| 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 |
19,500 |
19,490 |
-10 |
-0.1% |
19,555 |
| High |
19,815 |
19,724 |
-91 |
-0.5% |
19,894 |
| Low |
19,357 |
19,463 |
106 |
0.5% |
19,345 |
| Close |
19,544 |
19,687 |
143 |
0.7% |
19,814 |
| Range |
458 |
261 |
-197 |
-43.0% |
549 |
| ATR |
404 |
394 |
-10 |
-2.5% |
0 |
| Volume |
71,732 |
58,573 |
-13,159 |
-18.3% |
302,787 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,408 |
20,308 |
19,831 |
|
| R3 |
20,147 |
20,047 |
19,759 |
|
| R2 |
19,886 |
19,886 |
19,735 |
|
| R1 |
19,786 |
19,786 |
19,711 |
19,836 |
| PP |
19,625 |
19,625 |
19,625 |
19,650 |
| S1 |
19,525 |
19,525 |
19,663 |
19,575 |
| S2 |
19,364 |
19,364 |
19,639 |
|
| S3 |
19,103 |
19,264 |
19,615 |
|
| S4 |
18,842 |
19,003 |
19,543 |
|
|
| 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 |
19,823 |
19,045 |
778 |
4.0% |
283 |
1.4% |
83% |
False |
False |
63,684 |
| 10 |
19,894 |
18,928 |
966 |
4.9% |
310 |
1.6% |
79% |
False |
False |
70,736 |
| 20 |
20,347 |
18,899 |
1,448 |
7.4% |
323 |
1.6% |
54% |
False |
False |
40,117 |
| 40 |
22,063 |
18,899 |
3,164 |
16.1% |
300 |
1.5% |
25% |
False |
False |
20,533 |
| 60 |
22,500 |
18,899 |
3,601 |
18.3% |
289 |
1.5% |
22% |
False |
False |
13,852 |
| 80 |
22,500 |
18,899 |
3,601 |
18.3% |
282 |
1.4% |
22% |
False |
False |
10,469 |
| 100 |
22,500 |
18,899 |
3,601 |
18.3% |
289 |
1.5% |
22% |
False |
False |
8,407 |
| 120 |
22,500 |
18,899 |
3,601 |
18.3% |
281 |
1.4% |
22% |
False |
False |
7,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,833 |
|
2.618 |
20,407 |
|
1.618 |
20,146 |
|
1.000 |
19,985 |
|
0.618 |
19,885 |
|
HIGH |
19,724 |
|
0.618 |
19,624 |
|
0.500 |
19,594 |
|
0.382 |
19,563 |
|
LOW |
19,463 |
|
0.618 |
19,302 |
|
1.000 |
19,202 |
|
1.618 |
19,041 |
|
2.618 |
18,780 |
|
4.250 |
18,354 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,656 |
19,645 |
| PP |
19,625 |
19,603 |
| S1 |
19,594 |
19,562 |
|