| 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 |
1,050.75 |
1,079.75 |
29.00 |
2.8% |
1,059.50 |
| High |
1,083.50 |
1,088.25 |
4.75 |
0.4% |
1,088.25 |
| Low |
1,047.75 |
1,070.25 |
22.50 |
2.1% |
1,037.00 |
| Close |
1,079.50 |
1,085.00 |
5.50 |
0.5% |
1,085.00 |
| Range |
35.75 |
18.00 |
-17.75 |
-49.7% |
51.25 |
| ATR |
29.72 |
28.88 |
-0.84 |
-2.8% |
0.00 |
| Volume |
364,444 |
1,928,796 |
1,564,352 |
429.2% |
2,581,519 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,135.25 |
1,128.00 |
1,095.00 |
|
| R3 |
1,117.25 |
1,110.00 |
1,090.00 |
|
| R2 |
1,099.25 |
1,099.25 |
1,088.25 |
|
| R1 |
1,092.00 |
1,092.00 |
1,086.75 |
1,095.50 |
| PP |
1,081.25 |
1,081.25 |
1,081.25 |
1,083.00 |
| S1 |
1,074.00 |
1,074.00 |
1,083.25 |
1,077.50 |
| S2 |
1,063.25 |
1,063.25 |
1,081.75 |
|
| S3 |
1,045.25 |
1,056.00 |
1,080.00 |
|
| S4 |
1,027.25 |
1,038.00 |
1,075.00 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.75 |
1,205.75 |
1,113.25 |
|
| R3 |
1,172.50 |
1,154.50 |
1,099.00 |
|
| R2 |
1,121.25 |
1,121.25 |
1,094.50 |
|
| R1 |
1,103.25 |
1,103.25 |
1,089.75 |
1,112.25 |
| PP |
1,070.00 |
1,070.00 |
1,070.00 |
1,074.50 |
| S1 |
1,052.00 |
1,052.00 |
1,080.25 |
1,061.00 |
| S2 |
1,018.75 |
1,018.75 |
1,075.50 |
|
| S3 |
967.50 |
1,000.75 |
1,071.00 |
|
| S4 |
916.25 |
949.50 |
1,056.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.25 |
1,037.00 |
51.25 |
4.7% |
25.00 |
2.3% |
94% |
True |
False |
516,303 |
| 10 |
1,103.00 |
1,037.00 |
66.00 |
6.1% |
27.00 |
2.5% |
73% |
False |
False |
275,665 |
| 20 |
1,154.75 |
1,032.75 |
122.00 |
11.2% |
30.50 |
2.8% |
43% |
False |
False |
143,212 |
| 40 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
29.00 |
2.7% |
29% |
False |
False |
73,611 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
22.75 |
2.1% |
29% |
False |
False |
49,481 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.5% |
19.75 |
1.8% |
29% |
False |
False |
37,131 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.5% |
18.75 |
1.7% |
29% |
False |
False |
29,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,164.75 |
|
2.618 |
1,135.25 |
|
1.618 |
1,117.25 |
|
1.000 |
1,106.25 |
|
0.618 |
1,099.25 |
|
HIGH |
1,088.25 |
|
0.618 |
1,081.25 |
|
0.500 |
1,079.25 |
|
0.382 |
1,077.25 |
|
LOW |
1,070.25 |
|
0.618 |
1,059.25 |
|
1.000 |
1,052.25 |
|
1.618 |
1,041.25 |
|
2.618 |
1,023.25 |
|
4.250 |
993.75 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,083.00 |
1,079.25 |
| PP |
1,081.25 |
1,073.50 |
| S1 |
1,079.25 |
1,067.75 |
|