| 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 |
6,224.0 |
6,190.0 |
-34.0 |
-0.5% |
5,888.0 |
| High |
6,229.5 |
6,255.0 |
25.5 |
0.4% |
6,098.0 |
| Low |
6,155.5 |
6,179.5 |
24.0 |
0.4% |
5,814.5 |
| Close |
6,204.5 |
6,231.5 |
27.0 |
0.4% |
6,054.0 |
| Range |
74.0 |
75.5 |
1.5 |
2.0% |
283.5 |
| ATR |
133.7 |
129.6 |
-4.2 |
-3.1% |
0.0 |
| Volume |
8,988 |
16,737 |
7,749 |
86.2% |
10,333 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,448.5 |
6,415.5 |
6,273.0 |
|
| R3 |
6,373.0 |
6,340.0 |
6,252.3 |
|
| R2 |
6,297.5 |
6,297.5 |
6,245.3 |
|
| R1 |
6,264.5 |
6,264.5 |
6,238.4 |
6,281.0 |
| PP |
6,222.0 |
6,222.0 |
6,222.0 |
6,230.3 |
| S1 |
6,189.0 |
6,189.0 |
6,224.6 |
6,205.5 |
| S2 |
6,146.5 |
6,146.5 |
6,217.7 |
|
| S3 |
6,071.0 |
6,113.5 |
6,210.7 |
|
| S4 |
5,995.5 |
6,038.0 |
6,190.0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,839.3 |
6,730.2 |
6,209.9 |
|
| R3 |
6,555.8 |
6,446.7 |
6,132.0 |
|
| R2 |
6,272.3 |
6,272.3 |
6,106.0 |
|
| R1 |
6,163.2 |
6,163.2 |
6,080.0 |
6,217.8 |
| PP |
5,988.8 |
5,988.8 |
5,988.8 |
6,016.1 |
| S1 |
5,879.7 |
5,879.7 |
6,028.0 |
5,934.3 |
| S2 |
5,705.3 |
5,705.3 |
6,002.0 |
|
| S3 |
5,421.8 |
5,596.2 |
5,976.0 |
|
| S4 |
5,138.3 |
5,312.7 |
5,898.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,255.0 |
5,997.5 |
257.5 |
4.1% |
90.2 |
1.4% |
91% |
True |
False |
7,367 |
| 10 |
6,255.0 |
5,814.5 |
440.5 |
7.1% |
119.0 |
1.9% |
95% |
True |
False |
4,558 |
| 20 |
6,255.0 |
5,625.0 |
630.0 |
10.1% |
119.7 |
1.9% |
96% |
True |
False |
2,578 |
| 40 |
6,356.0 |
5,602.5 |
753.5 |
12.1% |
131.2 |
2.1% |
83% |
False |
False |
1,464 |
| 60 |
6,356.0 |
5,602.5 |
753.5 |
12.1% |
103.7 |
1.7% |
83% |
False |
False |
1,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,575.9 |
|
2.618 |
6,452.7 |
|
1.618 |
6,377.2 |
|
1.000 |
6,330.5 |
|
0.618 |
6,301.7 |
|
HIGH |
6,255.0 |
|
0.618 |
6,226.2 |
|
0.500 |
6,217.3 |
|
0.382 |
6,208.3 |
|
LOW |
6,179.5 |
|
0.618 |
6,132.8 |
|
1.000 |
6,104.0 |
|
1.618 |
6,057.3 |
|
2.618 |
5,981.8 |
|
4.250 |
5,858.6 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,226.8 |
6,211.8 |
| PP |
6,222.0 |
6,192.0 |
| S1 |
6,217.3 |
6,172.3 |
|