| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,721.0 |
2,736.0 |
15.0 |
0.6% |
2,662.0 |
| High |
2,749.0 |
2,749.0 |
0.0 |
0.0% |
2,749.0 |
| Low |
2,708.0 |
2,728.0 |
20.0 |
0.7% |
2,653.0 |
| Close |
2,726.0 |
2,733.6 |
7.6 |
0.3% |
2,733.6 |
| Range |
41.0 |
21.0 |
-20.0 |
-48.8% |
96.0 |
| ATR |
82.5 |
78.3 |
-4.3 |
-5.2% |
0.0 |
| Volume |
1,882,694 |
223,022 |
-1,659,672 |
-88.2% |
8,531,959 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.9 |
2,787.7 |
2,745.2 |
|
| R3 |
2,778.9 |
2,766.7 |
2,739.4 |
|
| R2 |
2,757.9 |
2,757.9 |
2,737.5 |
|
| R1 |
2,745.7 |
2,745.7 |
2,735.5 |
2,741.3 |
| PP |
2,736.9 |
2,736.9 |
2,736.9 |
2,734.7 |
| S1 |
2,724.7 |
2,724.7 |
2,731.7 |
2,720.3 |
| S2 |
2,715.9 |
2,715.9 |
2,729.8 |
|
| S3 |
2,694.9 |
2,703.7 |
2,727.8 |
|
| S4 |
2,673.9 |
2,682.7 |
2,722.1 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,999.9 |
2,962.7 |
2,786.4 |
|
| R3 |
2,903.9 |
2,866.7 |
2,760.0 |
|
| R2 |
2,807.9 |
2,807.9 |
2,751.2 |
|
| R1 |
2,770.7 |
2,770.7 |
2,742.4 |
2,789.3 |
| PP |
2,711.9 |
2,711.9 |
2,711.9 |
2,721.2 |
| S1 |
2,674.7 |
2,674.7 |
2,724.8 |
2,693.3 |
| S2 |
2,615.9 |
2,615.9 |
2,716.0 |
|
| S3 |
2,519.9 |
2,578.7 |
2,707.2 |
|
| S4 |
2,423.9 |
2,482.7 |
2,680.8 |
|
|
| 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 |
2,653.0 |
96.0 |
3.5% |
49.4 |
1.8% |
84% |
True |
False |
1,706,391 |
| 10 |
2,749.0 |
2,467.0 |
282.0 |
10.3% |
61.8 |
2.3% |
95% |
True |
False |
1,779,914 |
| 20 |
2,749.0 |
2,433.0 |
316.0 |
11.6% |
74.3 |
2.7% |
95% |
True |
False |
1,729,760 |
| 40 |
2,895.0 |
2,333.0 |
562.0 |
20.6% |
91.8 |
3.4% |
71% |
False |
False |
2,006,512 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.8% |
76.0 |
2.8% |
64% |
False |
False |
1,710,393 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.8% |
66.9 |
2.4% |
64% |
False |
False |
1,381,666 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
22.8% |
65.7 |
2.4% |
64% |
False |
False |
1,106,192 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.5% |
62.5 |
2.3% |
62% |
False |
False |
922,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.3 |
|
2.618 |
2,804.0 |
|
1.618 |
2,783.0 |
|
1.000 |
2,770.0 |
|
0.618 |
2,762.0 |
|
HIGH |
2,749.0 |
|
0.618 |
2,741.0 |
|
0.500 |
2,738.5 |
|
0.382 |
2,736.0 |
|
LOW |
2,728.0 |
|
0.618 |
2,715.0 |
|
1.000 |
2,707.0 |
|
1.618 |
2,694.0 |
|
2.618 |
2,673.0 |
|
4.250 |
2,638.8 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.5 |
2,728.9 |
| PP |
2,736.9 |
2,724.2 |
| S1 |
2,735.2 |
2,719.5 |
|