| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,601.0 |
2,656.0 |
55.0 |
2.1% |
2,502.0 |
| High |
2,647.0 |
2,683.0 |
36.0 |
1.4% |
2,647.0 |
| Low |
2,593.0 |
2,648.0 |
55.0 |
2.1% |
2,463.0 |
| Close |
2,626.0 |
2,674.0 |
48.0 |
1.8% |
2,626.0 |
| Range |
54.0 |
35.0 |
-19.0 |
-35.2% |
184.0 |
| ATR |
85.4 |
83.4 |
-2.0 |
-2.4% |
0.0 |
| Volume |
114,706 |
433,650 |
318,944 |
278.1% |
680,341 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.3 |
2,758.7 |
2,693.3 |
|
| R3 |
2,738.3 |
2,723.7 |
2,683.6 |
|
| R2 |
2,703.3 |
2,703.3 |
2,680.4 |
|
| R1 |
2,688.7 |
2,688.7 |
2,677.2 |
2,696.0 |
| PP |
2,668.3 |
2,668.3 |
2,668.3 |
2,672.0 |
| S1 |
2,653.7 |
2,653.7 |
2,670.8 |
2,661.0 |
| S2 |
2,633.3 |
2,633.3 |
2,667.6 |
|
| S3 |
2,598.3 |
2,618.7 |
2,664.4 |
|
| S4 |
2,563.3 |
2,583.7 |
2,654.8 |
|
|
| 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 |
2,683.0 |
2,463.0 |
220.0 |
8.2% |
65.0 |
2.4% |
96% |
True |
False |
212,024 |
| 10 |
2,683.0 |
2,463.0 |
220.0 |
8.2% |
75.6 |
2.8% |
96% |
True |
False |
115,291 |
| 20 |
2,683.0 |
2,432.0 |
251.0 |
9.4% |
78.5 |
2.9% |
96% |
True |
False |
59,511 |
| 40 |
2,915.0 |
2,350.0 |
565.0 |
21.1% |
87.2 |
3.3% |
57% |
False |
False |
30,657 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
70.9 |
2.7% |
54% |
False |
False |
20,947 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
60.3 |
2.3% |
54% |
False |
False |
17,196 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
55.5 |
2.1% |
54% |
False |
False |
13,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.8 |
|
2.618 |
2,774.6 |
|
1.618 |
2,739.6 |
|
1.000 |
2,718.0 |
|
0.618 |
2,704.6 |
|
HIGH |
2,683.0 |
|
0.618 |
2,669.6 |
|
0.500 |
2,665.5 |
|
0.382 |
2,661.4 |
|
LOW |
2,648.0 |
|
0.618 |
2,626.4 |
|
1.000 |
2,613.0 |
|
1.618 |
2,591.4 |
|
2.618 |
2,556.4 |
|
4.250 |
2,499.3 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.2 |
2,648.7 |
| PP |
2,668.3 |
2,623.3 |
| S1 |
2,665.5 |
2,598.0 |
|