| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
9,812.94 |
9,941.57 |
128.63 |
1.3% |
10,133.94 |
| High |
9,953.66 |
10,065.14 |
111.48 |
1.1% |
10,315.21 |
| Low |
9,757.55 |
9,867.73 |
110.18 |
1.1% |
9,889.88 |
| Close |
9,939.98 |
9,899.25 |
-40.73 |
-0.4% |
9,931.97 |
| Range |
196.11 |
197.41 |
1.30 |
0.7% |
425.33 |
| ATR |
224.55 |
222.61 |
-1.94 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,536.27 |
10,415.17 |
10,007.83 |
|
| R3 |
10,338.86 |
10,217.76 |
9,953.54 |
|
| R2 |
10,141.45 |
10,141.45 |
9,935.44 |
|
| R1 |
10,020.35 |
10,020.35 |
9,917.35 |
9,982.20 |
| PP |
9,944.04 |
9,944.04 |
9,944.04 |
9,924.96 |
| S1 |
9,822.94 |
9,822.94 |
9,881.15 |
9,784.79 |
| S2 |
9,746.63 |
9,746.63 |
9,863.06 |
|
| S3 |
9,549.22 |
9,625.53 |
9,844.96 |
|
| S4 |
9,351.81 |
9,428.12 |
9,790.67 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,321.68 |
11,052.15 |
10,165.90 |
|
| R3 |
10,896.35 |
10,626.82 |
10,048.94 |
|
| R2 |
10,471.02 |
10,471.02 |
10,009.95 |
|
| R1 |
10,201.49 |
10,201.49 |
9,970.96 |
10,123.59 |
| PP |
10,045.69 |
10,045.69 |
10,045.69 |
10,006.74 |
| S1 |
9,776.16 |
9,776.16 |
9,892.98 |
9,698.26 |
| S2 |
9,620.36 |
9,620.36 |
9,853.99 |
|
| S3 |
9,195.03 |
9,350.83 |
9,815.00 |
|
| S4 |
8,769.70 |
8,925.50 |
9,698.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,315.21 |
9,757.55 |
557.66 |
5.6% |
213.12 |
2.2% |
25% |
False |
False |
|
| 10 |
10,315.21 |
9,757.55 |
557.66 |
5.6% |
217.96 |
2.2% |
25% |
False |
False |
|
| 20 |
10,920.27 |
9,757.55 |
1,162.72 |
11.7% |
224.17 |
2.3% |
12% |
False |
False |
|
| 40 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
216.85 |
2.2% |
9% |
False |
False |
|
| 60 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
172.89 |
1.7% |
9% |
False |
False |
|
| 80 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
153.33 |
1.5% |
9% |
False |
False |
|
| 100 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
156.18 |
1.6% |
9% |
False |
False |
|
| 120 |
11,258.01 |
9,757.55 |
1,500.46 |
15.2% |
144.12 |
1.5% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,904.13 |
|
2.618 |
10,581.96 |
|
1.618 |
10,384.55 |
|
1.000 |
10,262.55 |
|
0.618 |
10,187.14 |
|
HIGH |
10,065.14 |
|
0.618 |
9,989.73 |
|
0.500 |
9,966.44 |
|
0.382 |
9,943.14 |
|
LOW |
9,867.73 |
|
0.618 |
9,745.73 |
|
1.000 |
9,670.32 |
|
1.618 |
9,548.32 |
|
2.618 |
9,350.91 |
|
4.250 |
9,028.74 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,966.44 |
9,911.35 |
| PP |
9,944.04 |
9,907.31 |
| S1 |
9,921.65 |
9,903.28 |
|