| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,110.00 |
1,111.50 |
1.50 |
0.1% |
1,087.50 |
| High |
1,117.50 |
1,116.75 |
-0.75 |
-0.1% |
1,117.50 |
| Low |
1,100.75 |
1,108.25 |
7.50 |
0.7% |
1,084.25 |
| Close |
1,111.75 |
1,110.25 |
-1.50 |
-0.1% |
1,110.25 |
| Range |
16.75 |
8.50 |
-8.25 |
-49.3% |
33.25 |
| ATR |
26.32 |
25.05 |
-1.27 |
-4.8% |
0.00 |
| Volume |
2,522,048 |
2,715,158 |
193,110 |
7.7% |
12,578,302 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,137.25 |
1,132.25 |
1,115.00 |
|
| R3 |
1,128.75 |
1,123.75 |
1,112.50 |
|
| R2 |
1,120.25 |
1,120.25 |
1,111.75 |
|
| R1 |
1,115.25 |
1,115.25 |
1,111.00 |
1,113.50 |
| PP |
1,111.75 |
1,111.75 |
1,111.75 |
1,111.00 |
| S1 |
1,106.75 |
1,106.75 |
1,109.50 |
1,105.00 |
| S2 |
1,103.25 |
1,103.25 |
1,108.75 |
|
| S3 |
1,094.75 |
1,098.25 |
1,108.00 |
|
| S4 |
1,086.25 |
1,089.75 |
1,105.50 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,203.75 |
1,190.25 |
1,128.50 |
|
| R3 |
1,170.50 |
1,157.00 |
1,119.50 |
|
| R2 |
1,137.25 |
1,137.25 |
1,116.25 |
|
| R1 |
1,123.75 |
1,123.75 |
1,113.25 |
1,130.50 |
| PP |
1,104.00 |
1,104.00 |
1,104.00 |
1,107.50 |
| S1 |
1,090.50 |
1,090.50 |
1,107.25 |
1,097.25 |
| S2 |
1,070.75 |
1,070.75 |
1,104.25 |
|
| S3 |
1,037.50 |
1,057.25 |
1,101.00 |
|
| S4 |
1,004.25 |
1,024.00 |
1,092.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,117.50 |
1,084.25 |
33.25 |
3.0% |
17.00 |
1.5% |
78% |
False |
False |
2,515,660 |
| 10 |
1,117.50 |
1,037.00 |
80.50 |
7.3% |
21.00 |
1.9% |
91% |
False |
False |
1,515,982 |
| 20 |
1,117.50 |
1,032.75 |
84.75 |
7.6% |
26.50 |
2.4% |
91% |
False |
False |
770,681 |
| 40 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
29.00 |
2.6% |
43% |
False |
False |
387,701 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
23.25 |
2.1% |
43% |
False |
False |
259,041 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.1% |
20.00 |
1.8% |
43% |
False |
False |
194,357 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.1% |
18.75 |
1.7% |
44% |
False |
False |
155,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,153.00 |
|
2.618 |
1,139.00 |
|
1.618 |
1,130.50 |
|
1.000 |
1,125.25 |
|
0.618 |
1,122.00 |
|
HIGH |
1,116.75 |
|
0.618 |
1,113.50 |
|
0.500 |
1,112.50 |
|
0.382 |
1,111.50 |
|
LOW |
1,108.25 |
|
0.618 |
1,103.00 |
|
1.000 |
1,099.75 |
|
1.618 |
1,094.50 |
|
2.618 |
1,086.00 |
|
4.250 |
1,072.00 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,112.50 |
1,109.75 |
| PP |
1,111.75 |
1,109.25 |
| S1 |
1,111.00 |
1,108.75 |
|