| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,236.5 |
5,216.5 |
-20.0 |
-0.4% |
5,153.0 |
| High |
5,262.5 |
5,264.0 |
1.5 |
0.0% |
5,264.0 |
| Low |
5,168.5 |
5,043.0 |
-125.5 |
-2.4% |
5,043.0 |
| Close |
5,203.0 |
5,125.5 |
-77.5 |
-1.5% |
5,125.5 |
| Range |
94.0 |
221.0 |
127.0 |
135.1% |
221.0 |
| ATR |
144.0 |
149.5 |
5.5 |
3.8% |
0.0 |
| Volume |
134,322 |
121,385 |
-12,937 |
-9.6% |
418,001 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,807.0 |
5,687.5 |
5,247.0 |
|
| R3 |
5,586.0 |
5,466.5 |
5,186.5 |
|
| R2 |
5,365.0 |
5,365.0 |
5,166.0 |
|
| R1 |
5,245.5 |
5,245.5 |
5,146.0 |
5,195.0 |
| PP |
5,144.0 |
5,144.0 |
5,144.0 |
5,119.0 |
| S1 |
5,024.5 |
5,024.5 |
5,105.0 |
4,974.0 |
| S2 |
4,923.0 |
4,923.0 |
5,085.0 |
|
| S3 |
4,702.0 |
4,803.5 |
5,064.5 |
|
| S4 |
4,481.0 |
4,582.5 |
5,004.0 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,807.0 |
5,687.5 |
5,247.0 |
|
| R3 |
5,586.0 |
5,466.5 |
5,186.5 |
|
| R2 |
5,365.0 |
5,365.0 |
5,166.0 |
|
| R1 |
5,245.5 |
5,245.5 |
5,146.0 |
5,195.0 |
| PP |
5,144.0 |
5,144.0 |
5,144.0 |
5,119.0 |
| S1 |
5,024.5 |
5,024.5 |
5,105.0 |
4,974.0 |
| S2 |
4,923.0 |
4,923.0 |
5,085.0 |
|
| S3 |
4,702.0 |
4,803.5 |
5,064.5 |
|
| S4 |
4,481.0 |
4,582.5 |
5,004.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,264.0 |
5,043.0 |
221.0 |
4.3% |
133.5 |
2.6% |
37% |
True |
True |
113,069 |
| 10 |
5,264.0 |
4,883.5 |
380.5 |
7.4% |
131.5 |
2.6% |
64% |
True |
False |
150,960 |
| 20 |
5,432.0 |
4,883.5 |
548.5 |
10.7% |
141.5 |
2.8% |
44% |
False |
False |
174,454 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
127.5 |
2.5% |
32% |
False |
False |
142,255 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
103.0 |
2.0% |
32% |
False |
False |
129,819 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
92.5 |
1.8% |
32% |
False |
False |
97,512 |
| 100 |
5,800.0 |
4,801.0 |
999.0 |
19.5% |
80.0 |
1.6% |
32% |
False |
False |
78,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,203.0 |
|
2.618 |
5,842.5 |
|
1.618 |
5,621.5 |
|
1.000 |
5,485.0 |
|
0.618 |
5,400.5 |
|
HIGH |
5,264.0 |
|
0.618 |
5,179.5 |
|
0.500 |
5,153.5 |
|
0.382 |
5,127.5 |
|
LOW |
5,043.0 |
|
0.618 |
4,906.5 |
|
1.000 |
4,822.0 |
|
1.618 |
4,685.5 |
|
2.618 |
4,464.5 |
|
4.250 |
4,104.0 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,153.5 |
5,153.5 |
| PP |
5,144.0 |
5,144.0 |
| S1 |
5,135.0 |
5,135.0 |
|