| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
19,989 |
20,196 |
207 |
1.0% |
19,051 |
| High |
20,159 |
20,220 |
61 |
0.3% |
20,040 |
| Low |
19,967 |
20,077 |
110 |
0.6% |
19,045 |
| Close |
20,145 |
20,192 |
47 |
0.2% |
19,848 |
| Range |
192 |
143 |
-49 |
-25.5% |
995 |
| ATR |
369 |
353 |
-16 |
-4.4% |
0 |
| Volume |
54,917 |
48,472 |
-6,445 |
-11.7% |
318,217 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,592 |
20,535 |
20,271 |
|
| R3 |
20,449 |
20,392 |
20,231 |
|
| R2 |
20,306 |
20,306 |
20,218 |
|
| R1 |
20,249 |
20,249 |
20,205 |
20,206 |
| PP |
20,163 |
20,163 |
20,163 |
20,142 |
| S1 |
20,106 |
20,106 |
20,179 |
20,063 |
| S2 |
20,020 |
20,020 |
20,166 |
|
| S3 |
19,877 |
19,963 |
20,153 |
|
| S4 |
19,734 |
19,820 |
20,113 |
|
|
| 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 |
20,220 |
19,463 |
757 |
3.7% |
182 |
0.9% |
96% |
True |
False |
51,826 |
| 10 |
20,220 |
19,045 |
1,175 |
5.8% |
225 |
1.1% |
98% |
True |
False |
58,813 |
| 20 |
20,220 |
18,899 |
1,321 |
6.5% |
295 |
1.5% |
98% |
True |
False |
49,778 |
| 40 |
21,467 |
18,899 |
2,568 |
12.7% |
292 |
1.4% |
50% |
False |
False |
25,506 |
| 60 |
22,500 |
18,899 |
3,601 |
17.8% |
283 |
1.4% |
36% |
False |
False |
17,174 |
| 80 |
22,500 |
18,899 |
3,601 |
17.8% |
277 |
1.4% |
36% |
False |
False |
12,967 |
| 100 |
22,500 |
18,899 |
3,601 |
17.8% |
285 |
1.4% |
36% |
False |
False |
10,407 |
| 120 |
22,500 |
18,899 |
3,601 |
17.8% |
276 |
1.4% |
36% |
False |
False |
8,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,828 |
|
2.618 |
20,594 |
|
1.618 |
20,451 |
|
1.000 |
20,363 |
|
0.618 |
20,308 |
|
HIGH |
20,220 |
|
0.618 |
20,165 |
|
0.500 |
20,149 |
|
0.382 |
20,132 |
|
LOW |
20,077 |
|
0.618 |
19,989 |
|
1.000 |
19,934 |
|
1.618 |
19,846 |
|
2.618 |
19,703 |
|
4.250 |
19,469 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,178 |
20,159 |
| PP |
20,163 |
20,126 |
| S1 |
20,149 |
20,094 |
|