| 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 |
1,087.50 |
1,085.75 |
-1.75 |
-0.2% |
1,059.50 |
| High |
1,101.75 |
1,111.50 |
9.75 |
0.9% |
1,088.25 |
| Low |
1,084.25 |
1,084.25 |
0.00 |
0.0% |
1,037.00 |
| Close |
1,086.25 |
1,109.25 |
23.00 |
2.1% |
1,085.00 |
| Range |
17.50 |
27.25 |
9.75 |
55.7% |
51.25 |
| ATR |
28.07 |
28.01 |
-0.06 |
-0.2% |
0.00 |
| Volume |
2,234,724 |
2,411,842 |
177,118 |
7.9% |
2,581,519 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.50 |
1,173.50 |
1,124.25 |
|
| R3 |
1,156.25 |
1,146.25 |
1,116.75 |
|
| R2 |
1,129.00 |
1,129.00 |
1,114.25 |
|
| R1 |
1,119.00 |
1,119.00 |
1,111.75 |
1,124.00 |
| PP |
1,101.75 |
1,101.75 |
1,101.75 |
1,104.00 |
| S1 |
1,091.75 |
1,091.75 |
1,106.75 |
1,096.75 |
| S2 |
1,074.50 |
1,074.50 |
1,104.25 |
|
| S3 |
1,047.25 |
1,064.50 |
1,101.75 |
|
| S4 |
1,020.00 |
1,037.25 |
1,094.25 |
|
|
| 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 |
1,111.50 |
1,047.25 |
64.25 |
5.8% |
24.75 |
2.2% |
96% |
True |
False |
1,415,847 |
| 10 |
1,111.50 |
1,037.00 |
74.50 |
6.7% |
26.25 |
2.4% |
97% |
True |
False |
734,439 |
| 20 |
1,142.75 |
1,032.75 |
110.00 |
9.9% |
29.75 |
2.7% |
70% |
False |
False |
375,143 |
| 40 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
29.00 |
2.6% |
43% |
False |
False |
189,670 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
23.00 |
2.1% |
43% |
False |
False |
126,916 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
20.25 |
1.8% |
43% |
False |
False |
95,213 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.2% |
18.75 |
1.7% |
43% |
False |
False |
76,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.25 |
|
2.618 |
1,182.75 |
|
1.618 |
1,155.50 |
|
1.000 |
1,138.75 |
|
0.618 |
1,128.25 |
|
HIGH |
1,111.50 |
|
0.618 |
1,101.00 |
|
0.500 |
1,098.00 |
|
0.382 |
1,094.75 |
|
LOW |
1,084.25 |
|
0.618 |
1,067.50 |
|
1.000 |
1,057.00 |
|
1.618 |
1,040.25 |
|
2.618 |
1,013.00 |
|
4.250 |
968.50 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,105.50 |
1,103.00 |
| PP |
1,101.75 |
1,097.00 |
| S1 |
1,098.00 |
1,091.00 |
|