| 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 |
112.28 |
111.83 |
-0.45 |
-0.4% |
110.52 |
| High |
112.33 |
112.13 |
-0.20 |
-0.2% |
112.42 |
| Low |
111.05 |
111.37 |
0.32 |
0.3% |
109.40 |
| Close |
112.14 |
111.73 |
-0.41 |
-0.4% |
111.73 |
| Range |
1.28 |
0.76 |
-0.52 |
-40.6% |
3.02 |
| ATR |
2.42 |
2.30 |
-0.12 |
-4.9% |
0.00 |
| Volume |
263,072,554 |
173,821,764 |
-89,250,790 |
-33.9% |
1,097,666,651 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.02 |
113.64 |
112.15 |
|
| R3 |
113.26 |
112.88 |
111.94 |
|
| R2 |
112.50 |
112.50 |
111.87 |
|
| R1 |
112.12 |
112.12 |
111.80 |
111.93 |
| PP |
111.74 |
111.74 |
111.74 |
111.65 |
| S1 |
111.36 |
111.36 |
111.66 |
111.17 |
| S2 |
110.98 |
110.98 |
111.59 |
|
| S3 |
110.22 |
110.60 |
111.52 |
|
| S4 |
109.46 |
109.84 |
111.31 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.24 |
119.01 |
113.39 |
|
| R3 |
117.22 |
115.99 |
112.56 |
|
| R2 |
114.20 |
114.20 |
112.28 |
|
| R1 |
112.97 |
112.97 |
112.01 |
113.58 |
| PP |
111.18 |
111.18 |
111.18 |
111.49 |
| S1 |
109.95 |
109.95 |
111.45 |
110.56 |
| S2 |
108.16 |
108.16 |
111.18 |
|
| S3 |
105.14 |
106.93 |
110.90 |
|
| S4 |
102.12 |
103.91 |
110.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.42 |
109.40 |
3.02 |
2.7% |
1.40 |
1.3% |
77% |
False |
False |
219,533,330 |
| 10 |
112.42 |
104.65 |
7.77 |
7.0% |
1.82 |
1.6% |
91% |
False |
False |
251,903,836 |
| 20 |
112.42 |
104.38 |
8.04 |
7.2% |
2.19 |
2.0% |
91% |
False |
False |
288,551,444 |
| 40 |
122.12 |
104.38 |
17.74 |
15.9% |
2.40 |
2.2% |
41% |
False |
False |
312,267,565 |
| 60 |
122.12 |
104.38 |
17.74 |
15.9% |
2.00 |
1.8% |
41% |
False |
False |
265,443,940 |
| 80 |
122.12 |
104.38 |
17.74 |
15.9% |
1.76 |
1.6% |
41% |
False |
False |
242,310,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.36 |
|
2.618 |
114.12 |
|
1.618 |
113.36 |
|
1.000 |
112.89 |
|
0.618 |
112.60 |
|
HIGH |
112.13 |
|
0.618 |
111.84 |
|
0.500 |
111.75 |
|
0.382 |
111.66 |
|
LOW |
111.37 |
|
0.618 |
110.90 |
|
1.000 |
110.61 |
|
1.618 |
110.14 |
|
2.618 |
109.38 |
|
4.250 |
108.14 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
111.75 |
111.74 |
| PP |
111.74 |
111.73 |
| S1 |
111.74 |
111.73 |
|