| 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 |
110.28 |
111.42 |
1.14 |
1.0% |
107.20 |
| High |
112.10 |
112.42 |
0.32 |
0.3% |
109.75 |
| Low |
110.09 |
111.20 |
1.11 |
1.0% |
104.65 |
| Close |
112.00 |
111.96 |
-0.04 |
0.0% |
109.68 |
| Range |
2.01 |
1.22 |
-0.79 |
-39.3% |
5.10 |
| ATR |
2.61 |
2.51 |
-0.10 |
-3.8% |
0.00 |
| Volume |
237,669,665 |
216,124,134 |
-21,545,531 |
-9.1% |
1,421,371,715 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.52 |
114.96 |
112.63 |
|
| R3 |
114.30 |
113.74 |
112.30 |
|
| R2 |
113.08 |
113.08 |
112.18 |
|
| R1 |
112.52 |
112.52 |
112.07 |
112.80 |
| PP |
111.86 |
111.86 |
111.86 |
112.00 |
| S1 |
111.30 |
111.30 |
111.85 |
111.58 |
| S2 |
110.64 |
110.64 |
111.74 |
|
| S3 |
109.42 |
110.08 |
111.62 |
|
| S4 |
108.20 |
108.86 |
111.29 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.33 |
121.60 |
112.49 |
|
| R3 |
118.23 |
116.50 |
111.08 |
|
| R2 |
113.13 |
113.13 |
110.62 |
|
| R1 |
111.40 |
111.40 |
110.15 |
112.27 |
| PP |
108.03 |
108.03 |
108.03 |
108.46 |
| S1 |
106.30 |
106.30 |
109.21 |
107.17 |
| S2 |
102.93 |
102.93 |
108.75 |
|
| S3 |
97.83 |
101.20 |
108.28 |
|
| S4 |
92.73 |
96.10 |
106.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.42 |
106.77 |
5.65 |
5.0% |
1.82 |
1.6% |
92% |
True |
False |
238,509,083 |
| 10 |
112.42 |
104.65 |
7.77 |
6.9% |
2.05 |
1.8% |
94% |
True |
False |
270,417,925 |
| 20 |
112.77 |
104.38 |
8.39 |
7.5% |
2.33 |
2.1% |
90% |
False |
False |
312,886,679 |
| 40 |
122.12 |
104.38 |
17.74 |
15.8% |
2.44 |
2.2% |
43% |
False |
False |
312,142,520 |
| 60 |
122.12 |
104.38 |
17.74 |
15.8% |
2.00 |
1.8% |
43% |
False |
False |
264,475,150 |
| 80 |
122.12 |
104.38 |
17.74 |
15.8% |
1.77 |
1.6% |
43% |
False |
False |
241,639,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.61 |
|
2.618 |
115.61 |
|
1.618 |
114.39 |
|
1.000 |
113.64 |
|
0.618 |
113.17 |
|
HIGH |
112.42 |
|
0.618 |
111.95 |
|
0.500 |
111.81 |
|
0.382 |
111.67 |
|
LOW |
111.20 |
|
0.618 |
110.45 |
|
1.000 |
109.98 |
|
1.618 |
109.23 |
|
2.618 |
108.01 |
|
4.250 |
106.02 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
111.91 |
111.61 |
| PP |
111.86 |
111.26 |
| S1 |
111.81 |
110.91 |
|