| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,232.0 |
6,235.0 |
3.0 |
0.0% |
6,114.0 |
| High |
6,279.0 |
6,252.0 |
-27.0 |
-0.4% |
6,263.5 |
| Low |
6,184.0 |
6,102.0 |
-82.0 |
-1.3% |
6,079.0 |
| Close |
6,214.5 |
6,123.0 |
-91.5 |
-1.5% |
6,222.5 |
| Range |
95.0 |
150.0 |
55.0 |
57.9% |
184.5 |
| ATR |
128.2 |
129.8 |
1.6 |
1.2% |
0.0 |
| Volume |
155,111 |
158,233 |
3,122 |
2.0% |
392,345 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,609.0 |
6,516.0 |
6,205.5 |
|
| R3 |
6,459.0 |
6,366.0 |
6,164.3 |
|
| R2 |
6,309.0 |
6,309.0 |
6,150.5 |
|
| R1 |
6,216.0 |
6,216.0 |
6,136.8 |
6,187.5 |
| PP |
6,159.0 |
6,159.0 |
6,159.0 |
6,144.8 |
| S1 |
6,066.0 |
6,066.0 |
6,109.3 |
6,037.5 |
| S2 |
6,009.0 |
6,009.0 |
6,095.5 |
|
| S3 |
5,859.0 |
5,916.0 |
6,081.8 |
|
| S4 |
5,709.0 |
5,766.0 |
6,040.5 |
|
|
| 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 |
6,102.0 |
257.5 |
4.2% |
109.0 |
1.8% |
8% |
False |
True |
143,886 |
| 10 |
6,359.5 |
5,991.0 |
368.5 |
6.0% |
101.0 |
1.6% |
36% |
False |
False |
99,449 |
| 20 |
6,359.5 |
5,807.0 |
552.5 |
9.0% |
118.8 |
1.9% |
57% |
False |
False |
50,714 |
| 40 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
145.3 |
2.4% |
69% |
False |
False |
25,695 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
124.3 |
2.0% |
69% |
False |
False |
17,259 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
108.3 |
1.8% |
69% |
False |
False |
13,328 |
| 100 |
6,359.5 |
5,419.0 |
940.5 |
15.4% |
101.4 |
1.7% |
75% |
False |
False |
10,696 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.4% |
95.0 |
1.6% |
75% |
False |
False |
8,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,889.5 |
|
2.618 |
6,644.7 |
|
1.618 |
6,494.7 |
|
1.000 |
6,402.0 |
|
0.618 |
6,344.7 |
|
HIGH |
6,252.0 |
|
0.618 |
6,194.7 |
|
0.500 |
6,177.0 |
|
0.382 |
6,159.3 |
|
LOW |
6,102.0 |
|
0.618 |
6,009.3 |
|
1.000 |
5,952.0 |
|
1.618 |
5,859.3 |
|
2.618 |
5,709.3 |
|
4.250 |
5,464.5 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,177.0 |
6,202.3 |
| PP |
6,159.0 |
6,175.8 |
| S1 |
6,141.0 |
6,149.4 |
|