| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,656.0 |
2,666.0 |
10.0 |
0.4% |
2,502.0 |
| High |
2,683.0 |
2,743.0 |
60.0 |
2.2% |
2,647.0 |
| Low |
2,648.0 |
2,650.0 |
2.0 |
0.1% |
2,463.0 |
| Close |
2,674.0 |
2,709.0 |
35.0 |
1.3% |
2,626.0 |
| Range |
35.0 |
93.0 |
58.0 |
165.7% |
184.0 |
| ATR |
83.4 |
84.0 |
0.7 |
0.8% |
0.0 |
| Volume |
433,650 |
1,047,159 |
613,509 |
141.5% |
680,341 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.7 |
2,937.3 |
2,760.2 |
|
| R3 |
2,886.7 |
2,844.3 |
2,734.6 |
|
| R2 |
2,793.7 |
2,793.7 |
2,726.1 |
|
| R1 |
2,751.3 |
2,751.3 |
2,717.5 |
2,772.5 |
| PP |
2,700.7 |
2,700.7 |
2,700.7 |
2,711.3 |
| S1 |
2,658.3 |
2,658.3 |
2,700.5 |
2,679.5 |
| S2 |
2,607.7 |
2,607.7 |
2,692.0 |
|
| S3 |
2,514.7 |
2,565.3 |
2,683.4 |
|
| S4 |
2,421.7 |
2,472.3 |
2,657.9 |
|
|
| 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 |
2,743.0 |
2,486.0 |
257.0 |
9.5% |
69.2 |
2.6% |
87% |
True |
False |
399,380 |
| 10 |
2,743.0 |
2,463.0 |
280.0 |
10.3% |
77.1 |
2.8% |
88% |
True |
False |
218,116 |
| 20 |
2,743.0 |
2,432.0 |
311.0 |
11.5% |
79.4 |
2.9% |
89% |
True |
False |
111,816 |
| 40 |
2,915.0 |
2,350.0 |
565.0 |
20.9% |
88.3 |
3.3% |
64% |
False |
False |
56,821 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
71.7 |
2.6% |
60% |
False |
False |
38,194 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
60.9 |
2.2% |
60% |
False |
False |
30,284 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
55.7 |
2.1% |
60% |
False |
False |
24,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.3 |
|
2.618 |
2,986.5 |
|
1.618 |
2,893.5 |
|
1.000 |
2,836.0 |
|
0.618 |
2,800.5 |
|
HIGH |
2,743.0 |
|
0.618 |
2,707.5 |
|
0.500 |
2,696.5 |
|
0.382 |
2,685.5 |
|
LOW |
2,650.0 |
|
0.618 |
2,592.5 |
|
1.000 |
2,557.0 |
|
1.618 |
2,499.5 |
|
2.618 |
2,406.5 |
|
4.250 |
2,254.8 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,704.8 |
2,695.3 |
| PP |
2,700.7 |
2,681.7 |
| S1 |
2,696.5 |
2,668.0 |
|