| 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 |
1,905.50 |
1,910.00 |
4.50 |
0.2% |
1,848.25 |
| High |
1,918.25 |
1,924.75 |
6.50 |
0.3% |
1,924.75 |
| Low |
1,892.75 |
1,905.00 |
12.25 |
0.6% |
1,842.50 |
| Close |
1,909.50 |
1,909.50 |
0.00 |
0.0% |
1,909.50 |
| Range |
25.50 |
19.75 |
-5.75 |
-22.5% |
82.25 |
| ATR |
48.69 |
46.63 |
-2.07 |
-4.2% |
0.00 |
| Volume |
357,551 |
345,053 |
-12,498 |
-3.5% |
1,639,489 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.25 |
1,960.75 |
1,920.25 |
|
| R3 |
1,952.50 |
1,941.00 |
1,915.00 |
|
| R2 |
1,932.75 |
1,932.75 |
1,913.00 |
|
| R1 |
1,921.25 |
1,921.25 |
1,911.25 |
1,917.00 |
| PP |
1,913.00 |
1,913.00 |
1,913.00 |
1,911.00 |
| S1 |
1,901.50 |
1,901.50 |
1,907.75 |
1,897.50 |
| S2 |
1,893.25 |
1,893.25 |
1,906.00 |
|
| S3 |
1,873.50 |
1,881.75 |
1,904.00 |
|
| S4 |
1,853.75 |
1,862.00 |
1,898.75 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.00 |
2,106.50 |
1,954.75 |
|
| R3 |
2,056.75 |
2,024.25 |
1,932.00 |
|
| R2 |
1,974.50 |
1,974.50 |
1,924.50 |
|
| R1 |
1,942.00 |
1,942.00 |
1,917.00 |
1,958.25 |
| PP |
1,892.25 |
1,892.25 |
1,892.25 |
1,900.50 |
| S1 |
1,859.75 |
1,859.75 |
1,902.00 |
1,876.00 |
| S2 |
1,810.00 |
1,810.00 |
1,894.50 |
|
| S3 |
1,727.75 |
1,777.50 |
1,887.00 |
|
| S4 |
1,645.50 |
1,695.25 |
1,864.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,924.75 |
1,842.50 |
82.25 |
4.3% |
33.25 |
1.7% |
81% |
True |
False |
327,897 |
| 10 |
1,924.75 |
1,768.50 |
156.25 |
8.2% |
41.00 |
2.1% |
90% |
True |
False |
189,983 |
| 20 |
1,924.75 |
1,753.75 |
171.00 |
9.0% |
48.50 |
2.5% |
91% |
True |
False |
95,388 |
| 40 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
54.75 |
2.9% |
55% |
False |
False |
47,816 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
43.75 |
2.3% |
55% |
False |
False |
31,921 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
35.00 |
1.8% |
55% |
False |
False |
23,947 |
| 100 |
2,056.00 |
1,730.75 |
325.25 |
17.0% |
28.25 |
1.5% |
55% |
False |
False |
19,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.75 |
|
2.618 |
1,976.50 |
|
1.618 |
1,956.75 |
|
1.000 |
1,944.50 |
|
0.618 |
1,937.00 |
|
HIGH |
1,924.75 |
|
0.618 |
1,917.25 |
|
0.500 |
1,915.00 |
|
0.382 |
1,912.50 |
|
LOW |
1,905.00 |
|
0.618 |
1,892.75 |
|
1.000 |
1,885.25 |
|
1.618 |
1,873.00 |
|
2.618 |
1,853.25 |
|
4.250 |
1,821.00 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,915.00 |
1,907.00 |
| PP |
1,913.00 |
1,904.50 |
| S1 |
1,911.25 |
1,902.00 |
|