| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,069.0 |
6,105.0 |
36.0 |
0.6% |
5,861.5 |
| High |
6,094.0 |
6,138.5 |
44.5 |
0.7% |
6,094.0 |
| Low |
5,982.5 |
6,071.0 |
88.5 |
1.5% |
5,798.5 |
| Close |
6,043.5 |
6,118.5 |
75.0 |
1.2% |
6,043.5 |
| Range |
111.5 |
67.5 |
-44.0 |
-39.5% |
295.5 |
| ATR |
156.7 |
152.3 |
-4.4 |
-2.8% |
0.0 |
| Volume |
173,815 |
152,977 |
-20,838 |
-12.0% |
909,856 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,311.8 |
6,282.7 |
6,155.6 |
|
| R3 |
6,244.3 |
6,215.2 |
6,137.1 |
|
| R2 |
6,176.8 |
6,176.8 |
6,130.9 |
|
| R1 |
6,147.7 |
6,147.7 |
6,124.7 |
6,162.3 |
| PP |
6,109.3 |
6,109.3 |
6,109.3 |
6,116.6 |
| S1 |
6,080.2 |
6,080.2 |
6,112.3 |
6,094.8 |
| S2 |
6,041.8 |
6,041.8 |
6,106.1 |
|
| S3 |
5,974.3 |
6,012.7 |
6,099.9 |
|
| S4 |
5,906.8 |
5,945.2 |
6,081.4 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,865.2 |
6,749.8 |
6,206.0 |
|
| R3 |
6,569.7 |
6,454.3 |
6,124.8 |
|
| R2 |
6,274.2 |
6,274.2 |
6,097.7 |
|
| R1 |
6,158.8 |
6,158.8 |
6,070.6 |
6,216.5 |
| PP |
5,978.7 |
5,978.7 |
5,978.7 |
6,007.5 |
| S1 |
5,863.3 |
5,863.3 |
6,016.4 |
5,921.0 |
| S2 |
5,683.2 |
5,683.2 |
5,989.3 |
|
| S3 |
5,387.7 |
5,567.8 |
5,962.2 |
|
| S4 |
5,092.2 |
5,272.3 |
5,881.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,138.5 |
5,798.5 |
340.0 |
5.6% |
128.1 |
2.1% |
94% |
True |
False |
180,477 |
| 10 |
6,138.5 |
5,798.5 |
340.0 |
5.6% |
132.9 |
2.2% |
94% |
True |
False |
153,838 |
| 20 |
6,187.0 |
5,608.0 |
579.0 |
9.5% |
147.0 |
2.4% |
88% |
False |
False |
190,583 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
12.9% |
152.1 |
2.5% |
71% |
False |
False |
207,311 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
12.9% |
124.8 |
2.0% |
71% |
False |
False |
181,810 |
| 80 |
6,347.0 |
5,527.0 |
820.0 |
13.4% |
112.3 |
1.8% |
72% |
False |
False |
138,937 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.5% |
112.5 |
1.8% |
76% |
False |
False |
111,244 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.5% |
105.7 |
1.7% |
76% |
False |
False |
92,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,425.4 |
|
2.618 |
6,315.2 |
|
1.618 |
6,247.7 |
|
1.000 |
6,206.0 |
|
0.618 |
6,180.2 |
|
HIGH |
6,138.5 |
|
0.618 |
6,112.7 |
|
0.500 |
6,104.8 |
|
0.382 |
6,096.8 |
|
LOW |
6,071.0 |
|
0.618 |
6,029.3 |
|
1.000 |
6,003.5 |
|
1.618 |
5,961.8 |
|
2.618 |
5,894.3 |
|
4.250 |
5,784.1 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,113.9 |
6,089.4 |
| PP |
6,109.3 |
6,060.3 |
| S1 |
6,104.8 |
6,031.3 |
|