| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5,955.5 |
6,080.0 |
124.5 |
2.1% |
5,870.0 |
| High |
6,093.5 |
6,095.0 |
1.5 |
0.0% |
6,095.0 |
| Low |
5,931.0 |
5,991.0 |
60.0 |
1.0% |
5,807.0 |
| Close |
6,059.0 |
6,047.5 |
-11.5 |
-0.2% |
6,047.5 |
| Range |
162.5 |
104.0 |
-58.5 |
-36.0% |
288.0 |
| ATR |
155.2 |
151.5 |
-3.7 |
-2.4% |
0.0 |
| Volume |
5,453 |
21,499 |
16,046 |
294.3% |
36,193 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,356.5 |
6,306.0 |
6,104.7 |
|
| R3 |
6,252.5 |
6,202.0 |
6,076.1 |
|
| R2 |
6,148.5 |
6,148.5 |
6,066.6 |
|
| R1 |
6,098.0 |
6,098.0 |
6,057.0 |
6,071.3 |
| PP |
6,044.5 |
6,044.5 |
6,044.5 |
6,031.1 |
| S1 |
5,994.0 |
5,994.0 |
6,038.0 |
5,967.3 |
| S2 |
5,940.5 |
5,940.5 |
6,028.4 |
|
| S3 |
5,836.5 |
5,890.0 |
6,018.9 |
|
| S4 |
5,732.5 |
5,786.0 |
5,990.3 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,847.2 |
6,735.3 |
6,205.9 |
|
| R3 |
6,559.2 |
6,447.3 |
6,126.7 |
|
| R2 |
6,271.2 |
6,271.2 |
6,100.3 |
|
| R1 |
6,159.3 |
6,159.3 |
6,073.9 |
6,215.3 |
| PP |
5,983.2 |
5,983.2 |
5,983.2 |
6,011.1 |
| S1 |
5,871.3 |
5,871.3 |
6,021.1 |
5,927.3 |
| S2 |
5,695.2 |
5,695.2 |
5,994.7 |
|
| S3 |
5,407.2 |
5,583.3 |
5,968.3 |
|
| S4 |
5,119.2 |
5,295.3 |
5,889.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,095.0 |
5,807.0 |
288.0 |
4.8% |
135.3 |
2.2% |
84% |
True |
False |
7,238 |
| 10 |
6,116.0 |
5,807.0 |
309.0 |
5.1% |
138.6 |
2.3% |
78% |
False |
False |
3,990 |
| 20 |
6,190.0 |
5,615.0 |
575.0 |
9.5% |
145.3 |
2.4% |
75% |
False |
False |
2,503 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.5% |
146.6 |
2.4% |
60% |
False |
False |
1,461 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.5% |
119.0 |
2.0% |
60% |
False |
False |
1,299 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.4% |
105.6 |
1.7% |
63% |
False |
False |
1,190 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.4% |
100.8 |
1.7% |
68% |
False |
False |
971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,537.0 |
|
2.618 |
6,367.3 |
|
1.618 |
6,263.3 |
|
1.000 |
6,199.0 |
|
0.618 |
6,159.3 |
|
HIGH |
6,095.0 |
|
0.618 |
6,055.3 |
|
0.500 |
6,043.0 |
|
0.382 |
6,030.7 |
|
LOW |
5,991.0 |
|
0.618 |
5,926.7 |
|
1.000 |
5,887.0 |
|
1.618 |
5,822.7 |
|
2.618 |
5,718.7 |
|
4.250 |
5,549.0 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,046.0 |
6,020.9 |
| PP |
6,044.5 |
5,994.3 |
| S1 |
6,043.0 |
5,967.8 |
|