| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
9,920 |
9,900 |
-20 |
-0.2% |
10,126 |
| High |
10,058 |
10,178 |
120 |
1.2% |
10,307 |
| Low |
9,857 |
9,869 |
12 |
0.1% |
9,880 |
| Close |
9,903 |
10,146 |
243 |
2.5% |
9,946 |
| Range |
201 |
309 |
108 |
53.7% |
427 |
| ATR |
248 |
252 |
4 |
1.8% |
0 |
| Volume |
215,444 |
181,974 |
-33,470 |
-15.5% |
564,516 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,991 |
10,878 |
10,316 |
|
| R3 |
10,682 |
10,569 |
10,231 |
|
| R2 |
10,373 |
10,373 |
10,203 |
|
| R1 |
10,260 |
10,260 |
10,174 |
10,317 |
| PP |
10,064 |
10,064 |
10,064 |
10,093 |
| S1 |
9,951 |
9,951 |
10,118 |
10,008 |
| S2 |
9,755 |
9,755 |
10,089 |
|
| S3 |
9,446 |
9,642 |
10,061 |
|
| S4 |
9,137 |
9,333 |
9,976 |
|
|
| 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 |
10,287 |
9,673 |
614 |
6.1% |
276 |
2.7% |
77% |
False |
False |
175,037 |
| 10 |
10,307 |
9,673 |
634 |
6.2% |
262 |
2.6% |
75% |
False |
False |
164,003 |
| 20 |
10,917 |
9,673 |
1,244 |
12.3% |
257 |
2.5% |
38% |
False |
False |
181,007 |
| 40 |
11,206 |
9,673 |
1,533 |
15.1% |
239 |
2.4% |
31% |
False |
False |
176,114 |
| 60 |
11,206 |
9,673 |
1,533 |
15.1% |
190 |
1.9% |
31% |
False |
False |
151,951 |
| 80 |
11,206 |
9,673 |
1,533 |
15.1% |
168 |
1.7% |
31% |
False |
False |
117,360 |
| 100 |
11,206 |
9,673 |
1,533 |
15.1% |
171 |
1.7% |
31% |
False |
False |
93,914 |
| 120 |
11,206 |
9,673 |
1,533 |
15.1% |
156 |
1.5% |
31% |
False |
False |
78,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,491 |
|
2.618 |
10,987 |
|
1.618 |
10,678 |
|
1.000 |
10,487 |
|
0.618 |
10,369 |
|
HIGH |
10,178 |
|
0.618 |
10,060 |
|
0.500 |
10,024 |
|
0.382 |
9,987 |
|
LOW |
9,869 |
|
0.618 |
9,678 |
|
1.000 |
9,560 |
|
1.618 |
9,369 |
|
2.618 |
9,060 |
|
4.250 |
8,556 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,105 |
10,073 |
| PP |
10,064 |
9,999 |
| S1 |
10,024 |
9,926 |
|