| 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 |
108.61 |
107.20 |
-1.41 |
-1.3% |
108.35 |
| High |
109.33 |
107.61 |
-1.72 |
-1.6% |
111.06 |
| Low |
106.47 |
105.41 |
-1.06 |
-1.0% |
106.47 |
| Close |
106.82 |
105.49 |
-1.33 |
-1.2% |
106.82 |
| Range |
2.87 |
2.20 |
-0.67 |
-23.2% |
4.60 |
| ATR |
2.81 |
2.76 |
-0.04 |
-1.5% |
0.00 |
| Volume |
395,563,850 |
264,302,565 |
-131,261,285 |
-33.2% |
1,139,492,717 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.77 |
111.33 |
106.70 |
|
| R3 |
110.57 |
109.13 |
106.10 |
|
| R2 |
108.37 |
108.37 |
105.89 |
|
| R1 |
106.93 |
106.93 |
105.69 |
106.55 |
| PP |
106.17 |
106.17 |
106.17 |
105.98 |
| S1 |
104.73 |
104.73 |
105.29 |
104.35 |
| S2 |
103.97 |
103.97 |
105.09 |
|
| S3 |
101.77 |
102.53 |
104.89 |
|
| S4 |
99.57 |
100.33 |
104.28 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.90 |
118.96 |
109.35 |
|
| R3 |
117.31 |
114.36 |
108.08 |
|
| R2 |
112.71 |
112.71 |
107.66 |
|
| R1 |
109.77 |
109.77 |
107.24 |
108.94 |
| PP |
108.12 |
108.12 |
108.12 |
107.70 |
| S1 |
105.17 |
105.17 |
106.40 |
104.35 |
| S2 |
103.52 |
103.52 |
105.98 |
|
| S3 |
98.93 |
100.58 |
105.56 |
|
| S4 |
94.33 |
95.98 |
104.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.06 |
105.41 |
5.65 |
5.4% |
2.39 |
2.3% |
1% |
False |
True |
280,759,056 |
| 10 |
111.06 |
104.38 |
6.68 |
6.3% |
2.37 |
2.3% |
17% |
False |
False |
301,566,740 |
| 20 |
117.68 |
104.38 |
13.30 |
12.6% |
2.42 |
2.3% |
8% |
False |
False |
332,559,971 |
| 40 |
122.12 |
104.38 |
17.74 |
16.8% |
2.30 |
2.2% |
6% |
False |
False |
298,736,910 |
| 60 |
122.12 |
104.38 |
17.74 |
16.8% |
1.90 |
1.8% |
6% |
False |
False |
255,196,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.96 |
|
2.618 |
113.37 |
|
1.618 |
111.17 |
|
1.000 |
109.81 |
|
0.618 |
108.97 |
|
HIGH |
107.61 |
|
0.618 |
106.77 |
|
0.500 |
106.51 |
|
0.382 |
106.25 |
|
LOW |
105.41 |
|
0.618 |
104.05 |
|
1.000 |
103.21 |
|
1.618 |
101.85 |
|
2.618 |
99.65 |
|
4.250 |
96.06 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
106.51 |
108.24 |
| PP |
106.17 |
107.32 |
| S1 |
105.83 |
106.41 |
|