| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
111.42 |
112.28 |
0.86 |
0.8% |
107.20 |
| High |
112.42 |
112.33 |
-0.09 |
-0.1% |
109.75 |
| Low |
111.20 |
111.05 |
-0.15 |
-0.1% |
104.65 |
| Close |
111.96 |
112.14 |
0.18 |
0.2% |
109.68 |
| Range |
1.22 |
1.28 |
0.06 |
4.9% |
5.10 |
| ATR |
2.51 |
2.42 |
-0.09 |
-3.5% |
0.00 |
| Volume |
216,124,134 |
263,072,554 |
46,948,420 |
21.7% |
1,421,371,715 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.68 |
115.19 |
112.84 |
|
| R3 |
114.40 |
113.91 |
112.49 |
|
| R2 |
113.12 |
113.12 |
112.37 |
|
| R1 |
112.63 |
112.63 |
112.26 |
112.24 |
| PP |
111.84 |
111.84 |
111.84 |
111.64 |
| S1 |
111.35 |
111.35 |
112.02 |
110.96 |
| S2 |
110.56 |
110.56 |
111.91 |
|
| S3 |
109.28 |
110.07 |
111.79 |
|
| S4 |
108.00 |
108.79 |
111.44 |
|
|
| 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 |
108.12 |
4.30 |
3.8% |
1.57 |
1.4% |
93% |
False |
False |
227,581,586 |
| 10 |
112.42 |
104.65 |
7.77 |
6.9% |
2.03 |
1.8% |
96% |
False |
False |
274,078,045 |
| 20 |
112.42 |
104.38 |
8.04 |
7.2% |
2.27 |
2.0% |
97% |
False |
False |
306,320,461 |
| 40 |
122.12 |
104.38 |
17.74 |
15.8% |
2.44 |
2.2% |
44% |
False |
False |
313,899,736 |
| 60 |
122.12 |
104.38 |
17.74 |
15.8% |
2.00 |
1.8% |
44% |
False |
False |
265,814,772 |
| 80 |
122.12 |
104.38 |
17.74 |
15.8% |
1.76 |
1.6% |
44% |
False |
False |
242,339,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.77 |
|
2.618 |
115.68 |
|
1.618 |
114.40 |
|
1.000 |
113.61 |
|
0.618 |
113.12 |
|
HIGH |
112.33 |
|
0.618 |
111.84 |
|
0.500 |
111.69 |
|
0.382 |
111.54 |
|
LOW |
111.05 |
|
0.618 |
110.26 |
|
1.000 |
109.77 |
|
1.618 |
108.98 |
|
2.618 |
107.70 |
|
4.250 |
105.61 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
111.99 |
111.85 |
| PP |
111.84 |
111.55 |
| S1 |
111.69 |
111.26 |
|