| 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 |
1,266.0 |
1,239.0 |
-27.0 |
-2.1% |
1,236.7 |
| High |
1,270.6 |
1,246.7 |
-23.9 |
-1.9% |
1,267.7 |
| Low |
1,235.7 |
1,237.0 |
1.3 |
0.1% |
1,222.0 |
| Close |
1,244.6 |
1,244.7 |
0.1 |
0.0% |
1,262.4 |
| Range |
34.9 |
9.7 |
-25.2 |
-72.2% |
45.7 |
| ATR |
20.6 |
19.8 |
-0.8 |
-3.8% |
0.0 |
| Volume |
3,969 |
10,770 |
6,801 |
171.4% |
40,978 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.9 |
1,268.0 |
1,250.0 |
|
| R3 |
1,262.2 |
1,258.3 |
1,247.4 |
|
| R2 |
1,252.5 |
1,252.5 |
1,246.5 |
|
| R1 |
1,248.6 |
1,248.6 |
1,245.6 |
1,250.6 |
| PP |
1,242.8 |
1,242.8 |
1,242.8 |
1,243.8 |
| S1 |
1,238.9 |
1,238.9 |
1,243.8 |
1,240.9 |
| S2 |
1,233.1 |
1,233.1 |
1,242.9 |
|
| S3 |
1,223.4 |
1,229.2 |
1,242.0 |
|
| S4 |
1,213.7 |
1,219.5 |
1,239.4 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,387.8 |
1,370.8 |
1,287.5 |
|
| R3 |
1,342.1 |
1,325.1 |
1,275.0 |
|
| R2 |
1,296.4 |
1,296.4 |
1,270.8 |
|
| R1 |
1,279.4 |
1,279.4 |
1,266.6 |
1,287.9 |
| PP |
1,250.7 |
1,250.7 |
1,250.7 |
1,255.0 |
| S1 |
1,233.7 |
1,233.7 |
1,258.2 |
1,242.2 |
| S2 |
1,205.0 |
1,205.0 |
1,254.0 |
|
| S3 |
1,159.3 |
1,188.0 |
1,249.8 |
|
| S4 |
1,113.6 |
1,142.3 |
1,237.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,270.6 |
1,232.8 |
37.8 |
3.0% |
19.1 |
1.5% |
31% |
False |
False |
9,162 |
| 10 |
1,270.6 |
1,220.5 |
50.1 |
4.0% |
18.0 |
1.4% |
48% |
False |
False |
6,998 |
| 20 |
1,270.6 |
1,192.0 |
78.6 |
6.3% |
18.5 |
1.5% |
67% |
False |
False |
6,090 |
| 40 |
1,270.6 |
1,150.7 |
119.9 |
9.6% |
20.5 |
1.6% |
78% |
False |
False |
5,219 |
| 60 |
1,270.6 |
1,106.6 |
164.0 |
13.2% |
18.3 |
1.5% |
84% |
False |
False |
4,035 |
| 80 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.5 |
1.4% |
86% |
False |
False |
3,361 |
| 100 |
1,270.6 |
1,048.2 |
222.4 |
17.9% |
18.2 |
1.5% |
88% |
False |
False |
3,131 |
| 120 |
1,270.6 |
1,048.2 |
222.4 |
17.9% |
18.2 |
1.5% |
88% |
False |
False |
2,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.9 |
|
2.618 |
1,272.1 |
|
1.618 |
1,262.4 |
|
1.000 |
1,256.4 |
|
0.618 |
1,252.7 |
|
HIGH |
1,246.7 |
|
0.618 |
1,243.0 |
|
0.500 |
1,241.9 |
|
0.382 |
1,240.7 |
|
LOW |
1,237.0 |
|
0.618 |
1,231.0 |
|
1.000 |
1,227.3 |
|
1.618 |
1,221.3 |
|
2.618 |
1,211.6 |
|
4.250 |
1,195.8 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.8 |
1,253.2 |
| PP |
1,242.8 |
1,250.3 |
| S1 |
1,241.9 |
1,247.5 |
|