| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,731.0 |
2,775.0 |
44.0 |
1.6% |
2,656.0 |
| High |
2,744.0 |
2,795.0 |
51.0 |
1.9% |
2,744.0 |
| Low |
2,708.0 |
2,726.0 |
18.0 |
0.7% |
2,648.0 |
| Close |
2,732.0 |
2,762.0 |
30.0 |
1.1% |
2,732.0 |
| Range |
36.0 |
69.0 |
33.0 |
91.7% |
96.0 |
| ATR |
75.9 |
75.4 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,276,057 |
1,017,440 |
-258,617 |
-20.3% |
5,371,999 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.0 |
2,934.0 |
2,800.0 |
|
| R3 |
2,899.0 |
2,865.0 |
2,781.0 |
|
| R2 |
2,830.0 |
2,830.0 |
2,774.7 |
|
| R1 |
2,796.0 |
2,796.0 |
2,768.3 |
2,778.5 |
| PP |
2,761.0 |
2,761.0 |
2,761.0 |
2,752.3 |
| S1 |
2,727.0 |
2,727.0 |
2,755.7 |
2,709.5 |
| S2 |
2,692.0 |
2,692.0 |
2,749.4 |
|
| S3 |
2,623.0 |
2,658.0 |
2,743.0 |
|
| S4 |
2,554.0 |
2,589.0 |
2,724.1 |
|
|
| 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 |
2,795.0 |
2,650.0 |
145.0 |
5.2% |
58.6 |
2.1% |
77% |
True |
False |
1,191,157 |
| 10 |
2,795.0 |
2,463.0 |
332.0 |
12.0% |
61.8 |
2.2% |
90% |
True |
False |
701,591 |
| 20 |
2,795.0 |
2,432.0 |
363.0 |
13.1% |
70.7 |
2.6% |
91% |
True |
False |
356,537 |
| 40 |
2,864.0 |
2,350.0 |
514.0 |
18.6% |
87.9 |
3.2% |
80% |
False |
False |
179,314 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
71.9 |
2.6% |
69% |
False |
False |
119,912 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
62.0 |
2.2% |
69% |
False |
False |
91,609 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
55.8 |
2.0% |
69% |
False |
False |
73,377 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
22.4% |
50.7 |
1.8% |
66% |
False |
False |
61,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.3 |
|
2.618 |
2,975.6 |
|
1.618 |
2,906.6 |
|
1.000 |
2,864.0 |
|
0.618 |
2,837.6 |
|
HIGH |
2,795.0 |
|
0.618 |
2,768.6 |
|
0.500 |
2,760.5 |
|
0.382 |
2,752.4 |
|
LOW |
2,726.0 |
|
0.618 |
2,683.4 |
|
1.000 |
2,657.0 |
|
1.618 |
2,614.4 |
|
2.618 |
2,545.4 |
|
4.250 |
2,432.8 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.5 |
2,757.7 |
| PP |
2,761.0 |
2,753.3 |
| S1 |
2,760.5 |
2,749.0 |
|