| 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 |
6,114.0 |
6,206.5 |
92.5 |
1.5% |
5,870.0 |
| High |
6,228.0 |
6,223.5 |
-4.5 |
-0.1% |
6,095.0 |
| Low |
6,083.0 |
6,148.5 |
65.5 |
1.1% |
5,807.0 |
| Close |
6,179.5 |
6,197.0 |
17.5 |
0.3% |
6,047.5 |
| Range |
145.0 |
75.0 |
-70.0 |
-48.3% |
288.0 |
| ATR |
147.3 |
142.1 |
-5.2 |
-3.5% |
0.0 |
| Volume |
58,533 |
70,567 |
12,034 |
20.6% |
36,193 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,414.7 |
6,380.8 |
6,238.3 |
|
| R3 |
6,339.7 |
6,305.8 |
6,217.6 |
|
| R2 |
6,264.7 |
6,264.7 |
6,210.8 |
|
| R1 |
6,230.8 |
6,230.8 |
6,203.9 |
6,210.3 |
| PP |
6,189.7 |
6,189.7 |
6,189.7 |
6,179.4 |
| S1 |
6,155.8 |
6,155.8 |
6,190.1 |
6,135.3 |
| S2 |
6,114.7 |
6,114.7 |
6,183.3 |
|
| S3 |
6,039.7 |
6,080.8 |
6,176.4 |
|
| S4 |
5,964.7 |
6,005.8 |
6,155.8 |
|
|
| 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 |
5,931.0 |
297.0 |
4.8% |
109.9 |
1.8% |
90% |
False |
False |
38,100 |
| 10 |
6,228.0 |
5,807.0 |
421.0 |
6.8% |
127.2 |
2.1% |
93% |
False |
False |
20,157 |
| 20 |
6,228.0 |
5,615.0 |
613.0 |
9.9% |
139.0 |
2.2% |
95% |
False |
False |
10,591 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.2% |
148.4 |
2.4% |
80% |
False |
False |
5,525 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.2% |
120.1 |
1.9% |
80% |
False |
False |
3,845 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.1% |
106.7 |
1.7% |
81% |
False |
False |
3,225 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
15.0% |
100.2 |
1.6% |
84% |
False |
False |
2,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,542.3 |
|
2.618 |
6,419.9 |
|
1.618 |
6,344.9 |
|
1.000 |
6,298.5 |
|
0.618 |
6,269.9 |
|
HIGH |
6,223.5 |
|
0.618 |
6,194.9 |
|
0.500 |
6,186.0 |
|
0.382 |
6,177.2 |
|
LOW |
6,148.5 |
|
0.618 |
6,102.2 |
|
1.000 |
6,073.5 |
|
1.618 |
6,027.2 |
|
2.618 |
5,952.2 |
|
4.250 |
5,829.8 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,193.3 |
6,182.5 |
| PP |
6,189.7 |
6,168.0 |
| S1 |
6,186.0 |
6,153.5 |
|