| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,643.0 |
2,717.0 |
74.0 |
2.8% |
2,476.0 |
| High |
2,729.0 |
2,725.0 |
-4.0 |
-0.1% |
2,632.0 |
| Low |
2,643.0 |
2,673.0 |
30.0 |
1.1% |
2,450.0 |
| Close |
2,696.0 |
2,700.0 |
4.0 |
0.1% |
2,613.0 |
| Range |
86.0 |
52.0 |
-34.0 |
-39.5% |
182.0 |
| ATR |
76.8 |
75.0 |
-1.8 |
-2.3% |
0.0 |
| Volume |
16,930 |
32,044 |
15,114 |
89.3% |
30,771 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.3 |
2,829.7 |
2,728.6 |
|
| R3 |
2,803.3 |
2,777.7 |
2,714.3 |
|
| R2 |
2,751.3 |
2,751.3 |
2,709.5 |
|
| R1 |
2,725.7 |
2,725.7 |
2,704.8 |
2,712.5 |
| PP |
2,699.3 |
2,699.3 |
2,699.3 |
2,692.8 |
| S1 |
2,673.7 |
2,673.7 |
2,695.2 |
2,660.5 |
| S2 |
2,647.3 |
2,647.3 |
2,690.5 |
|
| S3 |
2,595.3 |
2,621.7 |
2,685.7 |
|
| S4 |
2,543.3 |
2,569.7 |
2,671.4 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,111.0 |
3,044.0 |
2,713.1 |
|
| R3 |
2,929.0 |
2,862.0 |
2,663.1 |
|
| R2 |
2,747.0 |
2,747.0 |
2,646.4 |
|
| R1 |
2,680.0 |
2,680.0 |
2,629.7 |
2,713.5 |
| PP |
2,565.0 |
2,565.0 |
2,565.0 |
2,581.8 |
| S1 |
2,498.0 |
2,498.0 |
2,596.3 |
2,531.5 |
| S2 |
2,383.0 |
2,383.0 |
2,579.6 |
|
| S3 |
2,201.0 |
2,316.0 |
2,563.0 |
|
| S4 |
2,019.0 |
2,134.0 |
2,512.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,729.0 |
2,500.0 |
229.0 |
8.5% |
64.0 |
2.4% |
87% |
False |
False |
17,346 |
| 10 |
2,729.0 |
2,450.0 |
279.0 |
10.3% |
65.2 |
2.4% |
90% |
False |
False |
10,132 |
| 20 |
2,729.0 |
2,424.0 |
305.0 |
11.3% |
69.1 |
2.6% |
90% |
False |
False |
5,952 |
| 40 |
2,874.0 |
2,387.0 |
487.0 |
18.0% |
78.5 |
2.9% |
64% |
False |
False |
3,358 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.4% |
59.0 |
2.2% |
57% |
False |
False |
2,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.0 |
|
2.618 |
2,861.1 |
|
1.618 |
2,809.1 |
|
1.000 |
2,777.0 |
|
0.618 |
2,757.1 |
|
HIGH |
2,725.0 |
|
0.618 |
2,705.1 |
|
0.500 |
2,699.0 |
|
0.382 |
2,692.9 |
|
LOW |
2,673.0 |
|
0.618 |
2,640.9 |
|
1.000 |
2,621.0 |
|
1.618 |
2,588.9 |
|
2.618 |
2,536.9 |
|
4.250 |
2,452.0 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.7 |
2,694.0 |
| PP |
2,699.3 |
2,688.0 |
| S1 |
2,699.0 |
2,682.0 |
|