| 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 |
2,697.0 |
2,721.0 |
24.0 |
0.9% |
2,645.0 |
| High |
2,730.0 |
2,729.0 |
-1.0 |
0.0% |
2,730.0 |
| Low |
2,694.0 |
2,695.0 |
1.0 |
0.0% |
2,635.0 |
| Close |
2,707.0 |
2,719.0 |
12.0 |
0.4% |
2,719.0 |
| Range |
36.0 |
34.0 |
-2.0 |
-5.6% |
95.0 |
| ATR |
72.2 |
69.5 |
-2.7 |
-3.8% |
0.0 |
| Volume |
40,196 |
17,266 |
-22,930 |
-57.0% |
122,588 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.3 |
2,801.7 |
2,737.7 |
|
| R3 |
2,782.3 |
2,767.7 |
2,728.4 |
|
| R2 |
2,748.3 |
2,748.3 |
2,725.2 |
|
| R1 |
2,733.7 |
2,733.7 |
2,722.1 |
2,724.0 |
| PP |
2,714.3 |
2,714.3 |
2,714.3 |
2,709.5 |
| S1 |
2,699.7 |
2,699.7 |
2,715.9 |
2,690.0 |
| S2 |
2,680.3 |
2,680.3 |
2,712.8 |
|
| S3 |
2,646.3 |
2,665.7 |
2,709.7 |
|
| S4 |
2,612.3 |
2,631.7 |
2,700.3 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.7 |
2,944.3 |
2,771.3 |
|
| R3 |
2,884.7 |
2,849.3 |
2,745.1 |
|
| R2 |
2,789.7 |
2,789.7 |
2,736.4 |
|
| R1 |
2,754.3 |
2,754.3 |
2,727.7 |
2,772.0 |
| PP |
2,694.7 |
2,694.7 |
2,694.7 |
2,703.5 |
| S1 |
2,659.3 |
2,659.3 |
2,710.3 |
2,677.0 |
| S2 |
2,599.7 |
2,599.7 |
2,701.6 |
|
| S3 |
2,504.7 |
2,564.3 |
2,692.9 |
|
| S4 |
2,409.7 |
2,469.3 |
2,666.8 |
|
|
| 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 |
2,635.0 |
95.0 |
3.5% |
48.0 |
1.8% |
88% |
False |
False |
24,517 |
| 10 |
2,730.0 |
2,450.0 |
280.0 |
10.3% |
57.9 |
2.1% |
96% |
False |
False |
15,335 |
| 20 |
2,730.0 |
2,424.0 |
306.0 |
11.3% |
61.7 |
2.3% |
96% |
False |
False |
8,731 |
| 40 |
2,864.0 |
2,387.0 |
477.0 |
17.5% |
77.2 |
2.8% |
70% |
False |
False |
4,778 |
| 60 |
2,937.0 |
2,387.0 |
550.0 |
20.2% |
60.1 |
2.2% |
60% |
False |
False |
3,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.5 |
|
2.618 |
2,818.0 |
|
1.618 |
2,784.0 |
|
1.000 |
2,763.0 |
|
0.618 |
2,750.0 |
|
HIGH |
2,729.0 |
|
0.618 |
2,716.0 |
|
0.500 |
2,712.0 |
|
0.382 |
2,708.0 |
|
LOW |
2,695.0 |
|
0.618 |
2,674.0 |
|
1.000 |
2,661.0 |
|
1.618 |
2,640.0 |
|
2.618 |
2,606.0 |
|
4.250 |
2,550.5 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.7 |
2,713.2 |
| PP |
2,714.3 |
2,707.3 |
| S1 |
2,712.0 |
2,701.5 |
|