| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
19,490 |
20,001 |
511 |
2.6% |
19,051 |
| High |
19,724 |
20,040 |
316 |
1.6% |
20,040 |
| Low |
19,463 |
19,825 |
362 |
1.9% |
19,045 |
| Close |
19,687 |
19,848 |
161 |
0.8% |
19,848 |
| Range |
261 |
215 |
-46 |
-17.6% |
995 |
| ATR |
394 |
391 |
-3 |
-0.7% |
0 |
| Volume |
58,573 |
56,096 |
-2,477 |
-4.2% |
318,217 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,549 |
20,414 |
19,966 |
|
| R3 |
20,334 |
20,199 |
19,907 |
|
| R2 |
20,119 |
20,119 |
19,887 |
|
| R1 |
19,984 |
19,984 |
19,868 |
19,944 |
| PP |
19,904 |
19,904 |
19,904 |
19,885 |
| S1 |
19,769 |
19,769 |
19,828 |
19,729 |
| S2 |
19,689 |
19,689 |
19,809 |
|
| S3 |
19,474 |
19,554 |
19,789 |
|
| S4 |
19,259 |
19,339 |
19,730 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,629 |
22,234 |
20,395 |
|
| R3 |
21,634 |
21,239 |
20,122 |
|
| R2 |
20,639 |
20,639 |
20,030 |
|
| R1 |
20,244 |
20,244 |
19,939 |
20,442 |
| PP |
19,644 |
19,644 |
19,644 |
19,743 |
| S1 |
19,249 |
19,249 |
19,757 |
19,447 |
| S2 |
18,649 |
18,649 |
19,666 |
|
| S3 |
17,654 |
18,254 |
19,574 |
|
| S4 |
16,659 |
17,259 |
19,301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,040 |
19,045 |
995 |
5.0% |
290 |
1.5% |
81% |
True |
False |
63,643 |
| 10 |
20,040 |
19,045 |
995 |
5.0% |
273 |
1.4% |
81% |
True |
False |
70,498 |
| 20 |
20,347 |
18,899 |
1,448 |
7.3% |
318 |
1.6% |
66% |
False |
False |
42,875 |
| 40 |
22,063 |
18,899 |
3,164 |
15.9% |
303 |
1.5% |
30% |
False |
False |
21,928 |
| 60 |
22,500 |
18,899 |
3,601 |
18.1% |
288 |
1.5% |
26% |
False |
False |
14,782 |
| 80 |
22,500 |
18,899 |
3,601 |
18.1% |
281 |
1.4% |
26% |
False |
False |
11,167 |
| 100 |
22,500 |
18,899 |
3,601 |
18.1% |
289 |
1.5% |
26% |
False |
False |
8,966 |
| 120 |
22,500 |
18,899 |
3,601 |
18.1% |
281 |
1.4% |
26% |
False |
False |
7,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,954 |
|
2.618 |
20,603 |
|
1.618 |
20,388 |
|
1.000 |
20,255 |
|
0.618 |
20,173 |
|
HIGH |
20,040 |
|
0.618 |
19,958 |
|
0.500 |
19,933 |
|
0.382 |
19,907 |
|
LOW |
19,825 |
|
0.618 |
19,692 |
|
1.000 |
19,610 |
|
1.618 |
19,477 |
|
2.618 |
19,262 |
|
4.250 |
18,911 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,933 |
19,798 |
| PP |
19,904 |
19,748 |
| S1 |
19,876 |
19,699 |
|