| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,530.0 |
2,608.0 |
78.0 |
3.1% |
2,501.0 |
| High |
2,621.0 |
2,653.0 |
32.0 |
1.2% |
2,653.0 |
| Low |
2,518.0 |
2,597.0 |
79.0 |
3.1% |
2,467.0 |
| Close |
2,602.0 |
2,632.0 |
30.0 |
1.2% |
2,632.0 |
| Range |
103.0 |
56.0 |
-47.0 |
-45.6% |
186.0 |
| ATR |
92.6 |
90.0 |
-2.6 |
-2.8% |
0.0 |
| Volume |
1,864,319 |
1,741,585 |
-122,734 |
-6.6% |
9,267,184 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.3 |
2,769.7 |
2,662.8 |
|
| R3 |
2,739.3 |
2,713.7 |
2,647.4 |
|
| R2 |
2,683.3 |
2,683.3 |
2,642.3 |
|
| R1 |
2,657.7 |
2,657.7 |
2,637.1 |
2,670.5 |
| PP |
2,627.3 |
2,627.3 |
2,627.3 |
2,633.8 |
| S1 |
2,601.7 |
2,601.7 |
2,626.9 |
2,614.5 |
| S2 |
2,571.3 |
2,571.3 |
2,621.7 |
|
| S3 |
2,515.3 |
2,545.7 |
2,616.6 |
|
| S4 |
2,459.3 |
2,489.7 |
2,601.2 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,142.0 |
3,073.0 |
2,734.3 |
|
| R3 |
2,956.0 |
2,887.0 |
2,683.2 |
|
| R2 |
2,770.0 |
2,770.0 |
2,666.1 |
|
| R1 |
2,701.0 |
2,701.0 |
2,649.1 |
2,735.5 |
| PP |
2,584.0 |
2,584.0 |
2,584.0 |
2,601.3 |
| S1 |
2,515.0 |
2,515.0 |
2,615.0 |
2,549.5 |
| S2 |
2,398.0 |
2,398.0 |
2,597.9 |
|
| S3 |
2,212.0 |
2,329.0 |
2,580.9 |
|
| S4 |
2,026.0 |
2,143.0 |
2,529.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,653.0 |
2,467.0 |
186.0 |
7.1% |
74.2 |
2.8% |
89% |
True |
False |
1,853,436 |
| 10 |
2,664.0 |
2,467.0 |
197.0 |
7.5% |
77.2 |
2.9% |
84% |
False |
False |
1,539,408 |
| 20 |
2,726.0 |
2,433.0 |
293.0 |
11.1% |
88.5 |
3.4% |
68% |
False |
False |
1,900,175 |
| 40 |
2,955.0 |
2,333.0 |
622.0 |
23.6% |
93.5 |
3.6% |
48% |
False |
False |
1,980,815 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
75.2 |
2.9% |
48% |
False |
False |
1,661,001 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
66.8 |
2.5% |
48% |
False |
False |
1,275,586 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
23.7% |
67.3 |
2.6% |
48% |
False |
False |
1,020,969 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.4% |
62.1 |
2.4% |
47% |
False |
False |
851,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.0 |
|
2.618 |
2,799.6 |
|
1.618 |
2,743.6 |
|
1.000 |
2,709.0 |
|
0.618 |
2,687.6 |
|
HIGH |
2,653.0 |
|
0.618 |
2,631.6 |
|
0.500 |
2,625.0 |
|
0.382 |
2,618.4 |
|
LOW |
2,597.0 |
|
0.618 |
2,562.4 |
|
1.000 |
2,541.0 |
|
1.618 |
2,506.4 |
|
2.618 |
2,450.4 |
|
4.250 |
2,359.0 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,629.7 |
2,611.7 |
| PP |
2,627.3 |
2,591.3 |
| S1 |
2,625.0 |
2,571.0 |
|