| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,515.0 |
2,510.0 |
-5.0 |
-0.2% |
2,608.0 |
| High |
2,535.0 |
2,550.0 |
15.0 |
0.6% |
2,658.0 |
| Low |
2,463.0 |
2,486.0 |
23.0 |
0.9% |
2,498.0 |
| Close |
2,494.0 |
2,547.0 |
53.0 |
2.1% |
2,536.0 |
| Range |
72.0 |
64.0 |
-8.0 |
-11.1% |
160.0 |
| ATR |
88.6 |
86.9 |
-1.8 |
-2.0% |
0.0 |
| Volume |
110,382 |
270,024 |
159,642 |
144.6% |
39,769 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.7 |
2,697.3 |
2,582.2 |
|
| R3 |
2,655.7 |
2,633.3 |
2,564.6 |
|
| R2 |
2,591.7 |
2,591.7 |
2,558.7 |
|
| R1 |
2,569.3 |
2,569.3 |
2,552.9 |
2,580.5 |
| PP |
2,527.7 |
2,527.7 |
2,527.7 |
2,533.3 |
| S1 |
2,505.3 |
2,505.3 |
2,541.1 |
2,516.5 |
| S2 |
2,463.7 |
2,463.7 |
2,535.3 |
|
| S3 |
2,399.7 |
2,441.3 |
2,529.4 |
|
| S4 |
2,335.7 |
2,377.3 |
2,511.8 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.0 |
2,950.0 |
2,624.0 |
|
| R3 |
2,884.0 |
2,790.0 |
2,580.0 |
|
| R2 |
2,724.0 |
2,724.0 |
2,565.3 |
|
| R1 |
2,630.0 |
2,630.0 |
2,550.7 |
2,597.0 |
| PP |
2,564.0 |
2,564.0 |
2,564.0 |
2,547.5 |
| S1 |
2,470.0 |
2,470.0 |
2,521.3 |
2,437.0 |
| S2 |
2,404.0 |
2,404.0 |
2,506.7 |
|
| S3 |
2,244.0 |
2,310.0 |
2,492.0 |
|
| S4 |
2,084.0 |
2,150.0 |
2,448.0 |
|
|
| 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 |
2,463.0 |
195.0 |
7.7% |
80.2 |
3.1% |
43% |
False |
False |
89,868 |
| 10 |
2,658.0 |
2,463.0 |
195.0 |
7.7% |
77.7 |
3.1% |
43% |
False |
False |
47,775 |
| 20 |
2,760.0 |
2,432.0 |
328.0 |
12.9% |
83.1 |
3.3% |
35% |
False |
False |
25,640 |
| 40 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
86.3 |
3.4% |
33% |
False |
False |
13,781 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
69.1 |
2.7% |
33% |
False |
False |
10,924 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
59.0 |
2.3% |
33% |
False |
False |
8,730 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.6% |
55.0 |
2.2% |
33% |
False |
False |
7,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,822.0 |
|
2.618 |
2,717.6 |
|
1.618 |
2,653.6 |
|
1.000 |
2,614.0 |
|
0.618 |
2,589.6 |
|
HIGH |
2,550.0 |
|
0.618 |
2,525.6 |
|
0.500 |
2,518.0 |
|
0.382 |
2,510.4 |
|
LOW |
2,486.0 |
|
0.618 |
2,446.4 |
|
1.000 |
2,422.0 |
|
1.618 |
2,382.4 |
|
2.618 |
2,318.4 |
|
4.250 |
2,214.0 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,537.3 |
2,533.5 |
| PP |
2,527.7 |
2,520.0 |
| S1 |
2,518.0 |
2,506.5 |
|