| 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 |
19,670 |
19,555 |
-115 |
-0.6% |
19,341 |
| High |
19,892 |
19,771 |
-121 |
-0.6% |
19,892 |
| Low |
19,652 |
19,430 |
-222 |
-1.1% |
18,899 |
| Close |
19,716 |
19,451 |
-265 |
-1.3% |
19,716 |
| Range |
240 |
341 |
101 |
42.1% |
993 |
| ATR |
413 |
408 |
-5 |
-1.2% |
0 |
| Volume |
83,976 |
87,611 |
3,635 |
4.3% |
219,295 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,574 |
20,353 |
19,639 |
|
| R3 |
20,233 |
20,012 |
19,545 |
|
| R2 |
19,892 |
19,892 |
19,514 |
|
| R1 |
19,671 |
19,671 |
19,482 |
19,611 |
| PP |
19,551 |
19,551 |
19,551 |
19,521 |
| S1 |
19,330 |
19,330 |
19,420 |
19,270 |
| S2 |
19,210 |
19,210 |
19,388 |
|
| S3 |
18,869 |
18,989 |
19,357 |
|
| S4 |
18,528 |
18,648 |
19,263 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,481 |
22,092 |
20,262 |
|
| R3 |
21,488 |
21,099 |
19,989 |
|
| R2 |
20,495 |
20,495 |
19,898 |
|
| R1 |
20,106 |
20,106 |
19,807 |
20,301 |
| PP |
19,502 |
19,502 |
19,502 |
19,600 |
| S1 |
19,113 |
19,113 |
19,625 |
19,308 |
| S2 |
18,509 |
18,509 |
19,534 |
|
| S3 |
17,516 |
18,120 |
19,443 |
|
| S4 |
16,523 |
17,127 |
19,170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,892 |
18,899 |
993 |
5.1% |
356 |
1.8% |
56% |
False |
False |
60,017 |
| 10 |
19,892 |
18,899 |
993 |
5.1% |
364 |
1.9% |
56% |
False |
False |
31,913 |
| 20 |
20,735 |
18,899 |
1,836 |
9.4% |
348 |
1.8% |
30% |
False |
False |
16,822 |
| 40 |
22,500 |
18,899 |
3,601 |
18.5% |
301 |
1.5% |
15% |
False |
False |
8,686 |
| 60 |
22,500 |
18,899 |
3,601 |
18.5% |
282 |
1.4% |
15% |
False |
False |
5,958 |
| 80 |
22,500 |
18,899 |
3,601 |
18.5% |
285 |
1.5% |
15% |
False |
False |
4,519 |
| 100 |
22,500 |
18,899 |
3,601 |
18.5% |
286 |
1.5% |
15% |
False |
False |
3,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,220 |
|
2.618 |
20,664 |
|
1.618 |
20,323 |
|
1.000 |
20,112 |
|
0.618 |
19,982 |
|
HIGH |
19,771 |
|
0.618 |
19,641 |
|
0.500 |
19,601 |
|
0.382 |
19,560 |
|
LOW |
19,430 |
|
0.618 |
19,219 |
|
1.000 |
19,089 |
|
1.618 |
18,878 |
|
2.618 |
18,537 |
|
4.250 |
17,981 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,601 |
19,437 |
| PP |
19,551 |
19,424 |
| S1 |
19,501 |
19,410 |
|