| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,608.0 |
2,662.0 |
54.0 |
2.1% |
2,501.0 |
| High |
2,653.0 |
2,689.0 |
36.0 |
1.4% |
2,653.0 |
| Low |
2,597.0 |
2,653.0 |
56.0 |
2.2% |
2,467.0 |
| Close |
2,632.0 |
2,680.0 |
48.0 |
1.8% |
2,632.0 |
| Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
186.0 |
| ATR |
90.0 |
87.6 |
-2.4 |
-2.6% |
0.0 |
| Volume |
1,741,585 |
1,623,528 |
-118,057 |
-6.8% |
9,267,184 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,782.0 |
2,767.0 |
2,699.8 |
|
| R3 |
2,746.0 |
2,731.0 |
2,689.9 |
|
| R2 |
2,710.0 |
2,710.0 |
2,686.6 |
|
| R1 |
2,695.0 |
2,695.0 |
2,683.3 |
2,702.5 |
| PP |
2,674.0 |
2,674.0 |
2,674.0 |
2,677.8 |
| S1 |
2,659.0 |
2,659.0 |
2,676.7 |
2,666.5 |
| S2 |
2,638.0 |
2,638.0 |
2,673.4 |
|
| S3 |
2,602.0 |
2,623.0 |
2,670.1 |
|
| S4 |
2,566.0 |
2,587.0 |
2,660.2 |
|
|
| 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 |
2,689.0 |
2,467.0 |
222.0 |
8.3% |
67.8 |
2.5% |
96% |
True |
False |
1,838,847 |
| 10 |
2,689.0 |
2,467.0 |
222.0 |
8.3% |
73.3 |
2.7% |
96% |
True |
False |
1,550,108 |
| 20 |
2,689.0 |
2,433.0 |
256.0 |
9.6% |
83.3 |
3.1% |
96% |
True |
False |
1,861,466 |
| 40 |
2,927.0 |
2,333.0 |
594.0 |
22.2% |
92.2 |
3.4% |
58% |
False |
False |
1,971,694 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
23.2% |
75.4 |
2.8% |
56% |
False |
False |
1,669,472 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
23.2% |
66.7 |
2.5% |
56% |
False |
False |
1,295,726 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
23.2% |
66.8 |
2.5% |
56% |
False |
False |
1,037,201 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
24.0% |
62.1 |
2.3% |
54% |
False |
False |
864,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.0 |
|
2.618 |
2,783.2 |
|
1.618 |
2,747.2 |
|
1.000 |
2,725.0 |
|
0.618 |
2,711.2 |
|
HIGH |
2,689.0 |
|
0.618 |
2,675.2 |
|
0.500 |
2,671.0 |
|
0.382 |
2,666.8 |
|
LOW |
2,653.0 |
|
0.618 |
2,630.8 |
|
1.000 |
2,617.0 |
|
1.618 |
2,594.8 |
|
2.618 |
2,558.8 |
|
4.250 |
2,500.0 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.0 |
2,654.5 |
| PP |
2,674.0 |
2,629.0 |
| S1 |
2,671.0 |
2,603.5 |
|