| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,074.25 |
1,070.50 |
-3.75 |
-0.3% |
1,116.00 |
| High |
1,079.75 |
1,074.75 |
-5.00 |
-0.5% |
1,129.50 |
| Low |
1,066.50 |
1,030.25 |
-36.25 |
-3.4% |
1,062.75 |
| Close |
1,071.00 |
1,035.25 |
-35.75 |
-3.3% |
1,074.75 |
| Range |
13.25 |
44.50 |
31.25 |
235.8% |
66.75 |
| ATR |
23.38 |
24.89 |
1.51 |
6.5% |
0.00 |
| Volume |
2,454,671 |
1,686,899 |
-767,772 |
-31.3% |
10,867,825 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.25 |
1,152.25 |
1,059.75 |
|
| R3 |
1,135.75 |
1,107.75 |
1,047.50 |
|
| R2 |
1,091.25 |
1,091.25 |
1,043.50 |
|
| R1 |
1,063.25 |
1,063.25 |
1,039.25 |
1,055.00 |
| PP |
1,046.75 |
1,046.75 |
1,046.75 |
1,042.50 |
| S1 |
1,018.75 |
1,018.75 |
1,031.25 |
1,010.50 |
| S2 |
1,002.25 |
1,002.25 |
1,027.00 |
|
| S3 |
957.75 |
974.25 |
1,023.00 |
|
| S4 |
913.25 |
929.75 |
1,010.75 |
|
|
| 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 |
1,097.75 |
1,030.25 |
67.50 |
6.5% |
23.25 |
2.3% |
7% |
False |
True |
2,243,126 |
| 10 |
1,129.50 |
1,030.25 |
99.25 |
9.6% |
21.00 |
2.0% |
5% |
False |
True |
2,294,113 |
| 20 |
1,129.50 |
1,030.25 |
99.25 |
9.6% |
23.75 |
2.3% |
5% |
False |
True |
1,514,276 |
| 40 |
1,194.75 |
1,030.25 |
164.50 |
15.9% |
30.00 |
2.9% |
3% |
False |
True |
762,594 |
| 60 |
1,211.50 |
1,030.25 |
181.25 |
17.5% |
25.00 |
2.4% |
3% |
False |
True |
509,075 |
| 80 |
1,211.50 |
1,030.25 |
181.25 |
17.5% |
21.50 |
2.1% |
3% |
False |
True |
381,967 |
| 100 |
1,211.50 |
1,030.25 |
181.25 |
17.5% |
19.50 |
1.9% |
3% |
False |
True |
305,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,264.00 |
|
2.618 |
1,191.25 |
|
1.618 |
1,146.75 |
|
1.000 |
1,119.25 |
|
0.618 |
1,102.25 |
|
HIGH |
1,074.75 |
|
0.618 |
1,057.75 |
|
0.500 |
1,052.50 |
|
0.382 |
1,047.25 |
|
LOW |
1,030.25 |
|
0.618 |
1,002.75 |
|
1.000 |
985.75 |
|
1.618 |
958.25 |
|
2.618 |
913.75 |
|
4.250 |
841.00 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.50 |
1,055.00 |
| PP |
1,046.75 |
1,048.50 |
| S1 |
1,041.00 |
1,041.75 |
|