| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
20,001 |
20,084 |
83 |
0.4% |
19,051 |
| High |
20,040 |
20,123 |
83 |
0.4% |
20,040 |
| Low |
19,825 |
20,022 |
197 |
1.0% |
19,045 |
| Close |
19,848 |
20,089 |
241 |
1.2% |
19,848 |
| Range |
215 |
101 |
-114 |
-53.0% |
995 |
| ATR |
391 |
383 |
-8 |
-2.1% |
0 |
| Volume |
56,096 |
41,076 |
-15,020 |
-26.8% |
318,217 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,381 |
20,336 |
20,145 |
|
| R3 |
20,280 |
20,235 |
20,117 |
|
| R2 |
20,179 |
20,179 |
20,108 |
|
| R1 |
20,134 |
20,134 |
20,098 |
20,157 |
| PP |
20,078 |
20,078 |
20,078 |
20,089 |
| S1 |
20,033 |
20,033 |
20,080 |
20,056 |
| S2 |
19,977 |
19,977 |
20,070 |
|
| S3 |
19,876 |
19,932 |
20,061 |
|
| S4 |
19,775 |
19,831 |
20,033 |
|
|
| 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 |
20,123 |
19,308 |
815 |
4.1% |
248 |
1.2% |
96% |
True |
False |
58,537 |
| 10 |
20,123 |
19,045 |
1,078 |
5.4% |
259 |
1.3% |
97% |
True |
False |
66,208 |
| 20 |
20,170 |
18,899 |
1,271 |
6.3% |
309 |
1.5% |
94% |
False |
False |
44,724 |
| 40 |
21,845 |
18,899 |
2,946 |
14.7% |
299 |
1.5% |
40% |
False |
False |
22,951 |
| 60 |
22,500 |
18,899 |
3,601 |
17.9% |
287 |
1.4% |
33% |
False |
False |
15,463 |
| 80 |
22,500 |
18,899 |
3,601 |
17.9% |
278 |
1.4% |
33% |
False |
False |
11,680 |
| 100 |
22,500 |
18,899 |
3,601 |
17.9% |
287 |
1.4% |
33% |
False |
False |
9,375 |
| 120 |
22,500 |
18,899 |
3,601 |
17.9% |
276 |
1.4% |
33% |
False |
False |
7,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,552 |
|
2.618 |
20,387 |
|
1.618 |
20,286 |
|
1.000 |
20,224 |
|
0.618 |
20,185 |
|
HIGH |
20,123 |
|
0.618 |
20,084 |
|
0.500 |
20,073 |
|
0.382 |
20,061 |
|
LOW |
20,022 |
|
0.618 |
19,960 |
|
1.000 |
19,921 |
|
1.618 |
19,859 |
|
2.618 |
19,758 |
|
4.250 |
19,593 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,084 |
19,990 |
| PP |
20,078 |
19,892 |
| S1 |
20,073 |
19,793 |
|