| 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 |
1,040.00 |
1,048.25 |
8.25 |
0.8% |
1,079.00 |
| High |
1,054.00 |
1,068.25 |
14.25 |
1.4% |
1,098.50 |
| Low |
1,033.25 |
1,043.25 |
10.00 |
1.0% |
1,051.25 |
| Close |
1,050.50 |
1,046.75 |
-3.75 |
-0.4% |
1,057.50 |
| Range |
20.75 |
25.00 |
4.25 |
20.5% |
47.25 |
| ATR |
27.63 |
27.44 |
-0.19 |
-0.7% |
0.00 |
| Volume |
194 |
58 |
-136 |
-70.1% |
160 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,127.75 |
1,112.25 |
1,060.50 |
|
| R3 |
1,102.75 |
1,087.25 |
1,053.50 |
|
| R2 |
1,077.75 |
1,077.75 |
1,051.25 |
|
| R1 |
1,062.25 |
1,062.25 |
1,049.00 |
1,057.50 |
| PP |
1,052.75 |
1,052.75 |
1,052.75 |
1,050.50 |
| S1 |
1,037.25 |
1,037.25 |
1,044.50 |
1,032.50 |
| S2 |
1,027.75 |
1,027.75 |
1,042.25 |
|
| S3 |
1,002.75 |
1,012.25 |
1,040.00 |
|
| S4 |
977.75 |
987.25 |
1,033.00 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,210.75 |
1,181.50 |
1,083.50 |
|
| R3 |
1,163.50 |
1,134.25 |
1,070.50 |
|
| R2 |
1,116.25 |
1,116.25 |
1,066.25 |
|
| R1 |
1,087.00 |
1,087.00 |
1,061.75 |
1,078.00 |
| PP |
1,069.00 |
1,069.00 |
1,069.00 |
1,064.50 |
| S1 |
1,039.75 |
1,039.75 |
1,053.25 |
1,030.75 |
| S2 |
1,021.75 |
1,021.75 |
1,048.75 |
|
| S3 |
974.50 |
992.50 |
1,044.50 |
|
| S4 |
927.25 |
945.25 |
1,031.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,098.50 |
1,033.25 |
65.25 |
6.2% |
25.75 |
2.5% |
21% |
False |
False |
76 |
| 10 |
1,098.50 |
1,033.25 |
65.25 |
6.2% |
27.75 |
2.7% |
21% |
False |
False |
61 |
| 20 |
1,164.75 |
1,029.25 |
135.50 |
12.9% |
29.00 |
2.8% |
13% |
False |
False |
91 |
| 40 |
1,208.00 |
1,029.25 |
178.75 |
17.1% |
26.25 |
2.5% |
10% |
False |
False |
118 |
| 60 |
1,208.00 |
1,029.25 |
178.75 |
17.1% |
20.50 |
2.0% |
10% |
False |
False |
87 |
| 80 |
1,208.00 |
1,029.25 |
178.75 |
17.1% |
16.25 |
1.6% |
10% |
False |
False |
84 |
| 100 |
1,208.00 |
1,029.25 |
178.75 |
17.1% |
15.00 |
1.4% |
10% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,174.50 |
|
2.618 |
1,133.75 |
|
1.618 |
1,108.75 |
|
1.000 |
1,093.25 |
|
0.618 |
1,083.75 |
|
HIGH |
1,068.25 |
|
0.618 |
1,058.75 |
|
0.500 |
1,055.75 |
|
0.382 |
1,052.75 |
|
LOW |
1,043.25 |
|
0.618 |
1,027.75 |
|
1.000 |
1,018.25 |
|
1.618 |
1,002.75 |
|
2.618 |
977.75 |
|
4.250 |
937.00 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,055.75 |
1,050.75 |
| PP |
1,052.75 |
1,049.50 |
| S1 |
1,049.75 |
1,048.00 |
|