| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,240.0 |
6,304.0 |
64.0 |
1.0% |
6,114.0 |
| High |
6,263.5 |
6,359.5 |
96.0 |
1.5% |
6,263.5 |
| Low |
6,193.5 |
6,232.0 |
38.5 |
0.6% |
6,079.0 |
| Close |
6,222.5 |
6,294.5 |
72.0 |
1.2% |
6,222.5 |
| Range |
70.0 |
127.5 |
57.5 |
82.1% |
184.5 |
| ATR |
132.7 |
133.0 |
0.3 |
0.2% |
0.0 |
| Volume |
138,782 |
125,062 |
-13,720 |
-9.9% |
392,345 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,677.8 |
6,613.7 |
6,364.6 |
|
| R3 |
6,550.3 |
6,486.2 |
6,329.6 |
|
| R2 |
6,422.8 |
6,422.8 |
6,317.9 |
|
| R1 |
6,358.7 |
6,358.7 |
6,306.2 |
6,327.0 |
| PP |
6,295.3 |
6,295.3 |
6,295.3 |
6,279.5 |
| S1 |
6,231.2 |
6,231.2 |
6,282.8 |
6,199.5 |
| S2 |
6,167.8 |
6,167.8 |
6,271.1 |
|
| S3 |
6,040.3 |
6,103.7 |
6,259.4 |
|
| S4 |
5,912.8 |
5,976.2 |
6,224.4 |
|
|
| 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 |
6,359.5 |
6,083.0 |
276.5 |
4.4% |
99.0 |
1.6% |
76% |
True |
False |
96,591 |
| 10 |
6,359.5 |
5,807.0 |
552.5 |
8.8% |
111.1 |
1.8% |
88% |
True |
False |
54,871 |
| 20 |
6,359.5 |
5,615.0 |
744.5 |
11.8% |
124.3 |
2.0% |
91% |
True |
False |
28,105 |
| 40 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
147.5 |
2.3% |
92% |
True |
False |
14,354 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
120.7 |
1.9% |
92% |
True |
False |
9,695 |
| 80 |
6,359.5 |
5,554.0 |
805.5 |
12.8% |
106.3 |
1.7% |
92% |
True |
False |
7,640 |
| 100 |
6,359.5 |
5,419.0 |
940.5 |
14.9% |
99.8 |
1.6% |
93% |
True |
False |
6,143 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
14.9% |
92.5 |
1.5% |
93% |
True |
False |
5,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,901.4 |
|
2.618 |
6,693.3 |
|
1.618 |
6,565.8 |
|
1.000 |
6,487.0 |
|
0.618 |
6,438.3 |
|
HIGH |
6,359.5 |
|
0.618 |
6,310.8 |
|
0.500 |
6,295.8 |
|
0.382 |
6,280.7 |
|
LOW |
6,232.0 |
|
0.618 |
6,153.2 |
|
1.000 |
6,104.5 |
|
1.618 |
6,025.7 |
|
2.618 |
5,898.2 |
|
4.250 |
5,690.1 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,295.8 |
6,284.8 |
| PP |
6,295.3 |
6,275.2 |
| S1 |
6,294.9 |
6,265.5 |
|