| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
10,409.98 |
10,435.00 |
25.02 |
0.2% |
10,211.83 |
| High |
10,441.20 |
10,483.44 |
42.24 |
0.4% |
10,483.44 |
| Low |
10,319.22 |
10,424.49 |
105.27 |
1.0% |
10,186.21 |
| Close |
10,434.17 |
10,450.64 |
16.47 |
0.2% |
10,450.64 |
| Range |
121.98 |
58.95 |
-63.03 |
-51.7% |
297.23 |
| ATR |
200.56 |
190.44 |
-10.11 |
-5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,629.71 |
10,599.12 |
10,483.06 |
|
| R3 |
10,570.76 |
10,540.17 |
10,466.85 |
|
| R2 |
10,511.81 |
10,511.81 |
10,461.45 |
|
| R1 |
10,481.22 |
10,481.22 |
10,456.04 |
10,496.52 |
| PP |
10,452.86 |
10,452.86 |
10,452.86 |
10,460.50 |
| S1 |
10,422.27 |
10,422.27 |
10,445.24 |
10,437.57 |
| S2 |
10,393.91 |
10,393.91 |
10,439.83 |
|
| S3 |
10,334.96 |
10,363.32 |
10,434.43 |
|
| S4 |
10,276.01 |
10,304.37 |
10,418.22 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,265.12 |
11,155.11 |
10,614.12 |
|
| R3 |
10,967.89 |
10,857.88 |
10,532.38 |
|
| R2 |
10,670.66 |
10,670.66 |
10,505.13 |
|
| R1 |
10,560.65 |
10,560.65 |
10,477.89 |
10,615.66 |
| PP |
10,373.43 |
10,373.43 |
10,373.43 |
10,400.93 |
| S1 |
10,263.42 |
10,263.42 |
10,423.39 |
10,318.43 |
| S2 |
10,076.20 |
10,076.20 |
10,396.15 |
|
| S3 |
9,778.97 |
9,966.19 |
10,368.90 |
|
| S4 |
9,481.74 |
9,668.96 |
10,287.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,483.44 |
10,186.21 |
297.23 |
2.8% |
127.15 |
1.2% |
89% |
True |
False |
|
| 10 |
10,483.44 |
9,757.55 |
725.89 |
6.9% |
161.88 |
1.5% |
95% |
True |
False |
|
| 20 |
10,483.44 |
9,757.55 |
725.89 |
6.9% |
197.17 |
1.9% |
95% |
True |
False |
|
| 40 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
224.66 |
2.1% |
46% |
False |
False |
|
| 60 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
180.08 |
1.7% |
46% |
False |
False |
|
| 80 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
156.91 |
1.5% |
46% |
False |
False |
|
| 100 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
154.95 |
1.5% |
46% |
False |
False |
|
| 120 |
11,258.01 |
9,757.55 |
1,500.46 |
14.4% |
147.64 |
1.4% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,733.98 |
|
2.618 |
10,637.77 |
|
1.618 |
10,578.82 |
|
1.000 |
10,542.39 |
|
0.618 |
10,519.87 |
|
HIGH |
10,483.44 |
|
0.618 |
10,460.92 |
|
0.500 |
10,453.97 |
|
0.382 |
10,447.01 |
|
LOW |
10,424.49 |
|
0.618 |
10,388.06 |
|
1.000 |
10,365.54 |
|
1.618 |
10,329.11 |
|
2.618 |
10,270.16 |
|
4.250 |
10,173.95 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,453.97 |
10,434.20 |
| PP |
10,452.86 |
10,417.77 |
| S1 |
10,451.75 |
10,401.33 |
|