| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,114.0 |
6,114.0 |
0.0 |
0.0% |
5,870.0 |
| High |
6,142.0 |
6,228.0 |
86.0 |
1.4% |
6,095.0 |
| Low |
6,079.0 |
6,083.0 |
4.0 |
0.1% |
5,807.0 |
| Close |
6,123.0 |
6,179.5 |
56.5 |
0.9% |
6,047.5 |
| Range |
63.0 |
145.0 |
82.0 |
130.2% |
288.0 |
| ATR |
147.4 |
147.3 |
-0.2 |
-0.1% |
0.0 |
| Volume |
34,450 |
58,533 |
24,083 |
69.9% |
36,193 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,598.5 |
6,534.0 |
6,259.3 |
|
| R3 |
6,453.5 |
6,389.0 |
6,219.4 |
|
| R2 |
6,308.5 |
6,308.5 |
6,206.1 |
|
| R1 |
6,244.0 |
6,244.0 |
6,192.8 |
6,276.3 |
| PP |
6,163.5 |
6,163.5 |
6,163.5 |
6,179.6 |
| S1 |
6,099.0 |
6,099.0 |
6,166.2 |
6,131.3 |
| S2 |
6,018.5 |
6,018.5 |
6,152.9 |
|
| S3 |
5,873.5 |
5,954.0 |
6,139.6 |
|
| S4 |
5,728.5 |
5,809.0 |
6,099.8 |
|
|
| 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 |
6,228.0 |
5,840.5 |
387.5 |
6.3% |
126.6 |
2.0% |
87% |
True |
False |
24,537 |
| 10 |
6,228.0 |
5,807.0 |
421.0 |
6.8% |
135.6 |
2.2% |
88% |
True |
False |
13,175 |
| 20 |
6,228.0 |
5,615.0 |
613.0 |
9.9% |
143.1 |
2.3% |
92% |
True |
False |
7,116 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.2% |
148.2 |
2.4% |
78% |
False |
False |
3,766 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.2% |
120.4 |
1.9% |
78% |
False |
False |
2,672 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.1% |
106.5 |
1.7% |
79% |
False |
False |
2,351 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.0% |
100.0 |
1.6% |
82% |
False |
False |
1,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,844.3 |
|
2.618 |
6,607.6 |
|
1.618 |
6,462.6 |
|
1.000 |
6,373.0 |
|
0.618 |
6,317.6 |
|
HIGH |
6,228.0 |
|
0.618 |
6,172.6 |
|
0.500 |
6,155.5 |
|
0.382 |
6,138.4 |
|
LOW |
6,083.0 |
|
0.618 |
5,993.4 |
|
1.000 |
5,938.0 |
|
1.618 |
5,848.4 |
|
2.618 |
5,703.4 |
|
4.250 |
5,466.8 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,171.5 |
6,156.2 |
| PP |
6,163.5 |
6,132.8 |
| S1 |
6,155.5 |
6,109.5 |
|