| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,666.0 |
2,729.0 |
63.0 |
2.4% |
2,502.0 |
| High |
2,743.0 |
2,739.0 |
-4.0 |
-0.1% |
2,647.0 |
| Low |
2,650.0 |
2,685.0 |
35.0 |
1.3% |
2,463.0 |
| Close |
2,709.0 |
2,714.0 |
5.0 |
0.2% |
2,626.0 |
| Range |
93.0 |
54.0 |
-39.0 |
-41.9% |
184.0 |
| ATR |
84.0 |
81.9 |
-2.1 |
-2.6% |
0.0 |
| Volume |
1,047,159 |
1,363,070 |
315,911 |
30.2% |
680,341 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.7 |
2,848.3 |
2,743.7 |
|
| R3 |
2,820.7 |
2,794.3 |
2,728.9 |
|
| R2 |
2,766.7 |
2,766.7 |
2,723.9 |
|
| R1 |
2,740.3 |
2,740.3 |
2,719.0 |
2,726.5 |
| PP |
2,712.7 |
2,712.7 |
2,712.7 |
2,705.8 |
| S1 |
2,686.3 |
2,686.3 |
2,709.1 |
2,672.5 |
| S2 |
2,658.7 |
2,658.7 |
2,704.1 |
|
| S3 |
2,604.7 |
2,632.3 |
2,699.2 |
|
| S4 |
2,550.7 |
2,578.3 |
2,684.3 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.7 |
3,062.3 |
2,727.2 |
|
| R3 |
2,946.7 |
2,878.3 |
2,676.6 |
|
| R2 |
2,762.7 |
2,762.7 |
2,659.7 |
|
| R1 |
2,694.3 |
2,694.3 |
2,642.9 |
2,728.5 |
| PP |
2,578.7 |
2,578.7 |
2,578.7 |
2,595.8 |
| S1 |
2,510.3 |
2,510.3 |
2,609.1 |
2,544.5 |
| S2 |
2,394.7 |
2,394.7 |
2,592.3 |
|
| S3 |
2,210.7 |
2,326.3 |
2,575.4 |
|
| S4 |
2,026.7 |
2,142.3 |
2,524.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,743.0 |
2,513.0 |
230.0 |
8.5% |
67.2 |
2.5% |
87% |
False |
False |
617,989 |
| 10 |
2,743.0 |
2,463.0 |
280.0 |
10.3% |
73.7 |
2.7% |
90% |
False |
False |
353,929 |
| 20 |
2,743.0 |
2,432.0 |
311.0 |
11.5% |
78.8 |
2.9% |
91% |
False |
False |
179,941 |
| 40 |
2,890.0 |
2,350.0 |
540.0 |
19.9% |
88.3 |
3.3% |
67% |
False |
False |
90,794 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
71.8 |
2.6% |
61% |
False |
False |
60,852 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
61.3 |
2.3% |
61% |
False |
False |
47,307 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
55.8 |
2.1% |
61% |
False |
False |
37,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.5 |
|
2.618 |
2,880.4 |
|
1.618 |
2,826.4 |
|
1.000 |
2,793.0 |
|
0.618 |
2,772.4 |
|
HIGH |
2,739.0 |
|
0.618 |
2,718.4 |
|
0.500 |
2,712.0 |
|
0.382 |
2,705.6 |
|
LOW |
2,685.0 |
|
0.618 |
2,651.6 |
|
1.000 |
2,631.0 |
|
1.618 |
2,597.6 |
|
2.618 |
2,543.6 |
|
4.250 |
2,455.5 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.3 |
2,707.8 |
| PP |
2,712.7 |
2,701.7 |
| S1 |
2,712.0 |
2,695.5 |
|