| 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 |
5,145.0 |
5,258.5 |
113.5 |
2.2% |
5,040.0 |
| High |
5,280.5 |
5,283.0 |
2.5 |
0.0% |
5,201.0 |
| Low |
5,145.0 |
5,210.5 |
65.5 |
1.3% |
4,970.0 |
| Close |
5,215.0 |
5,241.5 |
26.5 |
0.5% |
5,161.5 |
| Range |
135.5 |
72.5 |
-63.0 |
-46.5% |
231.0 |
| ATR |
133.2 |
128.8 |
-4.3 |
-3.3% |
0.0 |
| Volume |
261,930 |
310,561 |
48,631 |
18.6% |
723,910 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,462.5 |
5,424.5 |
5,281.5 |
|
| R3 |
5,390.0 |
5,352.0 |
5,261.5 |
|
| R2 |
5,317.5 |
5,317.5 |
5,255.0 |
|
| R1 |
5,279.5 |
5,279.5 |
5,248.0 |
5,262.0 |
| PP |
5,245.0 |
5,245.0 |
5,245.0 |
5,236.5 |
| S1 |
5,207.0 |
5,207.0 |
5,235.0 |
5,190.0 |
| S2 |
5,172.5 |
5,172.5 |
5,228.0 |
|
| S3 |
5,100.0 |
5,134.5 |
5,221.5 |
|
| S4 |
5,027.5 |
5,062.0 |
5,201.5 |
|
|
| 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 |
5,283.0 |
5,015.5 |
267.5 |
5.1% |
101.0 |
1.9% |
84% |
True |
False |
205,704 |
| 10 |
5,283.0 |
4,970.0 |
313.0 |
6.0% |
115.0 |
2.2% |
87% |
True |
False |
169,918 |
| 20 |
5,283.0 |
4,883.5 |
399.5 |
7.6% |
126.0 |
2.4% |
90% |
True |
False |
164,295 |
| 40 |
5,761.0 |
4,801.0 |
960.0 |
18.3% |
136.5 |
2.6% |
46% |
False |
False |
160,441 |
| 60 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
110.5 |
2.1% |
44% |
False |
False |
140,341 |
| 80 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
97.0 |
1.8% |
44% |
False |
False |
115,548 |
| 100 |
5,800.0 |
4,801.0 |
999.0 |
19.1% |
88.0 |
1.7% |
44% |
False |
False |
92,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,591.0 |
|
2.618 |
5,473.0 |
|
1.618 |
5,400.5 |
|
1.000 |
5,355.5 |
|
0.618 |
5,328.0 |
|
HIGH |
5,283.0 |
|
0.618 |
5,255.5 |
|
0.500 |
5,247.0 |
|
0.382 |
5,238.0 |
|
LOW |
5,210.5 |
|
0.618 |
5,165.5 |
|
1.000 |
5,138.0 |
|
1.618 |
5,093.0 |
|
2.618 |
5,020.5 |
|
4.250 |
4,902.5 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,247.0 |
5,232.0 |
| PP |
5,245.0 |
5,222.0 |
| S1 |
5,243.0 |
5,212.5 |
|