| 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 |
9,931.75 |
9,812.94 |
-118.81 |
-1.2% |
10,133.94 |
| High |
9,982.38 |
9,953.66 |
-28.72 |
-0.3% |
10,315.21 |
| Low |
9,810.30 |
9,757.55 |
-52.75 |
-0.5% |
9,889.88 |
| Close |
9,816.49 |
9,939.98 |
123.49 |
1.3% |
9,931.97 |
| Range |
172.08 |
196.11 |
24.03 |
14.0% |
425.33 |
| ATR |
226.73 |
224.55 |
-2.19 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,472.06 |
10,402.13 |
10,047.84 |
|
| R3 |
10,275.95 |
10,206.02 |
9,993.91 |
|
| R2 |
10,079.84 |
10,079.84 |
9,975.93 |
|
| R1 |
10,009.91 |
10,009.91 |
9,957.96 |
10,044.88 |
| PP |
9,883.73 |
9,883.73 |
9,883.73 |
9,901.21 |
| S1 |
9,813.80 |
9,813.80 |
9,922.00 |
9,848.77 |
| S2 |
9,687.62 |
9,687.62 |
9,904.03 |
|
| S3 |
9,491.51 |
9,617.69 |
9,886.05 |
|
| S4 |
9,295.40 |
9,421.58 |
9,832.12 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,321.68 |
11,052.15 |
10,165.90 |
|
| R3 |
10,896.35 |
10,626.82 |
10,048.94 |
|
| R2 |
10,471.02 |
10,471.02 |
10,009.95 |
|
| R1 |
10,201.49 |
10,201.49 |
9,970.96 |
10,123.59 |
| PP |
10,045.69 |
10,045.69 |
10,045.69 |
10,006.74 |
| S1 |
9,776.16 |
9,776.16 |
9,892.98 |
9,698.26 |
| S2 |
9,620.36 |
9,620.36 |
9,853.99 |
|
| S3 |
9,195.03 |
9,350.83 |
9,815.00 |
|
| S4 |
8,769.70 |
8,925.50 |
9,698.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,315.21 |
9,757.55 |
557.66 |
5.6% |
219.36 |
2.2% |
33% |
False |
True |
|
| 10 |
10,315.21 |
9,757.55 |
557.66 |
5.6% |
226.93 |
2.3% |
33% |
False |
True |
|
| 20 |
10,920.27 |
9,757.55 |
1,162.72 |
11.7% |
223.76 |
2.3% |
16% |
False |
True |
|
| 40 |
11,258.01 |
9,757.55 |
1,500.46 |
15.1% |
214.19 |
2.2% |
12% |
False |
True |
|
| 60 |
11,258.01 |
9,757.55 |
1,500.46 |
15.1% |
170.83 |
1.7% |
12% |
False |
True |
|
| 80 |
11,258.01 |
9,757.55 |
1,500.46 |
15.1% |
152.78 |
1.5% |
12% |
False |
True |
|
| 100 |
11,258.01 |
9,757.55 |
1,500.46 |
15.1% |
154.77 |
1.6% |
12% |
False |
True |
|
| 120 |
11,258.01 |
9,757.55 |
1,500.46 |
15.1% |
143.08 |
1.4% |
12% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,787.13 |
|
2.618 |
10,467.08 |
|
1.618 |
10,270.97 |
|
1.000 |
10,149.77 |
|
0.618 |
10,074.86 |
|
HIGH |
9,953.66 |
|
0.618 |
9,878.75 |
|
0.500 |
9,855.61 |
|
0.382 |
9,832.46 |
|
LOW |
9,757.55 |
|
0.618 |
9,636.35 |
|
1.000 |
9,561.44 |
|
1.618 |
9,440.24 |
|
2.618 |
9,244.13 |
|
4.250 |
8,924.08 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,911.86 |
10,003.62 |
| PP |
9,883.73 |
9,982.41 |
| S1 |
9,855.61 |
9,961.19 |
|