| 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 |
5,951.0 |
6,069.0 |
118.0 |
2.0% |
5,861.5 |
| High |
6,090.0 |
6,094.0 |
4.0 |
0.1% |
6,094.0 |
| Low |
5,924.0 |
5,982.5 |
58.5 |
1.0% |
5,798.5 |
| Close |
6,054.5 |
6,043.5 |
-11.0 |
-0.2% |
6,043.5 |
| Range |
166.0 |
111.5 |
-54.5 |
-32.8% |
295.5 |
| ATR |
160.2 |
156.7 |
-3.5 |
-2.2% |
0.0 |
| Volume |
179,252 |
173,815 |
-5,437 |
-3.0% |
909,856 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,374.5 |
6,320.5 |
6,104.8 |
|
| R3 |
6,263.0 |
6,209.0 |
6,074.2 |
|
| R2 |
6,151.5 |
6,151.5 |
6,063.9 |
|
| R1 |
6,097.5 |
6,097.5 |
6,053.7 |
6,068.8 |
| PP |
6,040.0 |
6,040.0 |
6,040.0 |
6,025.6 |
| S1 |
5,986.0 |
5,986.0 |
6,033.3 |
5,957.3 |
| S2 |
5,928.5 |
5,928.5 |
6,023.1 |
|
| S3 |
5,817.0 |
5,874.5 |
6,012.8 |
|
| S4 |
5,705.5 |
5,763.0 |
5,982.2 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,865.2 |
6,749.8 |
6,206.0 |
|
| R3 |
6,569.7 |
6,454.3 |
6,124.8 |
|
| R2 |
6,274.2 |
6,274.2 |
6,097.7 |
|
| R1 |
6,158.8 |
6,158.8 |
6,070.6 |
6,216.5 |
| PP |
5,978.7 |
5,978.7 |
5,978.7 |
6,007.5 |
| S1 |
5,863.3 |
5,863.3 |
6,016.4 |
5,921.0 |
| S2 |
5,683.2 |
5,683.2 |
5,989.3 |
|
| S3 |
5,387.7 |
5,567.8 |
5,962.2 |
|
| S4 |
5,092.2 |
5,272.3 |
5,881.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,094.0 |
5,798.5 |
295.5 |
4.9% |
139.6 |
2.3% |
83% |
True |
False |
181,971 |
| 10 |
6,115.5 |
5,798.5 |
317.0 |
5.2% |
135.3 |
2.2% |
77% |
False |
False |
152,932 |
| 20 |
6,239.5 |
5,608.0 |
631.5 |
10.4% |
154.8 |
2.6% |
69% |
False |
False |
195,409 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
154.0 |
2.5% |
62% |
False |
False |
209,307 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
13.1% |
124.5 |
2.1% |
62% |
False |
False |
180,491 |
| 80 |
6,347.0 |
5,527.0 |
820.0 |
13.6% |
112.2 |
1.9% |
63% |
False |
False |
137,027 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
113.2 |
1.9% |
68% |
False |
False |
109,718 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.7% |
105.7 |
1.7% |
68% |
False |
False |
91,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,567.9 |
|
2.618 |
6,385.9 |
|
1.618 |
6,274.4 |
|
1.000 |
6,205.5 |
|
0.618 |
6,162.9 |
|
HIGH |
6,094.0 |
|
0.618 |
6,051.4 |
|
0.500 |
6,038.3 |
|
0.382 |
6,025.1 |
|
LOW |
5,982.5 |
|
0.618 |
5,913.6 |
|
1.000 |
5,871.0 |
|
1.618 |
5,802.1 |
|
2.618 |
5,690.6 |
|
4.250 |
5,508.6 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,041.8 |
6,016.8 |
| PP |
6,040.0 |
5,990.2 |
| S1 |
6,038.3 |
5,963.5 |
|