| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,281.0 |
6,232.0 |
-49.0 |
-0.8% |
6,114.0 |
| High |
6,302.5 |
6,279.0 |
-23.5 |
-0.4% |
6,263.5 |
| Low |
6,200.0 |
6,184.0 |
-16.0 |
-0.3% |
6,079.0 |
| Close |
6,273.0 |
6,214.5 |
-58.5 |
-0.9% |
6,222.5 |
| Range |
102.5 |
95.0 |
-7.5 |
-7.3% |
184.5 |
| ATR |
130.8 |
128.2 |
-2.6 |
-2.0% |
0.0 |
| Volume |
142,246 |
155,111 |
12,865 |
9.0% |
392,345 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,510.8 |
6,457.7 |
6,266.8 |
|
| R3 |
6,415.8 |
6,362.7 |
6,240.6 |
|
| R2 |
6,320.8 |
6,320.8 |
6,231.9 |
|
| R1 |
6,267.7 |
6,267.7 |
6,223.2 |
6,246.8 |
| PP |
6,225.8 |
6,225.8 |
6,225.8 |
6,215.4 |
| S1 |
6,172.7 |
6,172.7 |
6,205.8 |
6,151.8 |
| S2 |
6,130.8 |
6,130.8 |
6,197.1 |
|
| S3 |
6,035.8 |
6,077.7 |
6,188.4 |
|
| S4 |
5,940.8 |
5,982.7 |
6,162.3 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,741.8 |
6,666.7 |
6,324.0 |
|
| R3 |
6,557.3 |
6,482.2 |
6,273.2 |
|
| R2 |
6,372.8 |
6,372.8 |
6,256.3 |
|
| R1 |
6,297.7 |
6,297.7 |
6,239.4 |
6,335.3 |
| PP |
6,188.3 |
6,188.3 |
6,188.3 |
6,207.1 |
| S1 |
6,113.2 |
6,113.2 |
6,205.6 |
6,150.8 |
| S2 |
6,003.8 |
6,003.8 |
6,188.7 |
|
| S3 |
5,819.3 |
5,928.7 |
6,171.8 |
|
| S4 |
5,634.8 |
5,744.2 |
6,121.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,359.5 |
6,171.5 |
188.0 |
3.0% |
94.5 |
1.5% |
23% |
False |
False |
130,242 |
| 10 |
6,359.5 |
5,931.0 |
428.5 |
6.9% |
102.2 |
1.6% |
66% |
False |
False |
84,171 |
| 20 |
6,359.5 |
5,765.5 |
594.0 |
9.6% |
121.6 |
2.0% |
76% |
False |
False |
42,853 |
| 40 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
143.6 |
2.3% |
81% |
False |
False |
21,744 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
122.8 |
2.0% |
81% |
False |
False |
14,627 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
107.3 |
1.7% |
81% |
False |
False |
11,352 |
| 100 |
6,359.5 |
5,419.0 |
940.5 |
15.1% |
100.8 |
1.6% |
85% |
False |
False |
9,114 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.1% |
94.1 |
1.5% |
85% |
False |
False |
7,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,682.8 |
|
2.618 |
6,527.7 |
|
1.618 |
6,432.7 |
|
1.000 |
6,374.0 |
|
0.618 |
6,337.7 |
|
HIGH |
6,279.0 |
|
0.618 |
6,242.7 |
|
0.500 |
6,231.5 |
|
0.382 |
6,220.3 |
|
LOW |
6,184.0 |
|
0.618 |
6,125.3 |
|
1.000 |
6,089.0 |
|
1.618 |
6,030.3 |
|
2.618 |
5,935.3 |
|
4.250 |
5,780.3 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,231.5 |
6,271.8 |
| PP |
6,225.8 |
6,252.7 |
| S1 |
6,220.2 |
6,233.6 |
|