| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,671.0 |
2,732.0 |
61.0 |
2.3% |
2,501.0 |
| High |
2,749.0 |
2,745.0 |
-4.0 |
-0.1% |
2,653.0 |
| Low |
2,655.0 |
2,690.0 |
35.0 |
1.3% |
2,467.0 |
| Close |
2,715.0 |
2,719.0 |
4.0 |
0.1% |
2,632.0 |
| Range |
94.0 |
55.0 |
-39.0 |
-41.5% |
186.0 |
| ATR |
88.1 |
85.7 |
-2.4 |
-2.7% |
0.0 |
| Volume |
2,423,295 |
2,379,420 |
-43,875 |
-1.8% |
9,267,184 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.0 |
2,856.0 |
2,749.3 |
|
| R3 |
2,828.0 |
2,801.0 |
2,734.1 |
|
| R2 |
2,773.0 |
2,773.0 |
2,729.1 |
|
| R1 |
2,746.0 |
2,746.0 |
2,724.0 |
2,732.0 |
| PP |
2,718.0 |
2,718.0 |
2,718.0 |
2,711.0 |
| S1 |
2,691.0 |
2,691.0 |
2,714.0 |
2,677.0 |
| S2 |
2,663.0 |
2,663.0 |
2,708.9 |
|
| S3 |
2,608.0 |
2,636.0 |
2,703.9 |
|
| S4 |
2,553.0 |
2,581.0 |
2,688.8 |
|
|
| 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 |
2,518.0 |
231.0 |
8.5% |
68.8 |
2.5% |
87% |
False |
False |
2,006,429 |
| 10 |
2,749.0 |
2,467.0 |
282.0 |
10.4% |
76.2 |
2.8% |
89% |
False |
False |
1,890,296 |
| 20 |
2,749.0 |
2,433.0 |
316.0 |
11.6% |
81.9 |
3.0% |
91% |
False |
False |
1,901,366 |
| 40 |
2,927.0 |
2,333.0 |
594.0 |
21.8% |
93.8 |
3.5% |
65% |
False |
False |
2,028,973 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
76.5 |
2.8% |
62% |
False |
False |
1,712,535 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
67.5 |
2.5% |
62% |
False |
False |
1,355,438 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
66.3 |
2.4% |
62% |
False |
False |
1,085,138 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.6% |
62.4 |
2.3% |
60% |
False |
False |
904,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.8 |
|
2.618 |
2,889.0 |
|
1.618 |
2,834.0 |
|
1.000 |
2,800.0 |
|
0.618 |
2,779.0 |
|
HIGH |
2,745.0 |
|
0.618 |
2,724.0 |
|
0.500 |
2,717.5 |
|
0.382 |
2,711.0 |
|
LOW |
2,690.0 |
|
0.618 |
2,656.0 |
|
1.000 |
2,635.0 |
|
1.618 |
2,601.0 |
|
2.618 |
2,546.0 |
|
4.250 |
2,456.3 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.5 |
2,713.0 |
| PP |
2,718.0 |
2,707.0 |
| S1 |
2,717.5 |
2,701.0 |
|