| 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 |
19,499 |
19,500 |
1 |
0.0% |
19,555 |
| High |
19,512 |
19,815 |
303 |
1.6% |
19,894 |
| Low |
19,308 |
19,357 |
49 |
0.3% |
19,345 |
| Close |
19,498 |
19,544 |
46 |
0.2% |
19,814 |
| Range |
204 |
458 |
254 |
124.5% |
549 |
| ATR |
400 |
404 |
4 |
1.0% |
0 |
| Volume |
65,211 |
71,732 |
6,521 |
10.0% |
302,787 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,946 |
20,703 |
19,796 |
|
| R3 |
20,488 |
20,245 |
19,670 |
|
| R2 |
20,030 |
20,030 |
19,628 |
|
| R1 |
19,787 |
19,787 |
19,586 |
19,909 |
| PP |
19,572 |
19,572 |
19,572 |
19,633 |
| S1 |
19,329 |
19,329 |
19,502 |
19,451 |
| S2 |
19,114 |
19,114 |
19,460 |
|
| S3 |
18,656 |
18,871 |
19,418 |
|
| S4 |
18,198 |
18,413 |
19,292 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,331 |
21,122 |
20,116 |
|
| R3 |
20,782 |
20,573 |
19,965 |
|
| R2 |
20,233 |
20,233 |
19,915 |
|
| R1 |
20,024 |
20,024 |
19,864 |
20,129 |
| PP |
19,684 |
19,684 |
19,684 |
19,737 |
| S1 |
19,475 |
19,475 |
19,764 |
19,580 |
| S2 |
19,135 |
19,135 |
19,713 |
|
| S3 |
18,586 |
18,926 |
19,663 |
|
| S4 |
18,037 |
18,377 |
19,512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,894 |
19,045 |
849 |
4.3% |
267 |
1.4% |
59% |
False |
False |
65,800 |
| 10 |
19,894 |
18,928 |
966 |
4.9% |
306 |
1.6% |
64% |
False |
False |
69,179 |
| 20 |
20,347 |
18,899 |
1,448 |
7.4% |
331 |
1.7% |
45% |
False |
False |
37,267 |
| 40 |
22,063 |
18,899 |
3,164 |
16.2% |
300 |
1.5% |
20% |
False |
False |
19,079 |
| 60 |
22,500 |
18,899 |
3,601 |
18.4% |
288 |
1.5% |
18% |
False |
False |
12,885 |
| 80 |
22,500 |
18,899 |
3,601 |
18.4% |
282 |
1.4% |
18% |
False |
False |
9,738 |
| 100 |
22,500 |
18,899 |
3,601 |
18.4% |
289 |
1.5% |
18% |
False |
False |
7,821 |
| 120 |
22,500 |
18,899 |
3,601 |
18.4% |
281 |
1.4% |
18% |
False |
False |
6,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,762 |
|
2.618 |
21,014 |
|
1.618 |
20,556 |
|
1.000 |
20,273 |
|
0.618 |
20,098 |
|
HIGH |
19,815 |
|
0.618 |
19,640 |
|
0.500 |
19,586 |
|
0.382 |
19,532 |
|
LOW |
19,357 |
|
0.618 |
19,074 |
|
1.000 |
18,899 |
|
1.618 |
18,616 |
|
2.618 |
18,158 |
|
4.250 |
17,411 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,586 |
19,506 |
| PP |
19,572 |
19,468 |
| S1 |
19,558 |
19,430 |
|