| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,714.0 |
2,731.0 |
17.0 |
0.6% |
2,656.0 |
| High |
2,744.0 |
2,744.0 |
0.0 |
0.0% |
2,744.0 |
| Low |
2,703.0 |
2,708.0 |
5.0 |
0.2% |
2,648.0 |
| Close |
2,720.0 |
2,732.0 |
12.0 |
0.4% |
2,732.0 |
| Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
96.0 |
| ATR |
79.0 |
75.9 |
-3.1 |
-3.9% |
0.0 |
| Volume |
1,252,063 |
1,276,057 |
23,994 |
1.9% |
5,371,999 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.0 |
2,820.0 |
2,751.8 |
|
| R3 |
2,800.0 |
2,784.0 |
2,741.9 |
|
| R2 |
2,764.0 |
2,764.0 |
2,738.6 |
|
| R1 |
2,748.0 |
2,748.0 |
2,735.3 |
2,756.0 |
| PP |
2,728.0 |
2,728.0 |
2,728.0 |
2,732.0 |
| S1 |
2,712.0 |
2,712.0 |
2,728.7 |
2,720.0 |
| S2 |
2,692.0 |
2,692.0 |
2,725.4 |
|
| S3 |
2,656.0 |
2,676.0 |
2,722.1 |
|
| S4 |
2,620.0 |
2,640.0 |
2,712.2 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.0 |
2,960.0 |
2,784.8 |
|
| R3 |
2,900.0 |
2,864.0 |
2,758.4 |
|
| R2 |
2,804.0 |
2,804.0 |
2,749.6 |
|
| R1 |
2,768.0 |
2,768.0 |
2,740.8 |
2,786.0 |
| PP |
2,708.0 |
2,708.0 |
2,708.0 |
2,717.0 |
| S1 |
2,672.0 |
2,672.0 |
2,723.2 |
2,690.0 |
| S2 |
2,612.0 |
2,612.0 |
2,714.4 |
|
| S3 |
2,516.0 |
2,576.0 |
2,705.6 |
|
| S4 |
2,420.0 |
2,480.0 |
2,679.2 |
|
|
| 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 |
2,648.0 |
96.0 |
3.5% |
51.8 |
1.9% |
88% |
True |
False |
1,074,399 |
| 10 |
2,744.0 |
2,463.0 |
281.0 |
10.3% |
61.3 |
2.2% |
96% |
True |
False |
605,234 |
| 20 |
2,744.0 |
2,432.0 |
312.0 |
11.4% |
70.8 |
2.6% |
96% |
True |
False |
306,125 |
| 40 |
2,890.0 |
2,350.0 |
540.0 |
19.8% |
86.9 |
3.2% |
71% |
False |
False |
153,882 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
71.6 |
2.6% |
64% |
False |
False |
102,975 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
61.9 |
2.3% |
64% |
False |
False |
78,905 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
55.8 |
2.0% |
64% |
False |
False |
63,206 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
22.7% |
50.1 |
1.8% |
62% |
False |
False |
52,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.0 |
|
2.618 |
2,838.2 |
|
1.618 |
2,802.2 |
|
1.000 |
2,780.0 |
|
0.618 |
2,766.2 |
|
HIGH |
2,744.0 |
|
0.618 |
2,730.2 |
|
0.500 |
2,726.0 |
|
0.382 |
2,721.8 |
|
LOW |
2,708.0 |
|
0.618 |
2,685.8 |
|
1.000 |
2,672.0 |
|
1.618 |
2,649.8 |
|
2.618 |
2,613.8 |
|
4.250 |
2,555.0 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.0 |
2,726.2 |
| PP |
2,728.0 |
2,720.3 |
| S1 |
2,726.0 |
2,714.5 |
|