| 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 |
1,114.00 |
1,116.00 |
2.00 |
0.2% |
1,090.50 |
| High |
1,122.50 |
1,119.00 |
-3.50 |
-0.3% |
1,122.50 |
| Low |
1,105.50 |
1,113.00 |
7.50 |
0.7% |
1,088.50 |
| Close |
1,116.25 |
1,118.83 |
2.58 |
0.2% |
1,118.83 |
| Range |
17.00 |
6.00 |
-11.00 |
-64.7% |
34.00 |
| ATR |
26.38 |
24.93 |
-1.46 |
-5.5% |
0.00 |
| Volume |
589,440 |
469,613 |
-119,827 |
-20.3% |
3,925,028 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,135.00 |
1,133.00 |
1,122.25 |
|
| R3 |
1,129.00 |
1,127.00 |
1,120.50 |
|
| R2 |
1,123.00 |
1,123.00 |
1,120.00 |
|
| R1 |
1,121.00 |
1,121.00 |
1,119.50 |
1,122.00 |
| PP |
1,117.00 |
1,117.00 |
1,117.00 |
1,117.50 |
| S1 |
1,115.00 |
1,115.00 |
1,118.25 |
1,116.00 |
| S2 |
1,111.00 |
1,111.00 |
1,117.75 |
|
| S3 |
1,105.00 |
1,109.00 |
1,117.25 |
|
| S4 |
1,099.00 |
1,103.00 |
1,115.50 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,212.00 |
1,199.50 |
1,137.50 |
|
| R3 |
1,178.00 |
1,165.50 |
1,128.25 |
|
| R2 |
1,144.00 |
1,144.00 |
1,125.00 |
|
| R1 |
1,131.50 |
1,131.50 |
1,122.00 |
1,137.75 |
| PP |
1,110.00 |
1,110.00 |
1,110.00 |
1,113.00 |
| S1 |
1,097.50 |
1,097.50 |
1,115.75 |
1,103.75 |
| S2 |
1,076.00 |
1,076.00 |
1,112.50 |
|
| S3 |
1,042.00 |
1,063.50 |
1,109.50 |
|
| S4 |
1,008.00 |
1,029.50 |
1,100.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,122.50 |
1,088.50 |
34.00 |
3.0% |
16.50 |
1.5% |
89% |
False |
False |
785,005 |
| 10 |
1,122.50 |
1,041.25 |
81.25 |
7.3% |
20.75 |
1.9% |
95% |
False |
False |
1,832,026 |
| 20 |
1,122.50 |
1,036.75 |
85.75 |
7.7% |
26.25 |
2.3% |
96% |
False |
False |
2,357,140 |
| 40 |
1,216.75 |
1,036.75 |
180.00 |
16.1% |
29.00 |
2.6% |
46% |
False |
False |
2,670,128 |
| 60 |
1,216.75 |
1,036.75 |
180.00 |
16.1% |
23.50 |
2.1% |
46% |
False |
False |
2,377,031 |
| 80 |
1,216.75 |
1,036.75 |
180.00 |
16.1% |
20.50 |
1.8% |
46% |
False |
False |
2,001,738 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
20.25 |
1.8% |
46% |
False |
False |
1,602,211 |
| 120 |
1,216.75 |
1,036.25 |
180.50 |
16.1% |
19.25 |
1.7% |
46% |
False |
False |
1,335,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,144.50 |
|
2.618 |
1,134.75 |
|
1.618 |
1,128.75 |
|
1.000 |
1,125.00 |
|
0.618 |
1,122.75 |
|
HIGH |
1,119.00 |
|
0.618 |
1,116.75 |
|
0.500 |
1,116.00 |
|
0.382 |
1,115.25 |
|
LOW |
1,113.00 |
|
0.618 |
1,109.25 |
|
1.000 |
1,107.00 |
|
1.618 |
1,103.25 |
|
2.618 |
1,097.25 |
|
4.250 |
1,087.50 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,118.00 |
1,117.00 |
| PP |
1,117.00 |
1,115.25 |
| S1 |
1,116.00 |
1,113.50 |
|