| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
10,334 |
10,349 |
15 |
0.1% |
9,811 |
| High |
10,370 |
10,407 |
37 |
0.4% |
10,156 |
| Low |
10,262 |
10,258 |
-4 |
0.0% |
9,610 |
| Close |
10,344 |
10,376 |
32 |
0.3% |
10,138 |
| Range |
108 |
149 |
41 |
38.0% |
546 |
| ATR |
223 |
217 |
-5 |
-2.4% |
0 |
| Volume |
152,375 |
147,867 |
-4,508 |
-3.0% |
92,099 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,794 |
10,734 |
10,458 |
|
| R3 |
10,645 |
10,585 |
10,417 |
|
| R2 |
10,496 |
10,496 |
10,403 |
|
| R1 |
10,436 |
10,436 |
10,390 |
10,466 |
| PP |
10,347 |
10,347 |
10,347 |
10,362 |
| S1 |
10,287 |
10,287 |
10,362 |
10,317 |
| S2 |
10,198 |
10,198 |
10,349 |
|
| S3 |
10,049 |
10,138 |
10,335 |
|
| S4 |
9,900 |
9,989 |
10,294 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,606 |
11,418 |
10,438 |
|
| R3 |
11,060 |
10,872 |
10,288 |
|
| R2 |
10,514 |
10,514 |
10,238 |
|
| R1 |
10,326 |
10,326 |
10,188 |
10,420 |
| PP |
9,968 |
9,968 |
9,968 |
10,015 |
| S1 |
9,780 |
9,780 |
10,088 |
9,874 |
| S2 |
9,422 |
9,422 |
10,038 |
|
| S3 |
8,876 |
9,234 |
9,988 |
|
| S4 |
8,330 |
8,688 |
9,838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,407 |
10,012 |
395 |
3.8% |
153 |
1.5% |
92% |
True |
False |
127,157 |
| 10 |
10,407 |
9,610 |
797 |
7.7% |
212 |
2.0% |
96% |
True |
False |
65,703 |
| 20 |
10,407 |
9,610 |
797 |
7.7% |
236 |
2.3% |
96% |
True |
False |
33,092 |
| 40 |
11,144 |
9,610 |
1,534 |
14.8% |
240 |
2.3% |
50% |
False |
False |
16,612 |
| 60 |
11,144 |
9,610 |
1,534 |
14.8% |
186 |
1.8% |
50% |
False |
False |
11,089 |
| 80 |
11,144 |
9,610 |
1,534 |
14.8% |
148 |
1.4% |
50% |
False |
False |
8,319 |
| 100 |
11,144 |
9,610 |
1,534 |
14.8% |
126 |
1.2% |
50% |
False |
False |
6,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,040 |
|
2.618 |
10,797 |
|
1.618 |
10,648 |
|
1.000 |
10,556 |
|
0.618 |
10,499 |
|
HIGH |
10,407 |
|
0.618 |
10,350 |
|
0.500 |
10,333 |
|
0.382 |
10,315 |
|
LOW |
10,258 |
|
0.618 |
10,166 |
|
1.000 |
10,109 |
|
1.618 |
10,017 |
|
2.618 |
9,868 |
|
4.250 |
9,625 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,362 |
10,341 |
| PP |
10,347 |
10,305 |
| S1 |
10,333 |
10,270 |
|