| 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 |
10,229 |
10,258 |
29 |
0.3% |
10,126 |
| High |
10,307 |
10,287 |
-20 |
-0.2% |
10,307 |
| Low |
10,164 |
9,880 |
-284 |
-2.8% |
9,880 |
| Close |
10,258 |
9,946 |
-312 |
-3.0% |
9,946 |
| Range |
143 |
407 |
264 |
184.6% |
427 |
| ATR |
243 |
255 |
12 |
4.8% |
0 |
| Volume |
129,149 |
124,377 |
-4,772 |
-3.7% |
564,516 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,259 |
11,009 |
10,170 |
|
| R3 |
10,852 |
10,602 |
10,058 |
|
| R2 |
10,445 |
10,445 |
10,021 |
|
| R1 |
10,195 |
10,195 |
9,983 |
10,117 |
| PP |
10,038 |
10,038 |
10,038 |
9,998 |
| S1 |
9,788 |
9,788 |
9,909 |
9,710 |
| S2 |
9,631 |
9,631 |
9,872 |
|
| S3 |
9,224 |
9,381 |
9,834 |
|
| S4 |
8,817 |
8,974 |
9,722 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,325 |
11,063 |
10,181 |
|
| R3 |
10,898 |
10,636 |
10,064 |
|
| R2 |
10,471 |
10,471 |
10,024 |
|
| R1 |
10,209 |
10,209 |
9,985 |
10,127 |
| PP |
10,044 |
10,044 |
10,044 |
10,003 |
| S1 |
9,782 |
9,782 |
9,907 |
9,700 |
| S2 |
9,617 |
9,617 |
9,868 |
|
| S3 |
9,190 |
9,355 |
9,829 |
|
| S4 |
8,763 |
8,928 |
9,711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,307 |
9,880 |
427 |
4.3% |
246 |
2.5% |
15% |
False |
True |
144,154 |
| 10 |
10,307 |
9,757 |
550 |
5.5% |
262 |
2.6% |
34% |
False |
False |
176,547 |
| 20 |
10,917 |
9,757 |
1,160 |
11.7% |
269 |
2.7% |
16% |
False |
False |
195,925 |
| 40 |
11,206 |
9,757 |
1,449 |
14.6% |
224 |
2.2% |
13% |
False |
False |
167,408 |
| 60 |
11,206 |
9,757 |
1,449 |
14.6% |
179 |
1.8% |
13% |
False |
False |
143,801 |
| 80 |
11,206 |
9,757 |
1,449 |
14.6% |
164 |
1.6% |
13% |
False |
False |
107,984 |
| 100 |
11,206 |
9,731 |
1,475 |
14.8% |
165 |
1.7% |
15% |
False |
False |
86,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,017 |
|
2.618 |
11,353 |
|
1.618 |
10,946 |
|
1.000 |
10,694 |
|
0.618 |
10,539 |
|
HIGH |
10,287 |
|
0.618 |
10,132 |
|
0.500 |
10,084 |
|
0.382 |
10,036 |
|
LOW |
9,880 |
|
0.618 |
9,629 |
|
1.000 |
9,473 |
|
1.618 |
9,222 |
|
2.618 |
8,815 |
|
4.250 |
8,150 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,084 |
10,094 |
| PP |
10,038 |
10,044 |
| S1 |
9,992 |
9,995 |
|