| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
10,401 |
10,433 |
32 |
0.3% |
10,207 |
| High |
10,461 |
10,455 |
-6 |
-0.1% |
10,461 |
| Low |
10,318 |
10,409 |
91 |
0.9% |
10,186 |
| Close |
10,435 |
10,455 |
20 |
0.2% |
10,455 |
| Range |
143 |
46 |
-97 |
-67.8% |
275 |
| ATR |
221 |
209 |
-13 |
-5.7% |
0 |
| Volume |
21,404 |
20,425 |
-979 |
-4.6% |
179,016 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,578 |
10,562 |
10,480 |
|
| R3 |
10,532 |
10,516 |
10,468 |
|
| R2 |
10,486 |
10,486 |
10,464 |
|
| R1 |
10,470 |
10,470 |
10,459 |
10,478 |
| PP |
10,440 |
10,440 |
10,440 |
10,444 |
| S1 |
10,424 |
10,424 |
10,451 |
10,432 |
| S2 |
10,394 |
10,394 |
10,447 |
|
| S3 |
10,348 |
10,378 |
10,442 |
|
| S4 |
10,302 |
10,332 |
10,430 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,192 |
11,099 |
10,606 |
|
| R3 |
10,917 |
10,824 |
10,531 |
|
| R2 |
10,642 |
10,642 |
10,506 |
|
| R1 |
10,549 |
10,549 |
10,480 |
10,596 |
| PP |
10,367 |
10,367 |
10,367 |
10,391 |
| S1 |
10,274 |
10,274 |
10,430 |
10,321 |
| S2 |
10,092 |
10,092 |
10,405 |
|
| S3 |
9,817 |
9,999 |
10,380 |
|
| S4 |
9,542 |
9,724 |
10,304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,461 |
10,186 |
275 |
2.6% |
132 |
1.3% |
98% |
False |
False |
35,803 |
| 10 |
10,461 |
9,673 |
788 |
7.5% |
178 |
1.7% |
99% |
False |
False |
105,879 |
| 20 |
10,461 |
9,673 |
788 |
7.5% |
220 |
2.1% |
99% |
False |
False |
141,213 |
| 40 |
11,206 |
9,673 |
1,533 |
14.7% |
243 |
2.3% |
51% |
False |
False |
163,188 |
| 60 |
11,206 |
9,673 |
1,533 |
14.7% |
193 |
1.8% |
51% |
False |
False |
145,686 |
| 80 |
11,206 |
9,673 |
1,533 |
14.7% |
169 |
1.6% |
51% |
False |
False |
121,193 |
| 100 |
11,206 |
9,673 |
1,533 |
14.7% |
167 |
1.6% |
51% |
False |
False |
96,987 |
| 120 |
11,206 |
9,673 |
1,533 |
14.7% |
159 |
1.5% |
51% |
False |
False |
80,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,651 |
|
2.618 |
10,576 |
|
1.618 |
10,530 |
|
1.000 |
10,501 |
|
0.618 |
10,484 |
|
HIGH |
10,455 |
|
0.618 |
10,438 |
|
0.500 |
10,432 |
|
0.382 |
10,427 |
|
LOW |
10,409 |
|
0.618 |
10,381 |
|
1.000 |
10,363 |
|
1.618 |
10,335 |
|
2.618 |
10,289 |
|
4.250 |
10,214 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,447 |
10,433 |
| PP |
10,440 |
10,411 |
| S1 |
10,432 |
10,390 |
|