| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,710.0 |
2,713.0 |
3.0 |
0.1% |
2,656.0 |
| High |
2,738.0 |
2,724.0 |
-14.0 |
-0.5% |
2,744.0 |
| Low |
2,686.0 |
2,631.0 |
-55.0 |
-2.0% |
2,648.0 |
| Close |
2,705.0 |
2,640.0 |
-65.0 |
-2.4% |
2,732.0 |
| Range |
52.0 |
93.0 |
41.0 |
78.8% |
96.0 |
| ATR |
73.9 |
75.3 |
1.4 |
1.8% |
0.0 |
| Volume |
1,265,017 |
1,571,370 |
306,353 |
24.2% |
5,371,999 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.0 |
2,885.0 |
2,691.2 |
|
| R3 |
2,851.0 |
2,792.0 |
2,665.6 |
|
| R2 |
2,758.0 |
2,758.0 |
2,657.1 |
|
| R1 |
2,699.0 |
2,699.0 |
2,648.5 |
2,682.0 |
| PP |
2,665.0 |
2,665.0 |
2,665.0 |
2,656.5 |
| S1 |
2,606.0 |
2,606.0 |
2,631.5 |
2,589.0 |
| S2 |
2,572.0 |
2,572.0 |
2,623.0 |
|
| S3 |
2,479.0 |
2,513.0 |
2,614.4 |
|
| S4 |
2,386.0 |
2,420.0 |
2,588.9 |
|
|
| 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 |
2,631.0 |
164.0 |
6.2% |
64.2 |
2.4% |
5% |
False |
True |
1,260,884 |
| 10 |
2,795.0 |
2,593.0 |
202.0 |
7.7% |
59.8 |
2.3% |
23% |
False |
False |
1,051,506 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.6% |
68.1 |
2.6% |
53% |
False |
False |
556,169 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
16.9% |
86.3 |
3.3% |
65% |
False |
False |
279,331 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
74.0 |
2.8% |
48% |
False |
False |
186,725 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
63.8 |
2.4% |
48% |
False |
False |
141,743 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
57.0 |
2.2% |
48% |
False |
False |
113,484 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
23.5% |
52.5 |
2.0% |
47% |
False |
False |
94,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,119.3 |
|
2.618 |
2,967.5 |
|
1.618 |
2,874.5 |
|
1.000 |
2,817.0 |
|
0.618 |
2,781.5 |
|
HIGH |
2,724.0 |
|
0.618 |
2,688.5 |
|
0.500 |
2,677.5 |
|
0.382 |
2,666.5 |
|
LOW |
2,631.0 |
|
0.618 |
2,573.5 |
|
1.000 |
2,538.0 |
|
1.618 |
2,480.5 |
|
2.618 |
2,387.5 |
|
4.250 |
2,235.8 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.5 |
2,695.0 |
| PP |
2,665.0 |
2,676.7 |
| S1 |
2,652.5 |
2,658.3 |
|