| 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 |
1,085.75 |
1,109.25 |
23.50 |
2.2% |
1,059.50 |
| High |
1,111.50 |
1,114.75 |
3.25 |
0.3% |
1,088.25 |
| Low |
1,084.25 |
1,100.00 |
15.75 |
1.5% |
1,037.00 |
| Close |
1,109.25 |
1,109.50 |
0.25 |
0.0% |
1,085.00 |
| Range |
27.25 |
14.75 |
-12.50 |
-45.9% |
51.25 |
| ATR |
28.01 |
27.06 |
-0.95 |
-3.4% |
0.00 |
| Volume |
2,411,842 |
2,694,530 |
282,688 |
11.7% |
2,581,519 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,152.25 |
1,145.75 |
1,117.50 |
|
| R3 |
1,137.50 |
1,131.00 |
1,113.50 |
|
| R2 |
1,122.75 |
1,122.75 |
1,112.25 |
|
| R1 |
1,116.25 |
1,116.25 |
1,110.75 |
1,119.50 |
| PP |
1,108.00 |
1,108.00 |
1,108.00 |
1,109.75 |
| S1 |
1,101.50 |
1,101.50 |
1,108.25 |
1,104.75 |
| S2 |
1,093.25 |
1,093.25 |
1,106.75 |
|
| S3 |
1,078.50 |
1,086.75 |
1,105.50 |
|
| S4 |
1,063.75 |
1,072.00 |
1,101.50 |
|
|
| 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 |
1,114.75 |
1,047.75 |
67.00 |
6.0% |
22.75 |
2.0% |
92% |
True |
False |
1,926,867 |
| 10 |
1,114.75 |
1,037.00 |
77.75 |
7.0% |
24.50 |
2.2% |
93% |
True |
False |
1,002,074 |
| 20 |
1,118.50 |
1,032.75 |
85.75 |
7.7% |
28.75 |
2.6% |
90% |
False |
False |
509,320 |
| 40 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
29.25 |
2.6% |
43% |
False |
False |
256,968 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
23.25 |
2.1% |
43% |
False |
False |
171,813 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
20.00 |
1.8% |
43% |
False |
False |
128,895 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.2% |
18.75 |
1.7% |
43% |
False |
False |
103,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,177.50 |
|
2.618 |
1,153.25 |
|
1.618 |
1,138.50 |
|
1.000 |
1,129.50 |
|
0.618 |
1,123.75 |
|
HIGH |
1,114.75 |
|
0.618 |
1,109.00 |
|
0.500 |
1,107.50 |
|
0.382 |
1,105.75 |
|
LOW |
1,100.00 |
|
0.618 |
1,091.00 |
|
1.000 |
1,085.25 |
|
1.618 |
1,076.25 |
|
2.618 |
1,061.50 |
|
4.250 |
1,037.25 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,108.75 |
1,106.25 |
| PP |
1,108.00 |
1,102.75 |
| S1 |
1,107.50 |
1,099.50 |
|