| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,233.3 |
1,240.6 |
7.3 |
0.6% |
1,229.3 |
| High |
1,244.0 |
1,247.4 |
3.4 |
0.3% |
1,263.7 |
| Low |
1,233.0 |
1,225.2 |
-7.8 |
-0.6% |
1,217.5 |
| Close |
1,240.8 |
1,234.8 |
-6.0 |
-0.5% |
1,258.3 |
| Range |
11.0 |
22.2 |
11.2 |
101.8% |
46.2 |
| ATR |
20.5 |
20.6 |
0.1 |
0.6% |
0.0 |
| Volume |
154,610 |
122,705 |
-31,905 |
-20.6% |
505,552 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.4 |
1,290.8 |
1,247.0 |
|
| R3 |
1,280.2 |
1,268.6 |
1,240.9 |
|
| R2 |
1,258.0 |
1,258.0 |
1,238.9 |
|
| R1 |
1,246.4 |
1,246.4 |
1,236.8 |
1,241.1 |
| PP |
1,235.8 |
1,235.8 |
1,235.8 |
1,233.2 |
| S1 |
1,224.2 |
1,224.2 |
1,232.8 |
1,218.9 |
| S2 |
1,213.6 |
1,213.6 |
1,230.7 |
|
| S3 |
1,191.4 |
1,202.0 |
1,228.7 |
|
| S4 |
1,169.2 |
1,179.8 |
1,222.6 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.1 |
1,367.9 |
1,283.7 |
|
| R3 |
1,338.9 |
1,321.7 |
1,271.0 |
|
| R2 |
1,292.7 |
1,292.7 |
1,266.8 |
|
| R1 |
1,275.5 |
1,275.5 |
1,262.5 |
1,284.1 |
| PP |
1,246.5 |
1,246.5 |
1,246.5 |
1,250.8 |
| S1 |
1,229.3 |
1,229.3 |
1,254.1 |
1,237.9 |
| S2 |
1,200.3 |
1,200.3 |
1,249.8 |
|
| S3 |
1,154.1 |
1,183.1 |
1,245.6 |
|
| S4 |
1,107.9 |
1,136.9 |
1,232.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,266.5 |
1,225.2 |
41.3 |
3.3% |
22.1 |
1.8% |
23% |
False |
True |
123,298 |
| 10 |
1,266.5 |
1,216.2 |
50.3 |
4.1% |
19.2 |
1.6% |
37% |
False |
False |
114,247 |
| 20 |
1,266.5 |
1,198.1 |
68.4 |
5.5% |
19.4 |
1.6% |
54% |
False |
False |
118,991 |
| 40 |
1,266.5 |
1,157.6 |
108.9 |
8.8% |
21.1 |
1.7% |
71% |
False |
False |
70,059 |
| 60 |
1,266.5 |
1,104.3 |
162.2 |
13.1% |
19.0 |
1.5% |
80% |
False |
False |
47,436 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
14.5% |
18.1 |
1.5% |
82% |
False |
False |
36,082 |
| 100 |
1,266.5 |
1,050.0 |
216.5 |
17.5% |
18.3 |
1.5% |
85% |
False |
False |
29,135 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
17.5% |
17.8 |
1.4% |
85% |
False |
False |
24,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.8 |
|
2.618 |
1,305.5 |
|
1.618 |
1,283.3 |
|
1.000 |
1,269.6 |
|
0.618 |
1,261.1 |
|
HIGH |
1,247.4 |
|
0.618 |
1,238.9 |
|
0.500 |
1,236.3 |
|
0.382 |
1,233.7 |
|
LOW |
1,225.2 |
|
0.618 |
1,211.5 |
|
1.000 |
1,203.0 |
|
1.618 |
1,189.3 |
|
2.618 |
1,167.1 |
|
4.250 |
1,130.9 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.3 |
1,245.9 |
| PP |
1,235.8 |
1,242.2 |
| S1 |
1,235.3 |
1,238.5 |
|