| 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 |
9,861 |
9,846 |
-15 |
-0.2% |
10,058 |
| High |
9,997 |
10,119 |
122 |
1.2% |
10,245 |
| Low |
9,802 |
9,815 |
13 |
0.1% |
9,824 |
| Close |
9,844 |
10,087 |
243 |
2.5% |
9,888 |
| Range |
195 |
304 |
109 |
55.9% |
421 |
| ATR |
242 |
246 |
4 |
1.8% |
0 |
| Volume |
3,434 |
13,567 |
10,133 |
295.1% |
2,143 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,919 |
10,807 |
10,254 |
|
| R3 |
10,615 |
10,503 |
10,171 |
|
| R2 |
10,311 |
10,311 |
10,143 |
|
| R1 |
10,199 |
10,199 |
10,115 |
10,255 |
| PP |
10,007 |
10,007 |
10,007 |
10,035 |
| S1 |
9,895 |
9,895 |
10,059 |
9,951 |
| S2 |
9,703 |
9,703 |
10,031 |
|
| S3 |
9,399 |
9,591 |
10,004 |
|
| S4 |
9,095 |
9,287 |
9,920 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,249 |
10,989 |
10,120 |
|
| R3 |
10,828 |
10,568 |
10,004 |
|
| R2 |
10,407 |
10,407 |
9,965 |
|
| R1 |
10,147 |
10,147 |
9,927 |
10,067 |
| PP |
9,986 |
9,986 |
9,986 |
9,945 |
| S1 |
9,726 |
9,726 |
9,850 |
9,646 |
| S2 |
9,565 |
9,565 |
9,811 |
|
| S3 |
9,144 |
9,305 |
9,772 |
|
| S4 |
8,723 |
8,884 |
9,657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,227 |
9,610 |
617 |
6.1% |
272 |
2.7% |
77% |
False |
False |
4,248 |
| 10 |
10,245 |
9,610 |
635 |
6.3% |
258 |
2.6% |
75% |
False |
False |
2,410 |
| 20 |
10,859 |
9,610 |
1,249 |
12.4% |
253 |
2.5% |
38% |
False |
False |
1,342 |
| 40 |
11,144 |
9,610 |
1,534 |
15.2% |
233 |
2.3% |
31% |
False |
False |
727 |
| 60 |
11,144 |
9,610 |
1,534 |
15.2% |
180 |
1.8% |
31% |
False |
False |
494 |
| 80 |
11,144 |
9,610 |
1,534 |
15.2% |
139 |
1.4% |
31% |
False |
False |
372 |
| 100 |
11,144 |
9,610 |
1,534 |
15.2% |
119 |
1.2% |
31% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,411 |
|
2.618 |
10,915 |
|
1.618 |
10,611 |
|
1.000 |
10,423 |
|
0.618 |
10,307 |
|
HIGH |
10,119 |
|
0.618 |
10,003 |
|
0.500 |
9,967 |
|
0.382 |
9,931 |
|
LOW |
9,815 |
|
0.618 |
9,627 |
|
1.000 |
9,511 |
|
1.618 |
9,323 |
|
2.618 |
9,019 |
|
4.250 |
8,523 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,047 |
10,013 |
| PP |
10,007 |
9,939 |
| S1 |
9,967 |
9,865 |
|