| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,191.0 |
6,240.0 |
49.0 |
0.8% |
6,114.0 |
| High |
6,249.0 |
6,263.5 |
14.5 |
0.2% |
6,263.5 |
| Low |
6,171.5 |
6,193.5 |
22.0 |
0.4% |
6,079.0 |
| Close |
6,224.0 |
6,222.5 |
-1.5 |
0.0% |
6,222.5 |
| Range |
77.5 |
70.0 |
-7.5 |
-9.7% |
184.5 |
| ATR |
137.5 |
132.7 |
-4.8 |
-3.5% |
0.0 |
| Volume |
90,013 |
138,782 |
48,769 |
54.2% |
392,345 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,436.5 |
6,399.5 |
6,261.0 |
|
| R3 |
6,366.5 |
6,329.5 |
6,241.8 |
|
| R2 |
6,296.5 |
6,296.5 |
6,235.3 |
|
| R1 |
6,259.5 |
6,259.5 |
6,228.9 |
6,243.0 |
| PP |
6,226.5 |
6,226.5 |
6,226.5 |
6,218.3 |
| S1 |
6,189.5 |
6,189.5 |
6,216.1 |
6,173.0 |
| S2 |
6,156.5 |
6,156.5 |
6,209.7 |
|
| S3 |
6,086.5 |
6,119.5 |
6,203.3 |
|
| S4 |
6,016.5 |
6,049.5 |
6,184.0 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,741.8 |
6,666.7 |
6,324.0 |
|
| R3 |
6,557.3 |
6,482.2 |
6,273.2 |
|
| R2 |
6,372.8 |
6,372.8 |
6,256.3 |
|
| R1 |
6,297.7 |
6,297.7 |
6,239.4 |
6,335.3 |
| PP |
6,188.3 |
6,188.3 |
6,188.3 |
6,207.1 |
| S1 |
6,113.2 |
6,113.2 |
6,205.6 |
6,150.8 |
| S2 |
6,003.8 |
6,003.8 |
6,188.7 |
|
| S3 |
5,819.3 |
5,928.7 |
6,171.8 |
|
| S4 |
5,634.8 |
5,744.2 |
6,121.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,263.5 |
6,079.0 |
184.5 |
3.0% |
86.1 |
1.4% |
78% |
True |
False |
78,469 |
| 10 |
6,263.5 |
5,807.0 |
456.5 |
7.3% |
110.7 |
1.8% |
91% |
True |
False |
42,853 |
| 20 |
6,263.5 |
5,615.0 |
648.5 |
10.4% |
124.5 |
2.0% |
94% |
True |
False |
21,888 |
| 40 |
6,348.5 |
5,593.5 |
755.0 |
12.1% |
145.7 |
2.3% |
83% |
False |
False |
11,235 |
| 60 |
6,348.5 |
5,593.5 |
755.0 |
12.1% |
120.2 |
1.9% |
83% |
False |
False |
7,634 |
| 80 |
6,348.5 |
5,536.5 |
812.0 |
13.0% |
106.0 |
1.7% |
84% |
False |
False |
6,078 |
| 100 |
6,348.5 |
5,419.0 |
929.5 |
14.9% |
99.9 |
1.6% |
86% |
False |
False |
4,893 |
| 120 |
6,348.5 |
5,419.0 |
929.5 |
14.9% |
91.4 |
1.5% |
86% |
False |
False |
4,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,561.0 |
|
2.618 |
6,446.8 |
|
1.618 |
6,376.8 |
|
1.000 |
6,333.5 |
|
0.618 |
6,306.8 |
|
HIGH |
6,263.5 |
|
0.618 |
6,236.8 |
|
0.500 |
6,228.5 |
|
0.382 |
6,220.2 |
|
LOW |
6,193.5 |
|
0.618 |
6,150.2 |
|
1.000 |
6,123.5 |
|
1.618 |
6,080.2 |
|
2.618 |
6,010.2 |
|
4.250 |
5,896.0 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,228.5 |
6,217.0 |
| PP |
6,226.5 |
6,211.5 |
| S1 |
6,224.5 |
6,206.0 |
|