| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,792.75 |
1,779.50 |
-13.25 |
-0.7% |
1,859.25 |
| High |
1,821.50 |
1,830.25 |
8.75 |
0.5% |
1,902.25 |
| Low |
1,772.25 |
1,774.00 |
1.75 |
0.1% |
1,823.00 |
| Close |
1,780.50 |
1,821.00 |
40.50 |
2.3% |
1,832.50 |
| Range |
49.25 |
56.25 |
7.00 |
14.2% |
79.25 |
| ATR |
53.75 |
53.93 |
0.18 |
0.3% |
0.00 |
| Volume |
9,226 |
29,993 |
20,767 |
225.1% |
5,284 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.25 |
1,955.25 |
1,852.00 |
|
| R3 |
1,921.00 |
1,899.00 |
1,836.50 |
|
| R2 |
1,864.75 |
1,864.75 |
1,831.25 |
|
| R1 |
1,842.75 |
1,842.75 |
1,826.25 |
1,853.75 |
| PP |
1,808.50 |
1,808.50 |
1,808.50 |
1,814.00 |
| S1 |
1,786.50 |
1,786.50 |
1,815.75 |
1,797.50 |
| S2 |
1,752.25 |
1,752.25 |
1,810.75 |
|
| S3 |
1,696.00 |
1,730.25 |
1,805.50 |
|
| S4 |
1,639.75 |
1,674.00 |
1,790.00 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.25 |
2,040.75 |
1,876.00 |
|
| R3 |
2,011.00 |
1,961.50 |
1,854.25 |
|
| R2 |
1,931.75 |
1,931.75 |
1,847.00 |
|
| R1 |
1,882.25 |
1,882.25 |
1,839.75 |
1,867.50 |
| PP |
1,852.50 |
1,852.50 |
1,852.50 |
1,845.25 |
| S1 |
1,803.00 |
1,803.00 |
1,825.25 |
1,788.00 |
| S2 |
1,773.25 |
1,773.25 |
1,818.00 |
|
| S3 |
1,694.00 |
1,723.75 |
1,810.75 |
|
| S4 |
1,614.75 |
1,644.50 |
1,789.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.25 |
1,768.50 |
133.75 |
7.3% |
56.25 |
3.1% |
39% |
False |
False |
9,414 |
| 10 |
1,902.25 |
1,768.50 |
133.75 |
7.3% |
53.00 |
2.9% |
39% |
False |
False |
5,272 |
| 20 |
1,980.00 |
1,753.75 |
226.25 |
12.4% |
55.00 |
3.0% |
30% |
False |
False |
2,773 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
53.75 |
2.9% |
28% |
False |
False |
1,526 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
42.50 |
2.3% |
28% |
False |
False |
1,037 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.9% |
32.25 |
1.8% |
28% |
False |
False |
779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,069.25 |
|
2.618 |
1,977.50 |
|
1.618 |
1,921.25 |
|
1.000 |
1,886.50 |
|
0.618 |
1,865.00 |
|
HIGH |
1,830.25 |
|
0.618 |
1,808.75 |
|
0.500 |
1,802.00 |
|
0.382 |
1,795.50 |
|
LOW |
1,774.00 |
|
0.618 |
1,739.25 |
|
1.000 |
1,717.75 |
|
1.618 |
1,683.00 |
|
2.618 |
1,626.75 |
|
4.250 |
1,535.00 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.75 |
1,813.75 |
| PP |
1,808.50 |
1,806.50 |
| S1 |
1,802.00 |
1,799.50 |
|