| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,059.50 |
1,043.25 |
-16.25 |
-1.5% |
1,088.00 |
| High |
1,066.50 |
1,059.00 |
-7.50 |
-0.7% |
1,103.00 |
| Low |
1,043.25 |
1,037.00 |
-6.25 |
-0.6% |
1,055.25 |
| Close |
1,043.75 |
1,055.00 |
11.25 |
1.1% |
1,061.75 |
| Range |
23.25 |
22.00 |
-1.25 |
-5.4% |
47.75 |
| ATR |
30.10 |
29.52 |
-0.58 |
-1.9% |
0.00 |
| Volume |
62,763 |
86,084 |
23,321 |
37.2% |
137,446 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,116.25 |
1,107.75 |
1,067.00 |
|
| R3 |
1,094.25 |
1,085.75 |
1,061.00 |
|
| R2 |
1,072.25 |
1,072.25 |
1,059.00 |
|
| R1 |
1,063.75 |
1,063.75 |
1,057.00 |
1,068.00 |
| PP |
1,050.25 |
1,050.25 |
1,050.25 |
1,052.50 |
| S1 |
1,041.75 |
1,041.75 |
1,053.00 |
1,046.00 |
| S2 |
1,028.25 |
1,028.25 |
1,051.00 |
|
| S3 |
1,006.25 |
1,019.75 |
1,049.00 |
|
| S4 |
984.25 |
997.75 |
1,043.00 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,216.50 |
1,187.00 |
1,088.00 |
|
| R3 |
1,168.75 |
1,139.25 |
1,075.00 |
|
| R2 |
1,121.00 |
1,121.00 |
1,070.50 |
|
| R1 |
1,091.50 |
1,091.50 |
1,066.25 |
1,082.50 |
| PP |
1,073.25 |
1,073.25 |
1,073.25 |
1,068.75 |
| S1 |
1,043.75 |
1,043.75 |
1,057.25 |
1,034.50 |
| S2 |
1,025.50 |
1,025.50 |
1,053.00 |
|
| S3 |
977.75 |
996.00 |
1,048.50 |
|
| S4 |
930.00 |
948.25 |
1,035.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,103.00 |
1,037.00 |
66.00 |
6.3% |
27.75 |
2.6% |
27% |
False |
True |
53,031 |
| 10 |
1,103.00 |
1,032.75 |
70.25 |
6.7% |
31.00 |
2.9% |
32% |
False |
False |
38,593 |
| 20 |
1,170.00 |
1,032.75 |
137.25 |
13.0% |
30.50 |
2.9% |
16% |
False |
False |
22,652 |
| 40 |
1,211.50 |
1,032.75 |
178.75 |
16.9% |
27.75 |
2.6% |
12% |
False |
False |
12,828 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.9% |
22.00 |
2.1% |
12% |
False |
False |
8,943 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.9% |
19.25 |
1.8% |
12% |
False |
False |
6,725 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
17.0% |
18.00 |
1.7% |
13% |
False |
False |
5,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,152.50 |
|
2.618 |
1,116.50 |
|
1.618 |
1,094.50 |
|
1.000 |
1,081.00 |
|
0.618 |
1,072.50 |
|
HIGH |
1,059.00 |
|
0.618 |
1,050.50 |
|
0.500 |
1,048.00 |
|
0.382 |
1,045.50 |
|
LOW |
1,037.00 |
|
0.618 |
1,023.50 |
|
1.000 |
1,015.00 |
|
1.618 |
1,001.50 |
|
2.618 |
979.50 |
|
4.250 |
943.50 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.75 |
1,070.00 |
| PP |
1,050.25 |
1,065.00 |
| S1 |
1,048.00 |
1,060.00 |
|