| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,090.75 |
1,086.50 |
-4.25 |
-0.4% |
1,087.50 |
| High |
1,097.75 |
1,091.00 |
-6.75 |
-0.6% |
1,117.50 |
| Low |
1,080.25 |
1,066.50 |
-13.75 |
-1.3% |
1,084.25 |
| Close |
1,087.50 |
1,070.50 |
-17.00 |
-1.6% |
1,110.25 |
| Range |
17.50 |
24.50 |
7.00 |
40.0% |
33.25 |
| ATR |
24.75 |
24.73 |
-0.02 |
-0.1% |
0.00 |
| Volume |
2,286,571 |
2,235,636 |
-50,935 |
-2.2% |
12,578,302 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.50 |
1,134.50 |
1,084.00 |
|
| R3 |
1,125.00 |
1,110.00 |
1,077.25 |
|
| R2 |
1,100.50 |
1,100.50 |
1,075.00 |
|
| R1 |
1,085.50 |
1,085.50 |
1,072.75 |
1,080.75 |
| PP |
1,076.00 |
1,076.00 |
1,076.00 |
1,073.50 |
| S1 |
1,061.00 |
1,061.00 |
1,068.25 |
1,056.25 |
| S2 |
1,051.50 |
1,051.50 |
1,066.00 |
|
| S3 |
1,027.00 |
1,036.50 |
1,063.75 |
|
| S4 |
1,002.50 |
1,012.00 |
1,057.00 |
|
|
| 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 |
1,129.50 |
1,066.50 |
63.00 |
5.9% |
20.75 |
1.9% |
6% |
False |
True |
2,206,225 |
| 10 |
1,129.50 |
1,066.50 |
63.00 |
5.9% |
19.75 |
1.9% |
6% |
False |
True |
2,282,306 |
| 20 |
1,129.50 |
1,037.00 |
92.50 |
8.6% |
25.25 |
2.3% |
36% |
False |
False |
1,183,681 |
| 40 |
1,203.25 |
1,032.75 |
170.50 |
15.9% |
29.50 |
2.8% |
22% |
False |
False |
595,460 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.7% |
24.25 |
2.3% |
21% |
False |
False |
397,543 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.7% |
20.75 |
1.9% |
21% |
False |
False |
298,304 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.7% |
19.25 |
1.8% |
21% |
False |
False |
238,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,195.00 |
|
2.618 |
1,155.25 |
|
1.618 |
1,130.75 |
|
1.000 |
1,115.50 |
|
0.618 |
1,106.25 |
|
HIGH |
1,091.00 |
|
0.618 |
1,081.75 |
|
0.500 |
1,078.75 |
|
0.382 |
1,075.75 |
|
LOW |
1,066.50 |
|
0.618 |
1,051.25 |
|
1.000 |
1,042.00 |
|
1.618 |
1,026.75 |
|
2.618 |
1,002.25 |
|
4.250 |
962.50 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,078.75 |
1,091.75 |
| PP |
1,076.00 |
1,084.75 |
| S1 |
1,073.25 |
1,077.50 |
|