| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
9,941.57 |
9,901.67 |
-39.90 |
-0.4% |
10,133.94 |
| High |
10,065.14 |
10,185.83 |
120.69 |
1.2% |
10,315.21 |
| Low |
9,867.73 |
9,901.67 |
33.94 |
0.3% |
9,889.88 |
| Close |
9,899.25 |
10,172.53 |
273.28 |
2.8% |
9,931.97 |
| Range |
197.41 |
284.16 |
86.75 |
43.9% |
425.33 |
| ATR |
222.61 |
227.18 |
4.57 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,939.16 |
10,840.00 |
10,328.82 |
|
| R3 |
10,655.00 |
10,555.84 |
10,250.67 |
|
| R2 |
10,370.84 |
10,370.84 |
10,224.63 |
|
| R1 |
10,271.68 |
10,271.68 |
10,198.58 |
10,321.26 |
| PP |
10,086.68 |
10,086.68 |
10,086.68 |
10,111.47 |
| S1 |
9,987.52 |
9,987.52 |
10,146.48 |
10,037.10 |
| S2 |
9,802.52 |
9,802.52 |
10,120.43 |
|
| S3 |
9,518.36 |
9,703.36 |
10,094.39 |
|
| S4 |
9,234.20 |
9,419.20 |
10,016.24 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,321.68 |
11,052.15 |
10,165.90 |
|
| R3 |
10,896.35 |
10,626.82 |
10,048.94 |
|
| R2 |
10,471.02 |
10,471.02 |
10,009.95 |
|
| R1 |
10,201.49 |
10,201.49 |
9,970.96 |
10,123.59 |
| PP |
10,045.69 |
10,045.69 |
10,045.69 |
10,006.74 |
| S1 |
9,776.16 |
9,776.16 |
9,892.98 |
9,698.26 |
| S2 |
9,620.36 |
9,620.36 |
9,853.99 |
|
| S3 |
9,195.03 |
9,350.83 |
9,815.00 |
|
| S4 |
8,769.70 |
8,925.50 |
9,698.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,249.69 |
9,757.55 |
492.14 |
4.8% |
241.91 |
2.4% |
84% |
False |
False |
|
| 10 |
10,315.21 |
9,757.55 |
557.66 |
5.5% |
223.74 |
2.2% |
74% |
False |
False |
|
| 20 |
10,920.27 |
9,757.55 |
1,162.72 |
11.4% |
230.04 |
2.3% |
36% |
False |
False |
|
| 40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
221.34 |
2.2% |
28% |
False |
False |
|
| 60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
176.42 |
1.7% |
28% |
False |
False |
|
| 80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
154.65 |
1.5% |
28% |
False |
False |
|
| 100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
157.53 |
1.5% |
28% |
False |
False |
|
| 120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.8% |
145.80 |
1.4% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,393.51 |
|
2.618 |
10,929.76 |
|
1.618 |
10,645.60 |
|
1.000 |
10,469.99 |
|
0.618 |
10,361.44 |
|
HIGH |
10,185.83 |
|
0.618 |
10,077.28 |
|
0.500 |
10,043.75 |
|
0.382 |
10,010.22 |
|
LOW |
9,901.67 |
|
0.618 |
9,726.06 |
|
1.000 |
9,617.51 |
|
1.618 |
9,441.90 |
|
2.618 |
9,157.74 |
|
4.250 |
8,693.99 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,129.60 |
10,105.58 |
| PP |
10,086.68 |
10,038.64 |
| S1 |
10,043.75 |
9,971.69 |
|