| 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 |
1,906.75 |
1,910.75 |
4.00 |
0.2% |
1,848.00 |
| High |
1,918.75 |
1,915.75 |
-3.00 |
-0.2% |
1,918.75 |
| Low |
1,894.00 |
1,906.25 |
12.25 |
0.6% |
1,844.00 |
| Close |
1,910.50 |
1,912.97 |
2.47 |
0.1% |
1,912.97 |
| Range |
24.75 |
9.50 |
-15.25 |
-61.6% |
74.75 |
| ATR |
49.37 |
46.52 |
-2.85 |
-5.8% |
0.00 |
| Volume |
79,007 |
41,809 |
-37,198 |
-47.1% |
396,687 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.25 |
1,936.00 |
1,918.25 |
|
| R3 |
1,930.75 |
1,926.50 |
1,915.50 |
|
| R2 |
1,921.25 |
1,921.25 |
1,914.75 |
|
| R1 |
1,917.00 |
1,917.00 |
1,913.75 |
1,919.00 |
| PP |
1,911.75 |
1,911.75 |
1,911.75 |
1,912.75 |
| S1 |
1,907.50 |
1,907.50 |
1,912.00 |
1,909.50 |
| S2 |
1,902.25 |
1,902.25 |
1,911.25 |
|
| S3 |
1,892.75 |
1,898.00 |
1,910.25 |
|
| S4 |
1,883.25 |
1,888.50 |
1,907.75 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.25 |
2,089.25 |
1,954.00 |
|
| R3 |
2,041.50 |
2,014.50 |
1,933.50 |
|
| R2 |
1,966.75 |
1,966.75 |
1,926.75 |
|
| R1 |
1,939.75 |
1,939.75 |
1,919.75 |
1,953.25 |
| PP |
1,892.00 |
1,892.00 |
1,892.00 |
1,898.50 |
| S1 |
1,865.00 |
1,865.00 |
1,906.00 |
1,878.50 |
| S2 |
1,817.25 |
1,817.25 |
1,899.25 |
|
| S3 |
1,742.50 |
1,790.25 |
1,892.50 |
|
| S4 |
1,667.75 |
1,715.50 |
1,871.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.75 |
1,844.00 |
74.75 |
3.9% |
30.75 |
1.6% |
92% |
False |
False |
79,337 |
| 10 |
1,918.75 |
1,770.00 |
148.75 |
7.8% |
40.00 |
2.1% |
96% |
False |
False |
215,971 |
| 20 |
1,918.75 |
1,754.25 |
164.50 |
8.6% |
48.75 |
2.5% |
96% |
False |
False |
299,448 |
| 40 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
55.00 |
2.9% |
56% |
False |
False |
352,146 |
| 60 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
44.50 |
2.3% |
56% |
False |
False |
315,157 |
| 80 |
2,058.75 |
1,730.25 |
328.50 |
17.2% |
38.50 |
2.0% |
56% |
False |
False |
265,492 |
| 100 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
37.25 |
1.9% |
58% |
False |
False |
212,496 |
| 120 |
2,058.75 |
1,708.50 |
350.25 |
18.3% |
35.50 |
1.9% |
58% |
False |
False |
177,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.00 |
|
2.618 |
1,940.50 |
|
1.618 |
1,931.00 |
|
1.000 |
1,925.25 |
|
0.618 |
1,921.50 |
|
HIGH |
1,915.75 |
|
0.618 |
1,912.00 |
|
0.500 |
1,911.00 |
|
0.382 |
1,910.00 |
|
LOW |
1,906.25 |
|
0.618 |
1,900.50 |
|
1.000 |
1,896.75 |
|
1.618 |
1,891.00 |
|
2.618 |
1,881.50 |
|
4.250 |
1,866.00 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,912.25 |
1,908.50 |
| PP |
1,911.75 |
1,904.00 |
| S1 |
1,911.00 |
1,899.50 |
|