| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
10,136 |
10,334 |
198 |
2.0% |
9,811 |
| High |
10,350 |
10,370 |
20 |
0.2% |
10,156 |
| Low |
10,132 |
10,262 |
130 |
1.3% |
9,610 |
| Close |
10,332 |
10,344 |
12 |
0.1% |
10,138 |
| Range |
218 |
108 |
-110 |
-50.5% |
546 |
| ATR |
231 |
223 |
-9 |
-3.8% |
0 |
| Volume |
136,726 |
152,375 |
15,649 |
11.4% |
92,099 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,649 |
10,605 |
10,404 |
|
| R3 |
10,541 |
10,497 |
10,374 |
|
| R2 |
10,433 |
10,433 |
10,364 |
|
| R1 |
10,389 |
10,389 |
10,354 |
10,411 |
| PP |
10,325 |
10,325 |
10,325 |
10,337 |
| S1 |
10,281 |
10,281 |
10,334 |
10,303 |
| S2 |
10,217 |
10,217 |
10,324 |
|
| S3 |
10,109 |
10,173 |
10,314 |
|
| S4 |
10,001 |
10,065 |
10,285 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,606 |
11,418 |
10,438 |
|
| R3 |
11,060 |
10,872 |
10,288 |
|
| R2 |
10,514 |
10,514 |
10,238 |
|
| R1 |
10,326 |
10,326 |
10,188 |
10,420 |
| PP |
9,968 |
9,968 |
9,968 |
10,015 |
| S1 |
9,780 |
9,780 |
10,088 |
9,874 |
| S2 |
9,422 |
9,422 |
10,038 |
|
| S3 |
8,876 |
9,234 |
9,988 |
|
| S4 |
8,330 |
8,688 |
9,838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,370 |
9,815 |
555 |
5.4% |
184 |
1.8% |
95% |
True |
False |
100,297 |
| 10 |
10,370 |
9,610 |
760 |
7.3% |
211 |
2.0% |
97% |
True |
False |
50,955 |
| 20 |
10,448 |
9,610 |
838 |
8.1% |
238 |
2.3% |
88% |
False |
False |
25,703 |
| 40 |
11,144 |
9,610 |
1,534 |
14.8% |
238 |
2.3% |
48% |
False |
False |
12,919 |
| 60 |
11,144 |
9,610 |
1,534 |
14.8% |
185 |
1.8% |
48% |
False |
False |
8,625 |
| 80 |
11,144 |
9,610 |
1,534 |
14.8% |
146 |
1.4% |
48% |
False |
False |
6,471 |
| 100 |
11,144 |
9,610 |
1,534 |
14.8% |
124 |
1.2% |
48% |
False |
False |
5,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,829 |
|
2.618 |
10,653 |
|
1.618 |
10,545 |
|
1.000 |
10,478 |
|
0.618 |
10,437 |
|
HIGH |
10,370 |
|
0.618 |
10,329 |
|
0.500 |
10,316 |
|
0.382 |
10,303 |
|
LOW |
10,262 |
|
0.618 |
10,195 |
|
1.000 |
10,154 |
|
1.618 |
10,087 |
|
2.618 |
9,979 |
|
4.250 |
9,803 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,335 |
10,312 |
| PP |
10,325 |
10,280 |
| S1 |
10,316 |
10,248 |
|