| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,662.0 |
2,671.0 |
9.0 |
0.3% |
2,501.0 |
| High |
2,689.0 |
2,749.0 |
60.0 |
2.2% |
2,653.0 |
| Low |
2,653.0 |
2,655.0 |
2.0 |
0.1% |
2,467.0 |
| Close |
2,680.0 |
2,715.0 |
35.0 |
1.3% |
2,632.0 |
| Range |
36.0 |
94.0 |
58.0 |
161.1% |
186.0 |
| ATR |
87.6 |
88.1 |
0.5 |
0.5% |
0.0 |
| Volume |
1,623,528 |
2,423,295 |
799,767 |
49.3% |
9,267,184 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.3 |
2,945.7 |
2,766.7 |
|
| R3 |
2,894.3 |
2,851.7 |
2,740.9 |
|
| R2 |
2,800.3 |
2,800.3 |
2,732.2 |
|
| R1 |
2,757.7 |
2,757.7 |
2,723.6 |
2,779.0 |
| PP |
2,706.3 |
2,706.3 |
2,706.3 |
2,717.0 |
| S1 |
2,663.7 |
2,663.7 |
2,706.4 |
2,685.0 |
| S2 |
2,612.3 |
2,612.3 |
2,697.8 |
|
| S3 |
2,518.3 |
2,569.7 |
2,689.2 |
|
| S4 |
2,424.3 |
2,475.7 |
2,663.3 |
|
|
| 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 |
2,749.0 |
2,489.0 |
260.0 |
9.6% |
71.4 |
2.6% |
87% |
True |
False |
1,922,264 |
| 10 |
2,749.0 |
2,467.0 |
282.0 |
10.4% |
80.0 |
2.9% |
88% |
True |
False |
1,792,438 |
| 20 |
2,749.0 |
2,433.0 |
316.0 |
11.6% |
83.3 |
3.1% |
89% |
True |
False |
1,884,408 |
| 40 |
2,927.0 |
2,333.0 |
594.0 |
21.9% |
93.8 |
3.5% |
64% |
False |
False |
1,999,823 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
76.4 |
2.8% |
61% |
False |
False |
1,694,949 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
67.3 |
2.5% |
61% |
False |
False |
1,325,708 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
66.7 |
2.5% |
61% |
False |
False |
1,061,408 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.6% |
62.4 |
2.3% |
60% |
False |
False |
884,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,148.5 |
|
2.618 |
2,995.1 |
|
1.618 |
2,901.1 |
|
1.000 |
2,843.0 |
|
0.618 |
2,807.1 |
|
HIGH |
2,749.0 |
|
0.618 |
2,713.1 |
|
0.500 |
2,702.0 |
|
0.382 |
2,690.9 |
|
LOW |
2,655.0 |
|
0.618 |
2,596.9 |
|
1.000 |
2,561.0 |
|
1.618 |
2,502.9 |
|
2.618 |
2,408.9 |
|
4.250 |
2,255.5 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.7 |
2,701.0 |
| PP |
2,706.3 |
2,687.0 |
| S1 |
2,702.0 |
2,673.0 |
|