| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,525.0 |
2,601.0 |
76.0 |
3.0% |
2,502.0 |
| High |
2,613.0 |
2,647.0 |
34.0 |
1.3% |
2,647.0 |
| Low |
2,513.0 |
2,593.0 |
80.0 |
3.2% |
2,463.0 |
| Close |
2,596.0 |
2,626.0 |
30.0 |
1.2% |
2,626.0 |
| Range |
100.0 |
54.0 |
-46.0 |
-46.0% |
184.0 |
| ATR |
87.8 |
85.4 |
-2.4 |
-2.7% |
0.0 |
| Volume |
131,362 |
114,706 |
-16,656 |
-12.7% |
680,341 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.0 |
2,759.0 |
2,655.7 |
|
| R3 |
2,730.0 |
2,705.0 |
2,640.9 |
|
| R2 |
2,676.0 |
2,676.0 |
2,635.9 |
|
| R1 |
2,651.0 |
2,651.0 |
2,631.0 |
2,663.5 |
| PP |
2,622.0 |
2,622.0 |
2,622.0 |
2,628.3 |
| S1 |
2,597.0 |
2,597.0 |
2,621.1 |
2,609.5 |
| S2 |
2,568.0 |
2,568.0 |
2,616.1 |
|
| S3 |
2,514.0 |
2,543.0 |
2,611.2 |
|
| S4 |
2,460.0 |
2,489.0 |
2,596.3 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.7 |
3,062.3 |
2,727.2 |
|
| R3 |
2,946.7 |
2,878.3 |
2,676.6 |
|
| R2 |
2,762.7 |
2,762.7 |
2,659.7 |
|
| R1 |
2,694.3 |
2,694.3 |
2,642.9 |
2,728.5 |
| PP |
2,578.7 |
2,578.7 |
2,578.7 |
2,595.8 |
| S1 |
2,510.3 |
2,510.3 |
2,609.1 |
2,544.5 |
| S2 |
2,394.7 |
2,394.7 |
2,592.3 |
|
| S3 |
2,210.7 |
2,326.3 |
2,575.4 |
|
| S4 |
2,026.7 |
2,142.3 |
2,524.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,647.0 |
2,463.0 |
184.0 |
7.0% |
70.8 |
2.7% |
89% |
True |
False |
136,068 |
| 10 |
2,658.0 |
2,463.0 |
195.0 |
7.4% |
74.4 |
2.8% |
84% |
False |
False |
72,011 |
| 20 |
2,683.0 |
2,432.0 |
251.0 |
9.6% |
81.3 |
3.1% |
77% |
False |
False |
37,850 |
| 40 |
2,915.0 |
2,350.0 |
565.0 |
21.5% |
87.0 |
3.3% |
49% |
False |
False |
19,842 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
70.8 |
2.7% |
46% |
False |
False |
14,466 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
60.4 |
2.3% |
46% |
False |
False |
11,787 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
56.1 |
2.1% |
46% |
False |
False |
9,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.5 |
|
2.618 |
2,788.4 |
|
1.618 |
2,734.4 |
|
1.000 |
2,701.0 |
|
0.618 |
2,680.4 |
|
HIGH |
2,647.0 |
|
0.618 |
2,626.4 |
|
0.500 |
2,620.0 |
|
0.382 |
2,613.6 |
|
LOW |
2,593.0 |
|
0.618 |
2,559.6 |
|
1.000 |
2,539.0 |
|
1.618 |
2,505.6 |
|
2.618 |
2,451.6 |
|
4.250 |
2,363.5 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.0 |
2,606.2 |
| PP |
2,622.0 |
2,586.3 |
| S1 |
2,620.0 |
2,566.5 |
|