| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,103.0 |
6,200.0 |
97.0 |
1.6% |
5,861.5 |
| High |
6,224.0 |
6,218.5 |
-5.5 |
-0.1% |
6,094.0 |
| Low |
6,078.0 |
6,143.0 |
65.0 |
1.1% |
5,798.5 |
| Close |
6,175.0 |
6,192.0 |
17.0 |
0.3% |
6,043.5 |
| Range |
146.0 |
75.5 |
-70.5 |
-48.3% |
295.5 |
| ATR |
151.9 |
146.4 |
-5.5 |
-3.6% |
0.0 |
| Volume |
200,807 |
193,412 |
-7,395 |
-3.7% |
909,856 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,411.0 |
6,377.0 |
6,233.5 |
|
| R3 |
6,335.5 |
6,301.5 |
6,212.8 |
|
| R2 |
6,260.0 |
6,260.0 |
6,205.8 |
|
| R1 |
6,226.0 |
6,226.0 |
6,198.9 |
6,205.3 |
| PP |
6,184.5 |
6,184.5 |
6,184.5 |
6,174.1 |
| S1 |
6,150.5 |
6,150.5 |
6,185.1 |
6,129.8 |
| S2 |
6,109.0 |
6,109.0 |
6,178.2 |
|
| S3 |
6,033.5 |
6,075.0 |
6,171.2 |
|
| S4 |
5,958.0 |
5,999.5 |
6,150.5 |
|
|
| 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 |
6,224.0 |
5,924.0 |
300.0 |
4.8% |
113.3 |
1.8% |
89% |
False |
False |
180,052 |
| 10 |
6,224.0 |
5,798.5 |
425.5 |
6.9% |
131.4 |
2.1% |
92% |
False |
False |
176,605 |
| 20 |
6,224.0 |
5,608.0 |
616.0 |
9.9% |
144.8 |
2.3% |
95% |
False |
False |
187,409 |
| 40 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
153.7 |
2.5% |
80% |
False |
False |
209,154 |
| 60 |
6,347.0 |
5,557.0 |
790.0 |
12.8% |
126.3 |
2.0% |
80% |
False |
False |
184,558 |
| 80 |
6,347.0 |
5,527.0 |
820.0 |
13.2% |
112.7 |
1.8% |
81% |
False |
False |
143,855 |
| 100 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
111.0 |
1.8% |
84% |
False |
False |
115,178 |
| 120 |
6,347.0 |
5,400.0 |
947.0 |
15.3% |
106.2 |
1.7% |
84% |
False |
False |
96,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,539.4 |
|
2.618 |
6,416.2 |
|
1.618 |
6,340.7 |
|
1.000 |
6,294.0 |
|
0.618 |
6,265.2 |
|
HIGH |
6,218.5 |
|
0.618 |
6,189.7 |
|
0.500 |
6,180.8 |
|
0.382 |
6,171.8 |
|
LOW |
6,143.0 |
|
0.618 |
6,096.3 |
|
1.000 |
6,067.5 |
|
1.618 |
6,020.8 |
|
2.618 |
5,945.3 |
|
4.250 |
5,822.1 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,188.3 |
6,177.2 |
| PP |
6,184.5 |
6,162.3 |
| S1 |
6,180.8 |
6,147.5 |
|