| 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 |
10,200 |
10,387 |
187 |
1.8% |
9,924 |
| High |
10,410 |
10,429 |
19 |
0.2% |
10,215 |
| Low |
10,190 |
10,321 |
131 |
1.3% |
9,673 |
| Close |
10,391 |
10,403 |
12 |
0.1% |
10,197 |
| Range |
220 |
108 |
-112 |
-50.9% |
542 |
| ATR |
236 |
227 |
-9 |
-3.9% |
0 |
| Volume |
42,438 |
32,904 |
-9,534 |
-22.5% |
879,774 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,708 |
10,664 |
10,463 |
|
| R3 |
10,600 |
10,556 |
10,433 |
|
| R2 |
10,492 |
10,492 |
10,423 |
|
| R1 |
10,448 |
10,448 |
10,413 |
10,470 |
| PP |
10,384 |
10,384 |
10,384 |
10,396 |
| S1 |
10,340 |
10,340 |
10,393 |
10,362 |
| S2 |
10,276 |
10,276 |
10,383 |
|
| S3 |
10,168 |
10,232 |
10,373 |
|
| S4 |
10,060 |
10,124 |
10,344 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,654 |
11,468 |
10,495 |
|
| R3 |
11,112 |
10,926 |
10,346 |
|
| R2 |
10,570 |
10,570 |
10,296 |
|
| R1 |
10,384 |
10,384 |
10,247 |
10,477 |
| PP |
10,028 |
10,028 |
10,028 |
10,075 |
| S1 |
9,842 |
9,842 |
10,147 |
9,935 |
| S2 |
9,486 |
9,486 |
10,098 |
|
| S3 |
8,944 |
9,300 |
10,048 |
|
| S4 |
8,402 |
8,758 |
9,899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,429 |
9,869 |
560 |
5.4% |
185 |
1.8% |
95% |
True |
False |
89,624 |
| 10 |
10,429 |
9,673 |
756 |
7.3% |
214 |
2.1% |
97% |
True |
False |
127,048 |
| 20 |
10,507 |
9,673 |
834 |
8.0% |
242 |
2.3% |
88% |
False |
False |
159,755 |
| 40 |
11,206 |
9,673 |
1,533 |
14.7% |
243 |
2.3% |
48% |
False |
False |
167,900 |
| 60 |
11,206 |
9,673 |
1,533 |
14.7% |
193 |
1.9% |
48% |
False |
False |
148,835 |
| 80 |
11,206 |
9,673 |
1,533 |
14.7% |
170 |
1.6% |
48% |
False |
False |
120,675 |
| 100 |
11,206 |
9,673 |
1,533 |
14.7% |
168 |
1.6% |
48% |
False |
False |
96,570 |
| 120 |
11,206 |
9,673 |
1,533 |
14.7% |
159 |
1.5% |
48% |
False |
False |
80,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,888 |
|
2.618 |
10,712 |
|
1.618 |
10,604 |
|
1.000 |
10,537 |
|
0.618 |
10,496 |
|
HIGH |
10,429 |
|
0.618 |
10,388 |
|
0.500 |
10,375 |
|
0.382 |
10,362 |
|
LOW |
10,321 |
|
0.618 |
10,254 |
|
1.000 |
10,213 |
|
1.618 |
10,146 |
|
2.618 |
10,038 |
|
4.250 |
9,862 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,394 |
10,371 |
| PP |
10,384 |
10,339 |
| S1 |
10,375 |
10,308 |
|