| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
9,901.67 |
10,166.78 |
265.11 |
2.7% |
9,931.75 |
| High |
10,185.83 |
10,215.98 |
30.15 |
0.3% |
10,215.98 |
| Low |
9,901.67 |
10,082.71 |
181.04 |
1.8% |
9,757.55 |
| Close |
10,172.53 |
10,211.07 |
38.54 |
0.4% |
10,211.07 |
| Range |
284.16 |
133.27 |
-150.89 |
-53.1% |
458.43 |
| ATR |
227.18 |
220.47 |
-6.71 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,569.73 |
10,523.67 |
10,284.37 |
|
| R3 |
10,436.46 |
10,390.40 |
10,247.72 |
|
| R2 |
10,303.19 |
10,303.19 |
10,235.50 |
|
| R1 |
10,257.13 |
10,257.13 |
10,223.29 |
10,280.16 |
| PP |
10,169.92 |
10,169.92 |
10,169.92 |
10,181.44 |
| S1 |
10,123.86 |
10,123.86 |
10,198.85 |
10,146.89 |
| S2 |
10,036.65 |
10,036.65 |
10,186.64 |
|
| S3 |
9,903.38 |
9,990.59 |
10,174.42 |
|
| S4 |
9,770.11 |
9,857.32 |
10,137.77 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,436.82 |
11,282.38 |
10,463.21 |
|
| R3 |
10,978.39 |
10,823.95 |
10,337.14 |
|
| R2 |
10,519.96 |
10,519.96 |
10,295.12 |
|
| R1 |
10,365.52 |
10,365.52 |
10,253.09 |
10,442.74 |
| PP |
10,061.53 |
10,061.53 |
10,061.53 |
10,100.15 |
| S1 |
9,907.09 |
9,907.09 |
10,169.05 |
9,984.31 |
| S2 |
9,603.10 |
9,603.10 |
10,127.02 |
|
| S3 |
9,144.67 |
9,448.66 |
10,085.00 |
|
| S4 |
8,686.24 |
8,990.23 |
9,958.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,215.98 |
9,757.55 |
458.43 |
4.5% |
196.61 |
1.9% |
99% |
True |
False |
|
| 10 |
10,315.21 |
9,757.55 |
557.66 |
5.5% |
207.82 |
2.0% |
81% |
False |
False |
|
| 20 |
10,780.75 |
9,757.55 |
1,023.20 |
10.0% |
229.27 |
2.2% |
44% |
False |
False |
|
| 40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
223.21 |
2.2% |
30% |
False |
False |
|
| 60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
177.28 |
1.7% |
30% |
False |
False |
|
| 80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
155.58 |
1.5% |
30% |
False |
False |
|
| 100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
157.48 |
1.5% |
30% |
False |
False |
|
| 120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
145.81 |
1.4% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,782.38 |
|
2.618 |
10,564.88 |
|
1.618 |
10,431.61 |
|
1.000 |
10,349.25 |
|
0.618 |
10,298.34 |
|
HIGH |
10,215.98 |
|
0.618 |
10,165.07 |
|
0.500 |
10,149.35 |
|
0.382 |
10,133.62 |
|
LOW |
10,082.71 |
|
0.618 |
10,000.35 |
|
1.000 |
9,949.44 |
|
1.618 |
9,867.08 |
|
2.618 |
9,733.81 |
|
4.250 |
9,516.31 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,190.50 |
10,154.67 |
| PP |
10,169.92 |
10,098.26 |
| S1 |
10,149.35 |
10,041.86 |
|