| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,086.50 |
1,070.25 |
-16.25 |
-1.5% |
1,116.00 |
| High |
1,091.00 |
1,079.50 |
-11.50 |
-1.1% |
1,129.50 |
| Low |
1,066.50 |
1,062.75 |
-3.75 |
-0.4% |
1,062.75 |
| Close |
1,070.50 |
1,074.75 |
4.25 |
0.4% |
1,074.75 |
| Range |
24.50 |
16.75 |
-7.75 |
-31.6% |
66.75 |
| ATR |
24.73 |
24.16 |
-0.57 |
-2.3% |
0.00 |
| Volume |
2,235,636 |
2,551,855 |
316,219 |
14.1% |
10,867,825 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,122.50 |
1,115.50 |
1,084.00 |
|
| R3 |
1,105.75 |
1,098.75 |
1,079.25 |
|
| R2 |
1,089.00 |
1,089.00 |
1,077.75 |
|
| R1 |
1,082.00 |
1,082.00 |
1,076.25 |
1,085.50 |
| PP |
1,072.25 |
1,072.25 |
1,072.25 |
1,074.00 |
| S1 |
1,065.25 |
1,065.25 |
1,073.25 |
1,068.75 |
| S2 |
1,055.50 |
1,055.50 |
1,071.75 |
|
| S3 |
1,038.75 |
1,048.50 |
1,070.25 |
|
| S4 |
1,022.00 |
1,031.75 |
1,065.50 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.25 |
1,248.75 |
1,111.50 |
|
| R3 |
1,222.50 |
1,182.00 |
1,093.00 |
|
| R2 |
1,155.75 |
1,155.75 |
1,087.00 |
|
| R1 |
1,115.25 |
1,115.25 |
1,080.75 |
1,102.00 |
| PP |
1,089.00 |
1,089.00 |
1,089.00 |
1,082.50 |
| S1 |
1,048.50 |
1,048.50 |
1,068.75 |
1,035.50 |
| S2 |
1,022.25 |
1,022.25 |
1,062.50 |
|
| S3 |
955.50 |
981.75 |
1,056.50 |
|
| S4 |
888.75 |
915.00 |
1,038.00 |
|
|
| 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 |
1,062.75 |
66.75 |
6.2% |
22.50 |
2.1% |
18% |
False |
True |
2,173,565 |
| 10 |
1,129.50 |
1,062.75 |
66.75 |
6.2% |
19.75 |
1.8% |
18% |
False |
True |
2,344,612 |
| 20 |
1,129.50 |
1,037.00 |
92.50 |
8.6% |
23.25 |
2.2% |
41% |
False |
False |
1,310,139 |
| 40 |
1,203.25 |
1,032.75 |
170.50 |
15.9% |
29.50 |
2.7% |
25% |
False |
False |
659,162 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.6% |
24.25 |
2.3% |
23% |
False |
False |
440,064 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.6% |
21.00 |
1.9% |
23% |
False |
False |
330,201 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.7% |
19.25 |
1.8% |
24% |
False |
False |
264,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.75 |
|
2.618 |
1,123.25 |
|
1.618 |
1,106.50 |
|
1.000 |
1,096.25 |
|
0.618 |
1,089.75 |
|
HIGH |
1,079.50 |
|
0.618 |
1,073.00 |
|
0.500 |
1,071.00 |
|
0.382 |
1,069.25 |
|
LOW |
1,062.75 |
|
0.618 |
1,052.50 |
|
1.000 |
1,046.00 |
|
1.618 |
1,035.75 |
|
2.618 |
1,019.00 |
|
4.250 |
991.50 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,073.50 |
1,080.25 |
| PP |
1,072.25 |
1,078.50 |
| S1 |
1,071.00 |
1,076.50 |
|