| 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 |
5,870.0 |
5,903.0 |
33.0 |
0.6% |
5,967.5 |
| High |
5,960.5 |
5,935.0 |
-25.5 |
-0.4% |
6,116.0 |
| Low |
5,837.0 |
5,807.0 |
-30.0 |
-0.5% |
5,839.0 |
| Close |
5,895.0 |
5,860.0 |
-35.0 |
-0.6% |
5,935.5 |
| Range |
123.5 |
128.0 |
4.5 |
3.6% |
277.0 |
| ATR |
156.3 |
154.3 |
-2.0 |
-1.3% |
0.0 |
| Volume |
4,885 |
1,606 |
-3,279 |
-67.1% |
3,707 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,251.3 |
6,183.7 |
5,930.4 |
|
| R3 |
6,123.3 |
6,055.7 |
5,895.2 |
|
| R2 |
5,995.3 |
5,995.3 |
5,883.5 |
|
| R1 |
5,927.7 |
5,927.7 |
5,871.7 |
5,897.5 |
| PP |
5,867.3 |
5,867.3 |
5,867.3 |
5,852.3 |
| S1 |
5,799.7 |
5,799.7 |
5,848.3 |
5,769.5 |
| S2 |
5,739.3 |
5,739.3 |
5,836.5 |
|
| S3 |
5,611.3 |
5,671.7 |
5,824.8 |
|
| S4 |
5,483.3 |
5,543.7 |
5,789.6 |
|
|
| 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 |
5,807.0 |
309.0 |
5.3% |
144.6 |
2.5% |
17% |
False |
True |
1,814 |
| 10 |
6,116.0 |
5,710.0 |
406.0 |
6.9% |
137.3 |
2.3% |
37% |
False |
False |
1,317 |
| 20 |
6,285.0 |
5,615.0 |
670.0 |
11.4% |
149.2 |
2.5% |
37% |
False |
False |
1,063 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.9% |
141.8 |
2.4% |
35% |
False |
False |
762 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.9% |
114.6 |
2.0% |
35% |
False |
False |
987 |
| 80 |
6,348.5 |
5,528.0 |
820.5 |
14.0% |
102.1 |
1.7% |
40% |
False |
False |
821 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.9% |
98.5 |
1.7% |
47% |
False |
False |
674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,479.0 |
|
2.618 |
6,270.1 |
|
1.618 |
6,142.1 |
|
1.000 |
6,063.0 |
|
0.618 |
6,014.1 |
|
HIGH |
5,935.0 |
|
0.618 |
5,886.1 |
|
0.500 |
5,871.0 |
|
0.382 |
5,855.9 |
|
LOW |
5,807.0 |
|
0.618 |
5,727.9 |
|
1.000 |
5,679.0 |
|
1.618 |
5,599.9 |
|
2.618 |
5,471.9 |
|
4.250 |
5,263.0 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,871.0 |
5,961.5 |
| PP |
5,867.3 |
5,927.7 |
| S1 |
5,863.7 |
5,893.8 |
|