
5,117.5 |
5,117.5 |
5,186.0 |
|
| S3 |
5,023.5 |
5,066.0 |
5,177.0 |
|
| S4 |
4,929.5 |
4,972.0 |
5,151.5 |
|
|
| 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 |
5,262.5 |
5,049.0 |
213.5 |
4.1% |
122.0 |
2.3% |
72% |
True |
False |
119,976 |
| 10 |
5,262.5 |
4,883.5 |
379.0 |
7.3% |
133.0 |
2.6% |
84% |
True |
False |
158,579 |
| 20 |
5,432.0 |
4,801.0 |
631.0 |
12.1% |
158.0 |
3.0% |
64% |
False |
False |
177,843 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
123.5 |
2.4% |
40% |
False |
False |
141,649 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
99.5 |
1.9% |
40% |
False |
False |
127,838 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
90.5 |
1.7% |
40% |
False |
False |
95,995 |
| 100 |
5,800.0 |
4,801.0 |
999.0 |
19.2% |
78.0 |
1.5% |
40% |
False |
False |
76,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,662.0 |
|
2.618 |
5,508.5 |
|
1.618 |
5,414.5 |
|
1.000 |
5,356.5 |
|
0.618 |
5,320.5 |
|
HIGH |
5,262.5 |
|
0.618 |
5,226.5 |
|
0.500 |
5,215.5 |
|
0.382 |
5,204.5 |
|
LOW |
5,168.5 |
|
0.618 |
5,110.5 |
|
1.000 |
5,074.5 |
|
1.618 |
5,016.5 |
|
2.618 |
4,922.5 |
|
4.250 |
4,769.0 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,215.5 |
5,187.0 |
| PP |
5,211.5 |
5,171.5 |
| S1 |
5,207.0 |
5,156.0 |
|