| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,066.0 |
5,870.0 |
-196.0 |
-3.2% |
5,967.5 |
| High |
6,116.0 |
5,960.5 |
-155.5 |
-2.5% |
6,116.0 |
| Low |
5,870.0 |
5,837.0 |
-33.0 |
-0.6% |
5,839.0 |
| Close |
5,935.5 |
5,895.0 |
-40.5 |
-0.7% |
5,935.5 |
| Range |
246.0 |
123.5 |
-122.5 |
-49.8% |
277.0 |
| ATR |
158.8 |
156.3 |
-2.5 |
-1.6% |
0.0 |
| Volume |
1,028 |
4,885 |
3,857 |
375.2% |
3,707 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,268.0 |
6,205.0 |
5,962.9 |
|
| R3 |
6,144.5 |
6,081.5 |
5,929.0 |
|
| R2 |
6,021.0 |
6,021.0 |
5,917.6 |
|
| R1 |
5,958.0 |
5,958.0 |
5,906.3 |
5,989.5 |
| PP |
5,897.5 |
5,897.5 |
5,897.5 |
5,913.3 |
| S1 |
5,834.5 |
5,834.5 |
5,883.7 |
5,866.0 |
| S2 |
5,774.0 |
5,774.0 |
5,872.4 |
|
| S3 |
5,650.5 |
5,711.0 |
5,861.0 |
|
| S4 |
5,527.0 |
5,587.5 |
5,827.1 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,794.5 |
6,642.0 |
6,087.9 |
|
| R3 |
6,517.5 |
6,365.0 |
6,011.7 |
|
| R2 |
6,240.5 |
6,240.5 |
5,986.3 |
|
| R1 |
6,088.0 |
6,088.0 |
5,960.9 |
6,025.8 |
| PP |
5,963.5 |
5,963.5 |
5,963.5 |
5,932.4 |
| S1 |
5,811.0 |
5,811.0 |
5,910.1 |
5,748.8 |
| S2 |
5,686.5 |
5,686.5 |
5,884.7 |
|
| S3 |
5,409.5 |
5,534.0 |
5,859.3 |
|
| S4 |
5,132.5 |
5,257.0 |
5,783.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,116.0 |
5,837.0 |
279.0 |
4.7% |
154.2 |
2.6% |
21% |
False |
True |
1,669 |
| 10 |
6,116.0 |
5,615.0 |
501.0 |
8.5% |
137.6 |
2.3% |
56% |
False |
False |
1,339 |
| 20 |
6,285.0 |
5,615.0 |
670.0 |
11.4% |
151.7 |
2.6% |
42% |
False |
False |
1,007 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.8% |
139.9 |
2.4% |
40% |
False |
False |
727 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.8% |
113.3 |
1.9% |
40% |
False |
False |
975 |
| 80 |
6,348.5 |
5,487.5 |
861.0 |
14.6% |
101.6 |
1.7% |
47% |
False |
False |
802 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.8% |
98.2 |
1.7% |
51% |
False |
False |
664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,485.4 |
|
2.618 |
6,283.8 |
|
1.618 |
6,160.3 |
|
1.000 |
6,084.0 |
|
0.618 |
6,036.8 |
|
HIGH |
5,960.5 |
|
0.618 |
5,913.3 |
|
0.500 |
5,898.8 |
|
0.382 |
5,884.2 |
|
LOW |
5,837.0 |
|
0.618 |
5,760.7 |
|
1.000 |
5,713.5 |
|
1.618 |
5,637.2 |
|
2.618 |
5,513.7 |
|
4.250 |
5,312.1 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,898.8 |
5,976.5 |
| PP |
5,897.5 |
5,949.3 |
| S1 |
5,896.3 |
5,922.2 |
|