| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,206.5 |
6,191.0 |
-15.5 |
-0.2% |
5,870.0 |
| High |
6,223.5 |
6,249.0 |
25.5 |
0.4% |
6,095.0 |
| Low |
6,148.5 |
6,171.5 |
23.0 |
0.4% |
5,807.0 |
| Close |
6,197.0 |
6,224.0 |
27.0 |
0.4% |
6,047.5 |
| Range |
75.0 |
77.5 |
2.5 |
3.3% |
288.0 |
| ATR |
142.1 |
137.5 |
-4.6 |
-3.2% |
0.0 |
| Volume |
70,567 |
90,013 |
19,446 |
27.6% |
36,193 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,447.3 |
6,413.2 |
6,266.6 |
|
| R3 |
6,369.8 |
6,335.7 |
6,245.3 |
|
| R2 |
6,292.3 |
6,292.3 |
6,238.2 |
|
| R1 |
6,258.2 |
6,258.2 |
6,231.1 |
6,275.3 |
| PP |
6,214.8 |
6,214.8 |
6,214.8 |
6,223.4 |
| S1 |
6,180.7 |
6,180.7 |
6,216.9 |
6,197.8 |
| S2 |
6,137.3 |
6,137.3 |
6,209.8 |
|
| S3 |
6,059.8 |
6,103.2 |
6,202.7 |
|
| S4 |
5,982.3 |
6,025.7 |
6,181.4 |
|
|
| 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 |
6,249.0 |
5,991.0 |
258.0 |
4.1% |
92.9 |
1.5% |
90% |
True |
False |
55,012 |
| 10 |
6,249.0 |
5,807.0 |
442.0 |
7.1% |
128.3 |
2.1% |
94% |
True |
False |
29,078 |
| 20 |
6,249.0 |
5,615.0 |
634.0 |
10.2% |
129.7 |
2.1% |
96% |
True |
False |
14,995 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.1% |
146.8 |
2.4% |
84% |
False |
False |
7,769 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.1% |
120.4 |
1.9% |
84% |
False |
False |
5,341 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.0% |
105.9 |
1.7% |
85% |
False |
False |
4,345 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
14.9% |
99.9 |
1.6% |
87% |
False |
False |
3,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,578.4 |
|
2.618 |
6,451.9 |
|
1.618 |
6,374.4 |
|
1.000 |
6,326.5 |
|
0.618 |
6,296.9 |
|
HIGH |
6,249.0 |
|
0.618 |
6,219.4 |
|
0.500 |
6,210.3 |
|
0.382 |
6,201.1 |
|
LOW |
6,171.5 |
|
0.618 |
6,123.6 |
|
1.000 |
6,094.0 |
|
1.618 |
6,046.1 |
|
2.618 |
5,968.6 |
|
4.250 |
5,842.1 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,219.4 |
6,204.7 |
| PP |
6,214.8 |
6,185.3 |
| S1 |
6,210.3 |
6,166.0 |
|