| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
10,166.78 |
10,211.83 |
45.05 |
0.4% |
9,931.75 |
| High |
10,215.98 |
10,328.67 |
112.69 |
1.1% |
10,215.98 |
| Low |
10,082.71 |
10,186.21 |
103.50 |
1.0% |
9,757.55 |
| Close |
10,211.07 |
10,190.89 |
-20.18 |
-0.2% |
10,211.07 |
| Range |
133.27 |
142.46 |
9.19 |
6.9% |
458.43 |
| ATR |
220.47 |
214.90 |
-5.57 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,662.64 |
10,569.22 |
10,269.24 |
|
| R3 |
10,520.18 |
10,426.76 |
10,230.07 |
|
| R2 |
10,377.72 |
10,377.72 |
10,217.01 |
|
| R1 |
10,284.30 |
10,284.30 |
10,203.95 |
10,259.78 |
| PP |
10,235.26 |
10,235.26 |
10,235.26 |
10,223.00 |
| S1 |
10,141.84 |
10,141.84 |
10,177.83 |
10,117.32 |
| S2 |
10,092.80 |
10,092.80 |
10,164.77 |
|
| S3 |
9,950.34 |
9,999.38 |
10,151.71 |
|
| S4 |
9,807.88 |
9,856.92 |
10,112.54 |
|
|
| 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 |
10,328.67 |
9,757.55 |
571.12 |
5.6% |
190.68 |
1.9% |
76% |
True |
False |
|
| 10 |
10,328.67 |
9,757.55 |
571.12 |
5.6% |
205.85 |
2.0% |
76% |
True |
False |
|
| 20 |
10,718.86 |
9,757.55 |
961.31 |
9.4% |
224.22 |
2.2% |
45% |
False |
False |
|
| 40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
222.27 |
2.2% |
29% |
False |
False |
|
| 60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
178.73 |
1.8% |
29% |
False |
False |
|
| 80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
155.96 |
1.5% |
29% |
False |
False |
|
| 100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
156.88 |
1.5% |
29% |
False |
False |
|
| 120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.7% |
146.10 |
1.4% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,934.13 |
|
2.618 |
10,701.63 |
|
1.618 |
10,559.17 |
|
1.000 |
10,471.13 |
|
0.618 |
10,416.71 |
|
HIGH |
10,328.67 |
|
0.618 |
10,274.25 |
|
0.500 |
10,257.44 |
|
0.382 |
10,240.63 |
|
LOW |
10,186.21 |
|
0.618 |
10,098.17 |
|
1.000 |
10,043.75 |
|
1.618 |
9,955.71 |
|
2.618 |
9,813.25 |
|
4.250 |
9,580.76 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,257.44 |
10,165.65 |
| PP |
10,235.26 |
10,140.41 |
| S1 |
10,213.07 |
10,115.17 |
|