| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,181.5 |
6,232.5 |
51.0 |
0.8% |
6,105.0 |
| High |
6,243.5 |
6,258.0 |
14.5 |
0.2% |
6,258.0 |
| Low |
6,166.5 |
6,188.5 |
22.0 |
0.4% |
6,071.0 |
| Close |
6,218.5 |
6,223.8 |
5.3 |
0.1% |
6,223.8 |
| Range |
77.0 |
69.5 |
-7.5 |
-9.7% |
187.0 |
| ATR |
141.5 |
136.3 |
-5.1 |
-3.6% |
0.0 |
| Volume |
192,627 |
20,712 |
-171,915 |
-89.2% |
760,535 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,431.9 |
6,397.4 |
6,262.0 |
|
| R3 |
6,362.4 |
6,327.9 |
6,242.9 |
|
| R2 |
6,292.9 |
6,292.9 |
6,236.5 |
|
| R1 |
6,258.4 |
6,258.4 |
6,230.2 |
6,240.9 |
| PP |
6,223.4 |
6,223.4 |
6,223.4 |
6,214.7 |
| S1 |
6,188.9 |
6,188.9 |
6,217.4 |
6,171.4 |
| S2 |
6,153.9 |
6,153.9 |
6,211.1 |
|
| S3 |
6,084.4 |
6,119.4 |
6,204.7 |
|
| S4 |
6,014.9 |
6,049.9 |
6,185.6 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,745.3 |
6,671.5 |
6,326.7 |
|
| R3 |
6,558.3 |
6,484.5 |
6,275.2 |
|
| R2 |
6,371.3 |
6,371.3 |
6,258.1 |
|
| R1 |
6,297.5 |
6,297.5 |
6,240.9 |
6,334.4 |
| PP |
6,184.3 |
6,184.3 |
6,184.3 |
6,202.7 |
| S1 |
6,110.5 |
6,110.5 |
6,206.7 |
6,147.4 |
| S2 |
5,997.3 |
5,997.3 |
6,189.5 |
|
| S3 |
5,810.3 |
5,923.5 |
6,172.4 |
|
| S4 |
5,623.3 |
5,736.5 |
6,121.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,258.0 |
6,071.0 |
187.0 |
3.0% |
87.1 |
1.4% |
82% |
True |
False |
152,107 |
| 10 |
6,258.0 |
5,798.5 |
459.5 |
7.4% |
113.4 |
1.8% |
93% |
True |
False |
167,039 |
| 20 |
6,258.0 |
5,608.0 |
650.0 |
10.4% |
130.5 |
2.1% |
95% |
True |
False |
168,958 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
12.7% |
151.9 |
2.4% |
84% |
False |
False |
204,970 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
12.7% |
126.0 |
2.0% |
84% |
False |
False |
183,600 |
| 80 |
6,347.0 |
5,527.0 |
820.0 |
13.2% |
111.9 |
1.8% |
85% |
False |
False |
146,510 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.2% |
110.3 |
1.8% |
87% |
False |
False |
117,306 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.2% |
106.7 |
1.7% |
87% |
False |
False |
97,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,553.4 |
|
2.618 |
6,440.0 |
|
1.618 |
6,370.5 |
|
1.000 |
6,327.5 |
|
0.618 |
6,301.0 |
|
HIGH |
6,258.0 |
|
0.618 |
6,231.5 |
|
0.500 |
6,223.3 |
|
0.382 |
6,215.0 |
|
LOW |
6,188.5 |
|
0.618 |
6,145.5 |
|
1.000 |
6,119.0 |
|
1.618 |
6,076.0 |
|
2.618 |
6,006.5 |
|
4.250 |
5,893.1 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,223.6 |
6,216.0 |
| PP |
6,223.4 |
6,208.3 |
| S1 |
6,223.3 |
6,200.5 |
|