| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,651.0 |
2,637.0 |
-14.0 |
-0.5% |
2,775.0 |
| High |
2,661.0 |
2,677.0 |
16.0 |
0.6% |
2,795.0 |
| Low |
2,612.0 |
2,613.0 |
1.0 |
0.0% |
2,612.0 |
| Close |
2,627.0 |
2,663.0 |
36.0 |
1.4% |
2,627.0 |
| Range |
49.0 |
64.0 |
15.0 |
30.6% |
183.0 |
| ATR |
73.4 |
72.7 |
-0.7 |
-0.9% |
0.0 |
| Volume |
1,277,309 |
1,100,181 |
-177,128 |
-13.9% |
6,305,673 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.0 |
2,817.0 |
2,698.2 |
|
| R3 |
2,779.0 |
2,753.0 |
2,680.6 |
|
| R2 |
2,715.0 |
2,715.0 |
2,674.7 |
|
| R1 |
2,689.0 |
2,689.0 |
2,668.9 |
2,702.0 |
| PP |
2,651.0 |
2,651.0 |
2,651.0 |
2,657.5 |
| S1 |
2,625.0 |
2,625.0 |
2,657.1 |
2,638.0 |
| S2 |
2,587.0 |
2,587.0 |
2,651.3 |
|
| S3 |
2,523.0 |
2,561.0 |
2,645.4 |
|
| S4 |
2,459.0 |
2,497.0 |
2,627.8 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.0 |
3,110.0 |
2,727.7 |
|
| R3 |
3,044.0 |
2,927.0 |
2,677.3 |
|
| R2 |
2,861.0 |
2,861.0 |
2,660.6 |
|
| R1 |
2,744.0 |
2,744.0 |
2,643.8 |
2,711.0 |
| PP |
2,678.0 |
2,678.0 |
2,678.0 |
2,661.5 |
| S1 |
2,561.0 |
2,561.0 |
2,610.2 |
2,528.0 |
| S2 |
2,495.0 |
2,495.0 |
2,593.5 |
|
| S3 |
2,312.0 |
2,378.0 |
2,576.7 |
|
| S4 |
2,129.0 |
2,195.0 |
2,526.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,759.0 |
2,612.0 |
147.0 |
5.5% |
65.8 |
2.5% |
35% |
False |
False |
1,277,682 |
| 10 |
2,795.0 |
2,612.0 |
183.0 |
6.9% |
62.2 |
2.3% |
28% |
False |
False |
1,234,420 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.5% |
68.9 |
2.6% |
60% |
False |
False |
674,855 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
16.7% |
86.3 |
3.2% |
70% |
False |
False |
338,750 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
74.7 |
2.8% |
52% |
False |
False |
226,342 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
64.5 |
2.4% |
52% |
False |
False |
171,446 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
57.2 |
2.1% |
52% |
False |
False |
137,257 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
23.3% |
53.2 |
2.0% |
50% |
False |
False |
114,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.0 |
|
2.618 |
2,844.6 |
|
1.618 |
2,780.6 |
|
1.000 |
2,741.0 |
|
0.618 |
2,716.6 |
|
HIGH |
2,677.0 |
|
0.618 |
2,652.6 |
|
0.500 |
2,645.0 |
|
0.382 |
2,637.4 |
|
LOW |
2,613.0 |
|
0.618 |
2,573.4 |
|
1.000 |
2,549.0 |
|
1.618 |
2,509.4 |
|
2.618 |
2,445.4 |
|
4.250 |
2,341.0 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.0 |
2,668.0 |
| PP |
2,651.0 |
2,666.3 |
| S1 |
2,645.0 |
2,664.7 |
|