| 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 |
2,559.0 |
2,650.0 |
91.0 |
3.6% |
2,560.0 |
| High |
2,629.0 |
2,658.0 |
29.0 |
1.1% |
2,634.0 |
| Low |
2,541.0 |
2,604.0 |
63.0 |
2.5% |
2,432.0 |
| Close |
2,593.0 |
2,620.0 |
27.0 |
1.0% |
2,602.0 |
| Range |
88.0 |
54.0 |
-34.0 |
-38.6% |
202.0 |
| ATR |
89.4 |
87.7 |
-1.7 |
-1.9% |
0.0 |
| Volume |
4,946 |
3,793 |
-1,153 |
-23.3% |
30,395 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.3 |
2,758.7 |
2,649.7 |
|
| R3 |
2,735.3 |
2,704.7 |
2,634.9 |
|
| R2 |
2,681.3 |
2,681.3 |
2,629.9 |
|
| R1 |
2,650.7 |
2,650.7 |
2,625.0 |
2,639.0 |
| PP |
2,627.3 |
2,627.3 |
2,627.3 |
2,621.5 |
| S1 |
2,596.7 |
2,596.7 |
2,615.1 |
2,585.0 |
| S2 |
2,573.3 |
2,573.3 |
2,610.1 |
|
| S3 |
2,519.3 |
2,542.7 |
2,605.2 |
|
| S4 |
2,465.3 |
2,488.7 |
2,590.3 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,084.0 |
2,713.1 |
|
| R3 |
2,960.0 |
2,882.0 |
2,657.6 |
|
| R2 |
2,758.0 |
2,758.0 |
2,639.0 |
|
| R1 |
2,680.0 |
2,680.0 |
2,620.5 |
2,719.0 |
| PP |
2,556.0 |
2,556.0 |
2,556.0 |
2,575.5 |
| S1 |
2,478.0 |
2,478.0 |
2,583.5 |
2,517.0 |
| S2 |
2,354.0 |
2,354.0 |
2,565.0 |
|
| S3 |
2,152.0 |
2,276.0 |
2,546.5 |
|
| S4 |
1,950.0 |
2,074.0 |
2,490.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,658.0 |
2,528.0 |
130.0 |
5.0% |
63.2 |
2.4% |
71% |
True |
False |
6,281 |
| 10 |
2,658.0 |
2,432.0 |
226.0 |
8.6% |
75.2 |
2.9% |
83% |
True |
False |
6,140 |
| 20 |
2,760.0 |
2,419.0 |
341.0 |
13.0% |
90.0 |
3.4% |
59% |
False |
False |
3,756 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
80.5 |
3.1% |
45% |
False |
False |
2,723 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
65.0 |
2.5% |
45% |
False |
False |
4,059 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
55.2 |
2.1% |
45% |
False |
False |
3,178 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
51.5 |
2.0% |
45% |
False |
False |
2,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.5 |
|
2.618 |
2,799.4 |
|
1.618 |
2,745.4 |
|
1.000 |
2,712.0 |
|
0.618 |
2,691.4 |
|
HIGH |
2,658.0 |
|
0.618 |
2,637.4 |
|
0.500 |
2,631.0 |
|
0.382 |
2,624.6 |
|
LOW |
2,604.0 |
|
0.618 |
2,570.6 |
|
1.000 |
2,550.0 |
|
1.618 |
2,516.6 |
|
2.618 |
2,462.6 |
|
4.250 |
2,374.5 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,631.0 |
2,611.0 |
| PP |
2,627.3 |
2,602.0 |
| S1 |
2,623.7 |
2,593.0 |
|