| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,729.0 |
2,714.0 |
-15.0 |
-0.5% |
2,502.0 |
| High |
2,739.0 |
2,744.0 |
5.0 |
0.2% |
2,647.0 |
| Low |
2,685.0 |
2,703.0 |
18.0 |
0.7% |
2,463.0 |
| Close |
2,714.0 |
2,720.0 |
6.0 |
0.2% |
2,626.0 |
| Range |
54.0 |
41.0 |
-13.0 |
-24.1% |
184.0 |
| ATR |
81.9 |
79.0 |
-2.9 |
-3.6% |
0.0 |
| Volume |
1,363,070 |
1,252,063 |
-111,007 |
-8.1% |
680,341 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.3 |
2,823.7 |
2,742.6 |
|
| R3 |
2,804.3 |
2,782.7 |
2,731.3 |
|
| R2 |
2,763.3 |
2,763.3 |
2,727.5 |
|
| R1 |
2,741.7 |
2,741.7 |
2,723.8 |
2,752.5 |
| PP |
2,722.3 |
2,722.3 |
2,722.3 |
2,727.8 |
| S1 |
2,700.7 |
2,700.7 |
2,716.2 |
2,711.5 |
| S2 |
2,681.3 |
2,681.3 |
2,712.5 |
|
| S3 |
2,640.3 |
2,659.7 |
2,708.7 |
|
| S4 |
2,599.3 |
2,618.7 |
2,697.5 |
|
|
| 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 |
2,744.0 |
2,593.0 |
151.0 |
5.6% |
55.4 |
2.0% |
84% |
True |
False |
842,129 |
| 10 |
2,744.0 |
2,463.0 |
281.0 |
10.3% |
72.4 |
2.7% |
91% |
True |
False |
478,756 |
| 20 |
2,744.0 |
2,432.0 |
312.0 |
11.5% |
73.8 |
2.7% |
92% |
True |
False |
242,448 |
| 40 |
2,890.0 |
2,350.0 |
540.0 |
19.9% |
87.4 |
3.2% |
69% |
False |
False |
122,071 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
71.8 |
2.6% |
62% |
False |
False |
81,715 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
61.6 |
2.3% |
62% |
False |
False |
62,955 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
55.8 |
2.0% |
62% |
False |
False |
50,457 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
22.8% |
49.8 |
1.8% |
60% |
False |
False |
42,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.3 |
|
2.618 |
2,851.3 |
|
1.618 |
2,810.3 |
|
1.000 |
2,785.0 |
|
0.618 |
2,769.3 |
|
HIGH |
2,744.0 |
|
0.618 |
2,728.3 |
|
0.500 |
2,723.5 |
|
0.382 |
2,718.7 |
|
LOW |
2,703.0 |
|
0.618 |
2,677.7 |
|
1.000 |
2,662.0 |
|
1.618 |
2,636.7 |
|
2.618 |
2,595.7 |
|
4.250 |
2,528.8 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.5 |
2,712.3 |
| PP |
2,722.3 |
2,704.7 |
| S1 |
2,721.2 |
2,697.0 |
|