| 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 |
1,070.25 |
1,074.25 |
4.00 |
0.4% |
1,116.00 |
| High |
1,079.50 |
1,079.75 |
0.25 |
0.0% |
1,129.50 |
| Low |
1,062.75 |
1,066.50 |
3.75 |
0.4% |
1,062.75 |
| Close |
1,074.75 |
1,071.00 |
-3.75 |
-0.3% |
1,074.75 |
| Range |
16.75 |
13.25 |
-3.50 |
-20.9% |
66.75 |
| ATR |
24.16 |
23.38 |
-0.78 |
-3.2% |
0.00 |
| Volume |
2,551,855 |
2,454,671 |
-97,184 |
-3.8% |
10,867,825 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.25 |
1,104.75 |
1,078.25 |
|
| R3 |
1,099.00 |
1,091.50 |
1,074.75 |
|
| R2 |
1,085.75 |
1,085.75 |
1,073.50 |
|
| R1 |
1,078.25 |
1,078.25 |
1,072.25 |
1,075.50 |
| PP |
1,072.50 |
1,072.50 |
1,072.50 |
1,071.00 |
| S1 |
1,065.00 |
1,065.00 |
1,069.75 |
1,062.00 |
| S2 |
1,059.25 |
1,059.25 |
1,068.50 |
|
| S3 |
1,046.00 |
1,051.75 |
1,067.25 |
|
| S4 |
1,032.75 |
1,038.50 |
1,063.75 |
|
|
| 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 |
1,117.00 |
1,062.75 |
54.25 |
5.1% |
20.00 |
1.9% |
15% |
False |
False |
2,338,162 |
| 10 |
1,129.50 |
1,062.75 |
66.75 |
6.2% |
19.25 |
1.8% |
12% |
False |
False |
2,366,607 |
| 20 |
1,129.50 |
1,037.00 |
92.50 |
8.6% |
22.75 |
2.1% |
37% |
False |
False |
1,430,988 |
| 40 |
1,197.25 |
1,032.75 |
164.50 |
15.4% |
29.25 |
2.7% |
23% |
False |
False |
720,508 |
| 60 |
1,211.50 |
1,032.75 |
178.75 |
16.7% |
24.25 |
2.3% |
21% |
False |
False |
480,966 |
| 80 |
1,211.50 |
1,032.75 |
178.75 |
16.7% |
21.00 |
1.9% |
21% |
False |
False |
360,883 |
| 100 |
1,211.50 |
1,032.25 |
179.25 |
16.7% |
19.50 |
1.8% |
22% |
False |
False |
288,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,136.00 |
|
2.618 |
1,114.50 |
|
1.618 |
1,101.25 |
|
1.000 |
1,093.00 |
|
0.618 |
1,088.00 |
|
HIGH |
1,079.75 |
|
0.618 |
1,074.75 |
|
0.500 |
1,073.00 |
|
0.382 |
1,071.50 |
|
LOW |
1,066.50 |
|
0.618 |
1,058.25 |
|
1.000 |
1,053.25 |
|
1.618 |
1,045.00 |
|
2.618 |
1,031.75 |
|
4.250 |
1,010.25 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,073.00 |
1,077.00 |
| PP |
1,072.50 |
1,075.00 |
| S1 |
1,071.75 |
1,073.00 |
|