| 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 |
1,923.00 |
1,899.00 |
-24.00 |
-1.2% |
1,848.25 |
| High |
1,941.00 |
1,916.75 |
-24.25 |
-1.2% |
1,924.75 |
| Low |
1,883.75 |
1,876.50 |
-7.25 |
-0.4% |
1,842.50 |
| Close |
1,899.50 |
1,878.25 |
-21.25 |
-1.1% |
1,909.50 |
| Range |
57.25 |
40.25 |
-17.00 |
-29.7% |
82.25 |
| ATR |
47.39 |
46.88 |
-0.51 |
-1.1% |
0.00 |
| Volume |
246,943 |
328,037 |
81,094 |
32.8% |
1,639,489 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.25 |
1,985.00 |
1,900.50 |
|
| R3 |
1,971.00 |
1,944.75 |
1,889.25 |
|
| R2 |
1,930.75 |
1,930.75 |
1,885.75 |
|
| R1 |
1,904.50 |
1,904.50 |
1,882.00 |
1,897.50 |
| PP |
1,890.50 |
1,890.50 |
1,890.50 |
1,887.00 |
| S1 |
1,864.25 |
1,864.25 |
1,874.50 |
1,857.25 |
| S2 |
1,850.25 |
1,850.25 |
1,870.75 |
|
| S3 |
1,810.00 |
1,824.00 |
1,867.25 |
|
| S4 |
1,769.75 |
1,783.75 |
1,856.00 |
|
|
| 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 |
1,941.00 |
1,876.50 |
64.50 |
3.4% |
35.25 |
1.9% |
3% |
False |
True |
325,318 |
| 10 |
1,941.00 |
1,772.25 |
168.75 |
9.0% |
41.00 |
2.2% |
63% |
False |
False |
246,774 |
| 20 |
1,941.00 |
1,753.75 |
187.25 |
10.0% |
48.00 |
2.6% |
66% |
False |
False |
124,105 |
| 40 |
2,047.75 |
1,730.75 |
317.00 |
16.9% |
56.25 |
3.0% |
47% |
False |
False |
62,174 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
17.3% |
44.75 |
2.4% |
45% |
False |
False |
41,502 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
17.3% |
36.00 |
1.9% |
45% |
False |
False |
31,134 |
| 100 |
2,056.00 |
1,730.75 |
325.25 |
17.3% |
29.25 |
1.6% |
45% |
False |
False |
24,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.75 |
|
2.618 |
2,022.00 |
|
1.618 |
1,981.75 |
|
1.000 |
1,957.00 |
|
0.618 |
1,941.50 |
|
HIGH |
1,916.75 |
|
0.618 |
1,901.25 |
|
0.500 |
1,896.50 |
|
0.382 |
1,892.00 |
|
LOW |
1,876.50 |
|
0.618 |
1,851.75 |
|
1.000 |
1,836.25 |
|
1.618 |
1,811.50 |
|
2.618 |
1,771.25 |
|
4.250 |
1,705.50 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.50 |
1,908.75 |
| PP |
1,890.50 |
1,898.50 |
| S1 |
1,884.50 |
1,888.50 |
|