| 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 |
6,080.0 |
6,114.0 |
34.0 |
0.6% |
5,870.0 |
| High |
6,095.0 |
6,142.0 |
47.0 |
0.8% |
6,095.0 |
| Low |
5,991.0 |
6,079.0 |
88.0 |
1.5% |
5,807.0 |
| Close |
6,047.5 |
6,123.0 |
75.5 |
1.2% |
6,047.5 |
| Range |
104.0 |
63.0 |
-41.0 |
-39.4% |
288.0 |
| ATR |
151.5 |
147.4 |
-4.1 |
-2.7% |
0.0 |
| Volume |
21,499 |
34,450 |
12,951 |
60.2% |
36,193 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,303.7 |
6,276.3 |
6,157.7 |
|
| R3 |
6,240.7 |
6,213.3 |
6,140.3 |
|
| R2 |
6,177.7 |
6,177.7 |
6,134.6 |
|
| R1 |
6,150.3 |
6,150.3 |
6,128.8 |
6,164.0 |
| PP |
6,114.7 |
6,114.7 |
6,114.7 |
6,121.5 |
| S1 |
6,087.3 |
6,087.3 |
6,117.2 |
6,101.0 |
| S2 |
6,051.7 |
6,051.7 |
6,111.5 |
|
| S3 |
5,988.7 |
6,024.3 |
6,105.7 |
|
| S4 |
5,925.7 |
5,961.3 |
6,088.4 |
|
|
| 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 |
6,142.0 |
5,807.0 |
335.0 |
5.5% |
123.2 |
2.0% |
94% |
True |
False |
13,151 |
| 10 |
6,142.0 |
5,807.0 |
335.0 |
5.5% |
138.7 |
2.3% |
94% |
True |
False |
7,410 |
| 20 |
6,190.0 |
5,615.0 |
575.0 |
9.4% |
140.2 |
2.3% |
88% |
False |
False |
4,201 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.3% |
146.8 |
2.4% |
70% |
False |
False |
2,317 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.3% |
119.3 |
1.9% |
70% |
False |
False |
1,730 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.3% |
105.6 |
1.7% |
72% |
False |
False |
1,620 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.2% |
99.7 |
1.6% |
76% |
False |
False |
1,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,409.8 |
|
2.618 |
6,306.9 |
|
1.618 |
6,243.9 |
|
1.000 |
6,205.0 |
|
0.618 |
6,180.9 |
|
HIGH |
6,142.0 |
|
0.618 |
6,117.9 |
|
0.500 |
6,110.5 |
|
0.382 |
6,103.1 |
|
LOW |
6,079.0 |
|
0.618 |
6,040.1 |
|
1.000 |
6,016.0 |
|
1.618 |
5,977.1 |
|
2.618 |
5,914.1 |
|
4.250 |
5,811.3 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,118.8 |
6,094.2 |
| PP |
6,114.7 |
6,065.3 |
| S1 |
6,110.5 |
6,036.5 |
|