| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,710.0 |
-39.0 |
-1.4% |
2,656.0 |
| High |
2,759.0 |
2,738.0 |
-21.0 |
-0.8% |
2,744.0 |
| Low |
2,688.0 |
2,686.0 |
-2.0 |
-0.1% |
2,648.0 |
| Close |
2,742.0 |
2,705.0 |
-37.0 |
-1.3% |
2,732.0 |
| Range |
71.0 |
52.0 |
-19.0 |
-26.8% |
96.0 |
| ATR |
75.3 |
73.9 |
-1.4 |
-1.8% |
0.0 |
| Volume |
1,174,537 |
1,265,017 |
90,480 |
7.7% |
5,371,999 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,837.3 |
2,733.6 |
|
| R3 |
2,813.7 |
2,785.3 |
2,719.3 |
|
| R2 |
2,761.7 |
2,761.7 |
2,714.5 |
|
| R1 |
2,733.3 |
2,733.3 |
2,709.8 |
2,721.5 |
| PP |
2,709.7 |
2,709.7 |
2,709.7 |
2,703.8 |
| S1 |
2,681.3 |
2,681.3 |
2,700.2 |
2,669.5 |
| S2 |
2,657.7 |
2,657.7 |
2,695.5 |
|
| S3 |
2,605.7 |
2,629.3 |
2,690.7 |
|
| S4 |
2,553.7 |
2,577.3 |
2,676.4 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.0 |
2,960.0 |
2,784.8 |
|
| R3 |
2,900.0 |
2,864.0 |
2,758.4 |
|
| R2 |
2,804.0 |
2,804.0 |
2,749.6 |
|
| R1 |
2,768.0 |
2,768.0 |
2,740.8 |
2,786.0 |
| PP |
2,708.0 |
2,708.0 |
2,708.0 |
2,717.0 |
| S1 |
2,672.0 |
2,672.0 |
2,723.2 |
2,690.0 |
| S2 |
2,612.0 |
2,612.0 |
2,714.4 |
|
| S3 |
2,516.0 |
2,576.0 |
2,705.6 |
|
| S4 |
2,420.0 |
2,480.0 |
2,679.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,686.0 |
109.0 |
4.0% |
53.8 |
2.0% |
17% |
False |
True |
1,197,022 |
| 10 |
2,795.0 |
2,513.0 |
282.0 |
10.4% |
60.5 |
2.2% |
68% |
False |
False |
907,506 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.3% |
69.1 |
2.6% |
73% |
False |
False |
477,640 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
16.5% |
85.5 |
3.2% |
80% |
False |
False |
240,056 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
73.0 |
2.7% |
59% |
False |
False |
160,536 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
62.9 |
2.3% |
59% |
False |
False |
122,103 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
56.1 |
2.1% |
59% |
False |
False |
97,771 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
22.9% |
51.7 |
1.9% |
57% |
False |
False |
81,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,959.0 |
|
2.618 |
2,874.1 |
|
1.618 |
2,822.1 |
|
1.000 |
2,790.0 |
|
0.618 |
2,770.1 |
|
HIGH |
2,738.0 |
|
0.618 |
2,718.1 |
|
0.500 |
2,712.0 |
|
0.382 |
2,705.9 |
|
LOW |
2,686.0 |
|
0.618 |
2,653.9 |
|
1.000 |
2,634.0 |
|
1.618 |
2,601.9 |
|
2.618 |
2,549.9 |
|
4.250 |
2,465.0 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.0 |
2,740.5 |
| PP |
2,709.7 |
2,728.7 |
| S1 |
2,707.3 |
2,716.8 |
|