| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,717.0 |
2,697.0 |
-20.0 |
-0.7% |
2,476.0 |
| High |
2,725.0 |
2,730.0 |
5.0 |
0.2% |
2,632.0 |
| Low |
2,673.0 |
2,694.0 |
21.0 |
0.8% |
2,450.0 |
| Close |
2,700.0 |
2,707.0 |
7.0 |
0.3% |
2,613.0 |
| Range |
52.0 |
36.0 |
-16.0 |
-30.8% |
182.0 |
| ATR |
75.0 |
72.2 |
-2.8 |
-3.7% |
0.0 |
| Volume |
32,044 |
40,196 |
8,152 |
25.4% |
30,771 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.3 |
2,798.7 |
2,726.8 |
|
| R3 |
2,782.3 |
2,762.7 |
2,716.9 |
|
| R2 |
2,746.3 |
2,746.3 |
2,713.6 |
|
| R1 |
2,726.7 |
2,726.7 |
2,710.3 |
2,736.5 |
| PP |
2,710.3 |
2,710.3 |
2,710.3 |
2,715.3 |
| S1 |
2,690.7 |
2,690.7 |
2,703.7 |
2,700.5 |
| S2 |
2,674.3 |
2,674.3 |
2,700.4 |
|
| S3 |
2,638.3 |
2,654.7 |
2,697.1 |
|
| S4 |
2,602.3 |
2,618.7 |
2,687.2 |
|
|
| 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 |
2,730.0 |
2,581.0 |
149.0 |
5.5% |
51.4 |
1.9% |
85% |
True |
False |
22,760 |
| 10 |
2,730.0 |
2,450.0 |
280.0 |
10.3% |
63.6 |
2.3% |
92% |
True |
False |
14,104 |
| 20 |
2,730.0 |
2,424.0 |
306.0 |
11.3% |
64.9 |
2.4% |
92% |
True |
False |
7,959 |
| 40 |
2,864.0 |
2,387.0 |
477.0 |
17.6% |
77.6 |
2.9% |
67% |
False |
False |
4,355 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.3% |
59.6 |
2.2% |
58% |
False |
False |
2,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.0 |
|
2.618 |
2,824.2 |
|
1.618 |
2,788.2 |
|
1.000 |
2,766.0 |
|
0.618 |
2,752.2 |
|
HIGH |
2,730.0 |
|
0.618 |
2,716.2 |
|
0.500 |
2,712.0 |
|
0.382 |
2,707.8 |
|
LOW |
2,694.0 |
|
0.618 |
2,671.8 |
|
1.000 |
2,658.0 |
|
1.618 |
2,635.8 |
|
2.618 |
2,599.8 |
|
4.250 |
2,541.0 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.0 |
2,700.2 |
| PP |
2,710.3 |
2,693.3 |
| S1 |
2,708.7 |
2,686.5 |
|