| 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 |
5,016.0 |
5,136.0 |
120.0 |
2.4% |
5,040.0 |
| High |
5,151.5 |
5,201.0 |
49.5 |
1.0% |
5,201.0 |
| Low |
5,015.5 |
5,115.0 |
99.5 |
2.0% |
4,970.0 |
| Close |
5,122.0 |
5,161.5 |
39.5 |
0.8% |
5,161.5 |
| Range |
136.0 |
86.0 |
-50.0 |
-36.8% |
231.0 |
| ATR |
141.4 |
137.4 |
-4.0 |
-2.8% |
0.0 |
| Volume |
145,900 |
163,057 |
17,157 |
11.8% |
723,910 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,417.0 |
5,375.5 |
5,209.0 |
|
| R3 |
5,331.0 |
5,289.5 |
5,185.0 |
|
| R2 |
5,245.0 |
5,245.0 |
5,177.5 |
|
| R1 |
5,203.5 |
5,203.5 |
5,169.5 |
5,224.0 |
| PP |
5,159.0 |
5,159.0 |
5,159.0 |
5,169.5 |
| S1 |
5,117.5 |
5,117.5 |
5,153.5 |
5,138.0 |
| S2 |
5,073.0 |
5,073.0 |
5,145.5 |
|
| S3 |
4,987.0 |
5,031.5 |
5,138.0 |
|
| S4 |
4,901.0 |
4,945.5 |
5,114.0 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,804.0 |
5,713.5 |
5,288.5 |
|
| R3 |
5,573.0 |
5,482.5 |
5,225.0 |
|
| R2 |
5,342.0 |
5,342.0 |
5,204.0 |
|
| R1 |
5,251.5 |
5,251.5 |
5,182.5 |
5,297.0 |
| PP |
5,111.0 |
5,111.0 |
5,111.0 |
5,133.5 |
| S1 |
5,020.5 |
5,020.5 |
5,140.5 |
5,066.0 |
| S2 |
4,880.0 |
4,880.0 |
5,119.0 |
|
| S3 |
4,649.0 |
4,789.5 |
5,098.0 |
|
| S4 |
4,418.0 |
4,558.5 |
5,034.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,201.0 |
4,970.0 |
231.0 |
4.5% |
110.0 |
2.1% |
83% |
True |
False |
144,782 |
| 10 |
5,264.0 |
4,970.0 |
294.0 |
5.7% |
122.0 |
2.4% |
65% |
False |
False |
128,925 |
| 20 |
5,391.0 |
4,883.5 |
507.5 |
9.8% |
133.0 |
2.6% |
55% |
False |
False |
150,146 |
| 40 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
135.5 |
2.6% |
36% |
False |
False |
149,923 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
108.0 |
2.1% |
36% |
False |
False |
138,120 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
95.5 |
1.8% |
36% |
False |
False |
106,556 |
| 100 |
5,800.0 |
4,801.0 |
999.0 |
19.4% |
85.0 |
1.6% |
36% |
False |
False |
85,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,566.5 |
|
2.618 |
5,426.0 |
|
1.618 |
5,340.0 |
|
1.000 |
5,287.0 |
|
0.618 |
5,254.0 |
|
HIGH |
5,201.0 |
|
0.618 |
5,168.0 |
|
0.500 |
5,158.0 |
|
0.382 |
5,148.0 |
|
LOW |
5,115.0 |
|
0.618 |
5,062.0 |
|
1.000 |
5,029.0 |
|
1.618 |
4,976.0 |
|
2.618 |
4,890.0 |
|
4.250 |
4,749.5 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,160.5 |
5,136.0 |
| PP |
5,159.0 |
5,111.0 |
| S1 |
5,158.0 |
5,085.5 |
|