| 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 |
1,113.50 |
1,114.00 |
0.50 |
0.0% |
1,064.00 |
| High |
1,119.00 |
1,122.50 |
3.50 |
0.3% |
1,092.25 |
| Low |
1,104.25 |
1,105.50 |
1.25 |
0.1% |
1,041.25 |
| Close |
1,114.00 |
1,116.25 |
2.25 |
0.2% |
1,089.25 |
| Range |
14.75 |
17.00 |
2.25 |
15.3% |
51.00 |
| ATR |
27.10 |
26.38 |
-0.72 |
-2.7% |
0.00 |
| Volume |
796,631 |
589,440 |
-207,191 |
-26.0% |
14,395,235 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,165.75 |
1,158.00 |
1,125.50 |
|
| R3 |
1,148.75 |
1,141.00 |
1,121.00 |
|
| R2 |
1,131.75 |
1,131.75 |
1,119.25 |
|
| R1 |
1,124.00 |
1,124.00 |
1,117.75 |
1,128.00 |
| PP |
1,114.75 |
1,114.75 |
1,114.75 |
1,116.75 |
| S1 |
1,107.00 |
1,107.00 |
1,114.75 |
1,111.00 |
| S2 |
1,097.75 |
1,097.75 |
1,113.25 |
|
| S3 |
1,080.75 |
1,090.00 |
1,111.50 |
|
| S4 |
1,063.75 |
1,073.00 |
1,107.00 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.25 |
1,209.25 |
1,117.25 |
|
| R3 |
1,176.25 |
1,158.25 |
1,103.25 |
|
| R2 |
1,125.25 |
1,125.25 |
1,098.50 |
|
| R1 |
1,107.25 |
1,107.25 |
1,094.00 |
1,116.25 |
| PP |
1,074.25 |
1,074.25 |
1,074.25 |
1,078.75 |
| S1 |
1,056.25 |
1,056.25 |
1,084.50 |
1,065.25 |
| S2 |
1,023.25 |
1,023.25 |
1,080.00 |
|
| S3 |
972.25 |
1,005.25 |
1,075.25 |
|
| S4 |
921.25 |
954.25 |
1,061.25 |
|
|
| 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 |
1,074.50 |
48.00 |
4.3% |
18.75 |
1.7% |
87% |
True |
False |
1,175,334 |
| 10 |
1,122.50 |
1,041.25 |
81.25 |
7.3% |
25.00 |
2.2% |
92% |
True |
False |
1,988,390 |
| 20 |
1,122.50 |
1,036.75 |
85.75 |
7.7% |
28.25 |
2.5% |
93% |
True |
False |
2,512,951 |
| 40 |
1,216.75 |
1,036.75 |
180.00 |
16.1% |
29.50 |
2.6% |
44% |
False |
False |
2,712,595 |
| 60 |
1,216.75 |
1,036.75 |
180.00 |
16.1% |
23.50 |
2.1% |
44% |
False |
False |
2,400,144 |
| 80 |
1,216.75 |
1,036.75 |
180.00 |
16.1% |
20.50 |
1.8% |
44% |
False |
False |
1,995,990 |
| 100 |
1,216.75 |
1,036.25 |
180.50 |
16.2% |
20.25 |
1.8% |
44% |
False |
False |
1,597,525 |
| 120 |
1,216.75 |
1,036.25 |
180.50 |
16.2% |
19.25 |
1.7% |
44% |
False |
False |
1,331,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,194.75 |
|
2.618 |
1,167.00 |
|
1.618 |
1,150.00 |
|
1.000 |
1,139.50 |
|
0.618 |
1,133.00 |
|
HIGH |
1,122.50 |
|
0.618 |
1,116.00 |
|
0.500 |
1,114.00 |
|
0.382 |
1,112.00 |
|
LOW |
1,105.50 |
|
0.618 |
1,095.00 |
|
1.000 |
1,088.50 |
|
1.618 |
1,078.00 |
|
2.618 |
1,061.00 |
|
4.250 |
1,033.25 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.50 |
1,112.75 |
| PP |
1,114.75 |
1,109.00 |
| S1 |
1,114.00 |
1,105.50 |
|