| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
6,190.0 |
6,249.5 |
59.5 |
1.0% |
6,121.0 |
| High |
6,255.0 |
6,270.0 |
15.0 |
0.2% |
6,270.0 |
| Low |
6,179.5 |
6,207.5 |
28.0 |
0.5% |
6,085.0 |
| Close |
6,231.5 |
6,229.5 |
-2.0 |
0.0% |
6,229.5 |
| Range |
75.5 |
62.5 |
-13.0 |
-17.2% |
185.0 |
| ATR |
129.6 |
124.8 |
-4.8 |
-3.7% |
0.0 |
| Volume |
16,737 |
4,238 |
-12,499 |
-74.7% |
39,145 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,423.2 |
6,388.8 |
6,263.9 |
|
| R3 |
6,360.7 |
6,326.3 |
6,246.7 |
|
| R2 |
6,298.2 |
6,298.2 |
6,241.0 |
|
| R1 |
6,263.8 |
6,263.8 |
6,235.2 |
6,249.8 |
| PP |
6,235.7 |
6,235.7 |
6,235.7 |
6,228.6 |
| S1 |
6,201.3 |
6,201.3 |
6,223.8 |
6,187.3 |
| S2 |
6,173.2 |
6,173.2 |
6,218.0 |
|
| S3 |
6,110.7 |
6,138.8 |
6,212.3 |
|
| S4 |
6,048.2 |
6,076.3 |
6,195.1 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,749.8 |
6,674.7 |
6,331.3 |
|
| R3 |
6,564.8 |
6,489.7 |
6,280.4 |
|
| R2 |
6,379.8 |
6,379.8 |
6,263.4 |
|
| R1 |
6,304.7 |
6,304.7 |
6,246.5 |
6,342.3 |
| PP |
6,194.8 |
6,194.8 |
6,194.8 |
6,213.6 |
| S1 |
6,119.7 |
6,119.7 |
6,212.5 |
6,157.3 |
| S2 |
6,009.8 |
6,009.8 |
6,195.6 |
|
| S3 |
5,824.8 |
5,934.7 |
6,178.6 |
|
| S4 |
5,639.8 |
5,749.7 |
6,127.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,270.0 |
6,085.0 |
185.0 |
3.0% |
84.1 |
1.4% |
78% |
True |
False |
7,829 |
| 10 |
6,270.0 |
5,814.5 |
455.5 |
7.3% |
103.5 |
1.7% |
91% |
True |
False |
4,947 |
| 20 |
6,270.0 |
5,625.0 |
645.0 |
10.4% |
114.1 |
1.8% |
94% |
True |
False |
2,770 |
| 40 |
6,356.0 |
5,602.5 |
753.5 |
12.1% |
131.5 |
2.1% |
83% |
False |
False |
1,565 |
| 60 |
6,356.0 |
5,602.5 |
753.5 |
12.1% |
104.4 |
1.7% |
83% |
False |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,535.6 |
|
2.618 |
6,433.6 |
|
1.618 |
6,371.1 |
|
1.000 |
6,332.5 |
|
0.618 |
6,308.6 |
|
HIGH |
6,270.0 |
|
0.618 |
6,246.1 |
|
0.500 |
6,238.8 |
|
0.382 |
6,231.4 |
|
LOW |
6,207.5 |
|
0.618 |
6,168.9 |
|
1.000 |
6,145.0 |
|
1.618 |
6,106.4 |
|
2.618 |
6,043.9 |
|
4.250 |
5,941.9 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,238.8 |
6,223.9 |
| PP |
6,235.7 |
6,218.3 |
| S1 |
6,232.6 |
6,212.8 |
|