| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
110.64 |
108.35 |
-2.29 |
-2.1% |
108.52 |
| High |
110.72 |
109.95 |
-0.77 |
-0.7% |
110.80 |
| Low |
108.85 |
107.37 |
-1.48 |
-1.4% |
104.38 |
| Close |
109.37 |
107.53 |
-1.84 |
-1.7% |
109.37 |
| Range |
1.87 |
2.58 |
0.71 |
37.7% |
6.42 |
| ATR |
2.80 |
2.79 |
-0.02 |
-0.6% |
0.00 |
| Volume |
297,534,130 |
277,440,250 |
-20,093,880 |
-6.8% |
1,611,872,120 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.02 |
114.36 |
108.95 |
|
| R3 |
113.44 |
111.78 |
108.24 |
|
| R2 |
110.86 |
110.86 |
108.00 |
|
| R1 |
109.20 |
109.20 |
107.77 |
108.74 |
| PP |
108.28 |
108.28 |
108.28 |
108.06 |
| S1 |
106.62 |
106.62 |
107.29 |
106.16 |
| S2 |
105.70 |
105.70 |
107.06 |
|
| S3 |
103.12 |
104.04 |
106.82 |
|
| S4 |
100.54 |
101.46 |
106.11 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.44 |
124.83 |
112.90 |
|
| R3 |
121.02 |
118.41 |
111.13 |
|
| R2 |
114.60 |
114.60 |
110.55 |
|
| R1 |
111.99 |
111.99 |
109.96 |
113.29 |
| PP |
108.18 |
108.18 |
108.18 |
108.84 |
| S1 |
105.57 |
105.57 |
108.78 |
106.87 |
| S2 |
101.76 |
101.76 |
108.19 |
|
| S3 |
95.34 |
99.15 |
107.60 |
|
| S4 |
88.92 |
92.73 |
105.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.80 |
104.38 |
6.42 |
6.0% |
2.52 |
2.3% |
49% |
False |
False |
324,046,138 |
| 10 |
115.22 |
104.38 |
10.84 |
10.1% |
2.64 |
2.5% |
29% |
False |
False |
367,366,981 |
| 20 |
119.03 |
104.38 |
14.65 |
13.6% |
2.97 |
2.8% |
22% |
False |
False |
374,336,608 |
| 40 |
122.12 |
104.38 |
17.74 |
16.5% |
2.17 |
2.0% |
18% |
False |
False |
285,223,905 |
| 60 |
122.12 |
104.38 |
17.74 |
16.5% |
1.80 |
1.7% |
18% |
False |
False |
246,677,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.92 |
|
2.618 |
116.70 |
|
1.618 |
114.12 |
|
1.000 |
112.53 |
|
0.618 |
111.54 |
|
HIGH |
109.95 |
|
0.618 |
108.96 |
|
0.500 |
108.66 |
|
0.382 |
108.36 |
|
LOW |
107.37 |
|
0.618 |
105.78 |
|
1.000 |
104.79 |
|
1.618 |
103.20 |
|
2.618 |
100.62 |
|
4.250 |
96.41 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
108.66 |
109.09 |
| PP |
108.28 |
108.57 |
| S1 |
107.91 |
108.05 |
|