| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,232.8 |
1,219.5 |
-13.3 |
-1.1% |
1,220.4 |
| High |
1,233.5 |
1,229.6 |
-3.9 |
-0.3% |
1,252.1 |
| Low |
1,215.1 |
1,218.0 |
2.9 |
0.2% |
1,211.0 |
| Close |
1,220.8 |
1,228.9 |
8.1 |
0.7% |
1,228.9 |
| Range |
18.4 |
11.6 |
-6.8 |
-37.0% |
41.1 |
| ATR |
21.2 |
20.5 |
-0.7 |
-3.2% |
0.0 |
| Volume |
446 |
488 |
42 |
9.4% |
3,626 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.3 |
1,256.2 |
1,235.3 |
|
| R3 |
1,248.7 |
1,244.6 |
1,232.1 |
|
| R2 |
1,237.1 |
1,237.1 |
1,231.0 |
|
| R1 |
1,233.0 |
1,233.0 |
1,230.0 |
1,235.1 |
| PP |
1,225.5 |
1,225.5 |
1,225.5 |
1,226.5 |
| S1 |
1,221.4 |
1,221.4 |
1,227.8 |
1,223.5 |
| S2 |
1,213.9 |
1,213.9 |
1,226.8 |
|
| S3 |
1,202.3 |
1,209.8 |
1,225.7 |
|
| S4 |
1,190.7 |
1,198.2 |
1,222.5 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.0 |
1,332.5 |
1,251.5 |
|
| R3 |
1,312.9 |
1,291.4 |
1,240.2 |
|
| R2 |
1,271.8 |
1,271.8 |
1,236.4 |
|
| R1 |
1,250.3 |
1,250.3 |
1,232.7 |
1,261.1 |
| PP |
1,230.7 |
1,230.7 |
1,230.7 |
1,236.0 |
| S1 |
1,209.2 |
1,209.2 |
1,225.1 |
1,220.0 |
| S2 |
1,189.6 |
1,189.6 |
1,221.4 |
|
| S3 |
1,148.5 |
1,168.1 |
1,217.6 |
|
| S4 |
1,107.4 |
1,127.0 |
1,206.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,252.1 |
1,211.0 |
41.1 |
3.3% |
19.6 |
1.6% |
44% |
False |
False |
725 |
| 10 |
1,252.1 |
1,196.9 |
55.2 |
4.5% |
19.0 |
1.5% |
58% |
False |
False |
13,485 |
| 20 |
1,252.1 |
1,166.0 |
86.1 |
7.0% |
21.0 |
1.7% |
73% |
False |
False |
106,967 |
| 40 |
1,252.1 |
1,124.3 |
127.8 |
10.4% |
20.5 |
1.7% |
82% |
False |
False |
133,111 |
| 60 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.8 |
1.5% |
86% |
False |
False |
116,592 |
| 80 |
1,252.1 |
1,086.1 |
166.0 |
13.5% |
18.6 |
1.5% |
86% |
False |
False |
90,207 |
| 100 |
1,252.1 |
1,045.6 |
206.5 |
16.8% |
19.4 |
1.6% |
89% |
False |
False |
72,910 |
| 120 |
1,252.1 |
1,045.6 |
206.5 |
16.8% |
19.1 |
1.6% |
89% |
False |
False |
61,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,278.9 |
|
2.618 |
1,260.0 |
|
1.618 |
1,248.4 |
|
1.000 |
1,241.2 |
|
0.618 |
1,236.8 |
|
HIGH |
1,229.6 |
|
0.618 |
1,225.2 |
|
0.500 |
1,223.8 |
|
0.382 |
1,222.4 |
|
LOW |
1,218.0 |
|
0.618 |
1,210.8 |
|
1.000 |
1,206.4 |
|
1.618 |
1,199.2 |
|
2.618 |
1,187.6 |
|
4.250 |
1,168.7 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.2 |
1,228.2 |
| PP |
1,225.5 |
1,227.4 |
| S1 |
1,223.8 |
1,226.7 |
|