| 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 |
2,732.0 |
2,721.0 |
-11.0 |
-0.4% |
2,501.0 |
| High |
2,745.0 |
2,749.0 |
4.0 |
0.1% |
2,653.0 |
| Low |
2,690.0 |
2,708.0 |
18.0 |
0.7% |
2,467.0 |
| Close |
2,719.0 |
2,726.0 |
7.0 |
0.3% |
2,632.0 |
| Range |
55.0 |
41.0 |
-14.0 |
-25.5% |
186.0 |
| ATR |
85.7 |
82.5 |
-3.2 |
-3.7% |
0.0 |
| Volume |
2,379,420 |
1,882,694 |
-496,726 |
-20.9% |
9,267,184 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.7 |
2,829.3 |
2,748.6 |
|
| R3 |
2,809.7 |
2,788.3 |
2,737.3 |
|
| R2 |
2,768.7 |
2,768.7 |
2,733.5 |
|
| R1 |
2,747.3 |
2,747.3 |
2,729.8 |
2,758.0 |
| PP |
2,727.7 |
2,727.7 |
2,727.7 |
2,733.0 |
| S1 |
2,706.3 |
2,706.3 |
2,722.2 |
2,717.0 |
| S2 |
2,686.7 |
2,686.7 |
2,718.5 |
|
| S3 |
2,645.7 |
2,665.3 |
2,714.7 |
|
| S4 |
2,604.7 |
2,624.3 |
2,703.5 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,142.0 |
3,073.0 |
2,734.3 |
|
| R3 |
2,956.0 |
2,887.0 |
2,683.2 |
|
| R2 |
2,770.0 |
2,770.0 |
2,666.1 |
|
| R1 |
2,701.0 |
2,701.0 |
2,649.1 |
2,735.5 |
| PP |
2,584.0 |
2,584.0 |
2,584.0 |
2,601.3 |
| S1 |
2,515.0 |
2,515.0 |
2,615.0 |
2,549.5 |
| S2 |
2,398.0 |
2,398.0 |
2,597.9 |
|
| S3 |
2,212.0 |
2,329.0 |
2,580.9 |
|
| S4 |
2,026.0 |
2,143.0 |
2,529.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,749.0 |
2,597.0 |
152.0 |
5.6% |
56.4 |
2.1% |
85% |
True |
False |
2,010,104 |
| 10 |
2,749.0 |
2,467.0 |
282.0 |
10.3% |
74.6 |
2.7% |
92% |
True |
False |
1,951,066 |
| 20 |
2,749.0 |
2,433.0 |
316.0 |
11.6% |
80.4 |
2.9% |
93% |
True |
False |
1,866,273 |
| 40 |
2,895.0 |
2,333.0 |
562.0 |
20.6% |
93.3 |
3.4% |
70% |
False |
False |
2,046,743 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
76.3 |
2.8% |
63% |
False |
False |
1,724,302 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
67.6 |
2.5% |
63% |
False |
False |
1,378,929 |
| 100 |
2,956.0 |
2,333.0 |
623.0 |
22.9% |
66.2 |
2.4% |
63% |
False |
False |
1,103,964 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.6% |
62.5 |
2.3% |
61% |
False |
False |
920,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.3 |
|
2.618 |
2,856.3 |
|
1.618 |
2,815.3 |
|
1.000 |
2,790.0 |
|
0.618 |
2,774.3 |
|
HIGH |
2,749.0 |
|
0.618 |
2,733.3 |
|
0.500 |
2,728.5 |
|
0.382 |
2,723.7 |
|
LOW |
2,708.0 |
|
0.618 |
2,682.7 |
|
1.000 |
2,667.0 |
|
1.618 |
2,641.7 |
|
2.618 |
2,600.7 |
|
4.250 |
2,533.8 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.5 |
2,718.0 |
| PP |
2,727.7 |
2,710.0 |
| S1 |
2,726.8 |
2,702.0 |
|