| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,775.0 |
2,749.0 |
-26.0 |
-0.9% |
2,656.0 |
| High |
2,795.0 |
2,759.0 |
-36.0 |
-1.3% |
2,744.0 |
| Low |
2,726.0 |
2,688.0 |
-38.0 |
-1.4% |
2,648.0 |
| Close |
2,762.0 |
2,742.0 |
-20.0 |
-0.7% |
2,732.0 |
| Range |
69.0 |
71.0 |
2.0 |
2.9% |
96.0 |
| ATR |
75.4 |
75.3 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,017,440 |
1,174,537 |
157,097 |
15.4% |
5,371,999 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.7 |
2,913.3 |
2,781.1 |
|
| R3 |
2,871.7 |
2,842.3 |
2,761.5 |
|
| R2 |
2,800.7 |
2,800.7 |
2,755.0 |
|
| R1 |
2,771.3 |
2,771.3 |
2,748.5 |
2,750.5 |
| PP |
2,729.7 |
2,729.7 |
2,729.7 |
2,719.3 |
| S1 |
2,700.3 |
2,700.3 |
2,735.5 |
2,679.5 |
| S2 |
2,658.7 |
2,658.7 |
2,729.0 |
|
| S3 |
2,587.7 |
2,629.3 |
2,722.5 |
|
| S4 |
2,516.7 |
2,558.3 |
2,703.0 |
|
|
| 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 |
2,685.0 |
110.0 |
4.0% |
54.2 |
2.0% |
52% |
False |
False |
1,216,633 |
| 10 |
2,795.0 |
2,486.0 |
309.0 |
11.3% |
61.7 |
2.3% |
83% |
False |
False |
808,006 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.1% |
70.2 |
2.6% |
84% |
False |
False |
414,617 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
16.2% |
86.2 |
3.1% |
88% |
False |
False |
208,646 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
72.7 |
2.7% |
65% |
False |
False |
139,475 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
62.5 |
2.3% |
65% |
False |
False |
106,290 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
56.0 |
2.0% |
65% |
False |
False |
85,121 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
22.6% |
51.3 |
1.9% |
63% |
False |
False |
70,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.8 |
|
2.618 |
2,944.9 |
|
1.618 |
2,873.9 |
|
1.000 |
2,830.0 |
|
0.618 |
2,802.9 |
|
HIGH |
2,759.0 |
|
0.618 |
2,731.9 |
|
0.500 |
2,723.5 |
|
0.382 |
2,715.1 |
|
LOW |
2,688.0 |
|
0.618 |
2,644.1 |
|
1.000 |
2,617.0 |
|
1.618 |
2,573.1 |
|
2.618 |
2,502.1 |
|
4.250 |
2,386.3 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.8 |
2,741.8 |
| PP |
2,729.7 |
2,741.7 |
| S1 |
2,723.5 |
2,741.5 |
|