| 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 |
1,232.0 |
1,233.9 |
1.9 |
0.2% |
1,220.4 |
| High |
1,237.6 |
1,251.1 |
13.5 |
1.1% |
1,252.1 |
| Low |
1,228.5 |
1,233.9 |
5.4 |
0.4% |
1,211.0 |
| Close |
1,229.3 |
1,247.5 |
18.2 |
1.5% |
1,228.9 |
| Range |
9.1 |
17.2 |
8.1 |
89.0% |
41.1 |
| ATR |
18.9 |
19.1 |
0.2 |
1.1% |
0.0 |
| Volume |
251 |
318 |
67 |
26.7% |
3,626 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.8 |
1,288.8 |
1,257.0 |
|
| R3 |
1,278.6 |
1,271.6 |
1,252.2 |
|
| R2 |
1,261.4 |
1,261.4 |
1,250.7 |
|
| R1 |
1,254.4 |
1,254.4 |
1,249.1 |
1,257.9 |
| PP |
1,244.2 |
1,244.2 |
1,244.2 |
1,245.9 |
| S1 |
1,237.2 |
1,237.2 |
1,245.9 |
1,240.7 |
| S2 |
1,227.0 |
1,227.0 |
1,244.3 |
|
| S3 |
1,209.8 |
1,220.0 |
1,242.8 |
|
| S4 |
1,192.6 |
1,202.8 |
1,238.0 |
|
|
| 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 |
1,251.1 |
1,217.7 |
33.4 |
2.7% |
13.3 |
1.1% |
89% |
True |
False |
505 |
| 10 |
1,252.1 |
1,196.9 |
55.2 |
4.4% |
17.6 |
1.4% |
92% |
False |
False |
721 |
| 20 |
1,252.1 |
1,166.0 |
86.1 |
6.9% |
17.7 |
1.4% |
95% |
False |
False |
69,142 |
| 40 |
1,252.1 |
1,132.0 |
120.1 |
9.6% |
20.1 |
1.6% |
96% |
False |
False |
119,496 |
| 60 |
1,252.1 |
1,086.1 |
166.0 |
13.3% |
18.6 |
1.5% |
97% |
False |
False |
115,136 |
| 80 |
1,252.1 |
1,086.1 |
166.0 |
13.3% |
18.1 |
1.5% |
97% |
False |
False |
89,954 |
| 100 |
1,252.1 |
1,045.6 |
206.5 |
16.6% |
19.1 |
1.5% |
98% |
False |
False |
72,793 |
| 120 |
1,252.1 |
1,045.6 |
206.5 |
16.6% |
18.9 |
1.5% |
98% |
False |
False |
61,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.2 |
|
2.618 |
1,296.1 |
|
1.618 |
1,278.9 |
|
1.000 |
1,268.3 |
|
0.618 |
1,261.7 |
|
HIGH |
1,251.1 |
|
0.618 |
1,244.5 |
|
0.500 |
1,242.5 |
|
0.382 |
1,240.5 |
|
LOW |
1,233.9 |
|
0.618 |
1,223.3 |
|
1.000 |
1,216.7 |
|
1.618 |
1,206.1 |
|
2.618 |
1,188.9 |
|
4.250 |
1,160.8 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,245.8 |
1,243.9 |
| PP |
1,244.2 |
1,240.3 |
| S1 |
1,242.5 |
1,236.8 |
|