| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
9,798 |
9,920 |
122 |
1.2% |
10,126 |
| High |
9,947 |
10,058 |
111 |
1.1% |
10,307 |
| Low |
9,673 |
9,857 |
184 |
1.9% |
9,880 |
| Close |
9,914 |
9,903 |
-11 |
-0.1% |
9,946 |
| Range |
274 |
201 |
-73 |
-26.6% |
427 |
| ATR |
252 |
248 |
-4 |
-1.4% |
0 |
| Volume |
160,858 |
215,444 |
54,586 |
33.9% |
564,516 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,542 |
10,424 |
10,014 |
|
| R3 |
10,341 |
10,223 |
9,958 |
|
| R2 |
10,140 |
10,140 |
9,940 |
|
| R1 |
10,022 |
10,022 |
9,922 |
9,981 |
| PP |
9,939 |
9,939 |
9,939 |
9,919 |
| S1 |
9,821 |
9,821 |
9,885 |
9,780 |
| S2 |
9,738 |
9,738 |
9,866 |
|
| S3 |
9,537 |
9,620 |
9,848 |
|
| S4 |
9,336 |
9,419 |
9,793 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,325 |
11,063 |
10,181 |
|
| R3 |
10,898 |
10,636 |
10,064 |
|
| R2 |
10,471 |
10,471 |
10,024 |
|
| R1 |
10,209 |
10,209 |
9,985 |
10,127 |
| PP |
10,044 |
10,044 |
10,044 |
10,003 |
| S1 |
9,782 |
9,782 |
9,907 |
9,700 |
| S2 |
9,617 |
9,617 |
9,868 |
|
| S3 |
9,190 |
9,355 |
9,829 |
|
| S4 |
8,763 |
8,928 |
9,711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,307 |
9,673 |
634 |
6.4% |
243 |
2.4% |
36% |
False |
False |
164,472 |
| 10 |
10,307 |
9,673 |
634 |
6.4% |
256 |
2.6% |
36% |
False |
False |
165,789 |
| 20 |
10,917 |
9,673 |
1,244 |
12.6% |
255 |
2.6% |
18% |
False |
False |
180,384 |
| 40 |
11,206 |
9,673 |
1,533 |
15.5% |
234 |
2.4% |
15% |
False |
False |
174,300 |
| 60 |
11,206 |
9,673 |
1,533 |
15.5% |
186 |
1.9% |
15% |
False |
False |
150,567 |
| 80 |
11,206 |
9,673 |
1,533 |
15.5% |
166 |
1.7% |
15% |
False |
False |
115,089 |
| 100 |
11,206 |
9,673 |
1,533 |
15.5% |
168 |
1.7% |
15% |
False |
False |
92,095 |
| 120 |
11,206 |
9,673 |
1,533 |
15.5% |
154 |
1.6% |
15% |
False |
False |
76,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,912 |
|
2.618 |
10,584 |
|
1.618 |
10,383 |
|
1.000 |
10,259 |
|
0.618 |
10,182 |
|
HIGH |
10,058 |
|
0.618 |
9,981 |
|
0.500 |
9,958 |
|
0.382 |
9,934 |
|
LOW |
9,857 |
|
0.618 |
9,733 |
|
1.000 |
9,656 |
|
1.618 |
9,532 |
|
2.618 |
9,331 |
|
4.250 |
9,003 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,958 |
9,891 |
| PP |
9,939 |
9,878 |
| S1 |
9,921 |
9,866 |
|