| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,304.0 |
6,281.0 |
-23.0 |
-0.4% |
6,114.0 |
| High |
6,359.5 |
6,302.5 |
-57.0 |
-0.9% |
6,263.5 |
| Low |
6,232.0 |
6,200.0 |
-32.0 |
-0.5% |
6,079.0 |
| Close |
6,294.5 |
6,273.0 |
-21.5 |
-0.3% |
6,222.5 |
| Range |
127.5 |
102.5 |
-25.0 |
-19.6% |
184.5 |
| ATR |
133.0 |
130.8 |
-2.2 |
-1.6% |
0.0 |
| Volume |
125,062 |
142,246 |
17,184 |
13.7% |
392,345 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,566.0 |
6,522.0 |
6,329.4 |
|
| R3 |
6,463.5 |
6,419.5 |
6,301.2 |
|
| R2 |
6,361.0 |
6,361.0 |
6,291.8 |
|
| R1 |
6,317.0 |
6,317.0 |
6,282.4 |
6,287.8 |
| PP |
6,258.5 |
6,258.5 |
6,258.5 |
6,243.9 |
| S1 |
6,214.5 |
6,214.5 |
6,263.6 |
6,185.3 |
| S2 |
6,156.0 |
6,156.0 |
6,254.2 |
|
| S3 |
6,053.5 |
6,112.0 |
6,244.8 |
|
| S4 |
5,951.0 |
6,009.5 |
6,216.6 |
|
|
| 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 |
6,148.5 |
211.0 |
3.4% |
90.5 |
1.4% |
59% |
False |
False |
113,334 |
| 10 |
6,359.5 |
5,840.5 |
519.0 |
8.3% |
108.6 |
1.7% |
83% |
False |
False |
68,935 |
| 20 |
6,359.5 |
5,710.0 |
649.5 |
10.4% |
122.9 |
2.0% |
87% |
False |
False |
35,126 |
| 40 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
144.4 |
2.3% |
89% |
False |
False |
17,902 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
121.9 |
1.9% |
89% |
False |
False |
12,063 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.2% |
106.6 |
1.7% |
89% |
False |
False |
9,416 |
| 100 |
6,359.5 |
5,419.0 |
940.5 |
15.0% |
100.2 |
1.6% |
91% |
False |
False |
7,564 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.0% |
93.3 |
1.5% |
91% |
False |
False |
6,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,738.1 |
|
2.618 |
6,570.8 |
|
1.618 |
6,468.3 |
|
1.000 |
6,405.0 |
|
0.618 |
6,365.8 |
|
HIGH |
6,302.5 |
|
0.618 |
6,263.3 |
|
0.500 |
6,251.3 |
|
0.382 |
6,239.2 |
|
LOW |
6,200.0 |
|
0.618 |
6,136.7 |
|
1.000 |
6,097.5 |
|
1.618 |
6,034.2 |
|
2.618 |
5,931.7 |
|
4.250 |
5,764.4 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,265.8 |
6,276.5 |
| PP |
6,258.5 |
6,275.3 |
| S1 |
6,251.3 |
6,274.2 |
|