| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,229.3 |
1,223.0 |
-6.3 |
-0.5% |
1,221.1 |
| High |
1,235.9 |
1,238.5 |
2.6 |
0.2% |
1,254.5 |
| Low |
1,217.5 |
1,221.1 |
3.6 |
0.3% |
1,212.1 |
| Close |
1,224.5 |
1,234.4 |
9.9 |
0.8% |
1,230.2 |
| Range |
18.4 |
17.4 |
-1.0 |
-5.4% |
42.4 |
| ATR |
20.8 |
20.6 |
-0.2 |
-1.2% |
0.0 |
| Volume |
80,168 |
97,231 |
17,063 |
21.3% |
683,010 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.5 |
1,276.4 |
1,244.0 |
|
| R3 |
1,266.1 |
1,259.0 |
1,239.2 |
|
| R2 |
1,248.7 |
1,248.7 |
1,237.6 |
|
| R1 |
1,241.6 |
1,241.6 |
1,236.0 |
1,245.2 |
| PP |
1,231.3 |
1,231.3 |
1,231.3 |
1,233.1 |
| S1 |
1,224.2 |
1,224.2 |
1,232.8 |
1,227.8 |
| S2 |
1,213.9 |
1,213.9 |
1,231.2 |
|
| S3 |
1,196.5 |
1,206.8 |
1,229.6 |
|
| S4 |
1,179.1 |
1,189.4 |
1,224.8 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.5 |
1,337.2 |
1,253.5 |
|
| R3 |
1,317.1 |
1,294.8 |
1,241.9 |
|
| R2 |
1,274.7 |
1,274.7 |
1,238.0 |
|
| R1 |
1,252.4 |
1,252.4 |
1,234.1 |
1,263.6 |
| PP |
1,232.3 |
1,232.3 |
1,232.3 |
1,237.8 |
| S1 |
1,210.0 |
1,210.0 |
1,226.3 |
1,221.2 |
| S2 |
1,189.9 |
1,189.9 |
1,222.4 |
|
| S3 |
1,147.5 |
1,167.6 |
1,218.5 |
|
| S4 |
1,105.1 |
1,125.2 |
1,206.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,242.6 |
1,216.2 |
26.4 |
2.1% |
17.9 |
1.4% |
69% |
False |
False |
113,099 |
| 10 |
1,254.5 |
1,198.1 |
56.4 |
4.6% |
20.5 |
1.7% |
64% |
False |
False |
117,349 |
| 20 |
1,254.5 |
1,168.0 |
86.5 |
7.0% |
20.7 |
1.7% |
77% |
False |
False |
94,125 |
| 40 |
1,254.5 |
1,133.5 |
121.0 |
9.8% |
20.5 |
1.7% |
83% |
False |
False |
52,482 |
| 60 |
1,254.5 |
1,087.8 |
166.7 |
13.5% |
18.5 |
1.5% |
88% |
False |
False |
35,555 |
| 80 |
1,254.5 |
1,087.8 |
166.7 |
13.5% |
17.8 |
1.4% |
88% |
False |
False |
27,151 |
| 100 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.8 |
1.4% |
90% |
False |
False |
21,956 |
| 120 |
1,254.5 |
1,050.0 |
204.5 |
16.6% |
17.3 |
1.4% |
90% |
False |
False |
18,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.5 |
|
2.618 |
1,284.1 |
|
1.618 |
1,266.7 |
|
1.000 |
1,255.9 |
|
0.618 |
1,249.3 |
|
HIGH |
1,238.5 |
|
0.618 |
1,231.9 |
|
0.500 |
1,229.8 |
|
0.382 |
1,227.7 |
|
LOW |
1,221.1 |
|
0.618 |
1,210.3 |
|
1.000 |
1,203.7 |
|
1.618 |
1,192.9 |
|
2.618 |
1,175.5 |
|
4.250 |
1,147.2 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.9 |
1,232.3 |
| PP |
1,231.3 |
1,230.1 |
| S1 |
1,229.8 |
1,228.0 |
|