| 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 |
1,066.50 |
1,071.75 |
5.25 |
0.5% |
1,115.00 |
| High |
1,075.00 |
1,075.00 |
0.00 |
0.0% |
1,125.00 |
| Low |
1,059.00 |
1,062.50 |
3.50 |
0.3% |
1,059.00 |
| Close |
1,070.50 |
1,066.50 |
-4.00 |
-0.4% |
1,070.50 |
| Range |
16.00 |
12.50 |
-3.50 |
-21.9% |
66.00 |
| ATR |
22.91 |
22.16 |
-0.74 |
-3.2% |
0.00 |
| Volume |
1,462 |
1,490 |
28 |
1.9% |
5,014 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,105.50 |
1,098.50 |
1,073.50 |
|
| R3 |
1,093.00 |
1,086.00 |
1,070.00 |
|
| R2 |
1,080.50 |
1,080.50 |
1,068.75 |
|
| R1 |
1,073.50 |
1,073.50 |
1,067.75 |
1,070.75 |
| PP |
1,068.00 |
1,068.00 |
1,068.00 |
1,066.50 |
| S1 |
1,061.00 |
1,061.00 |
1,065.25 |
1,058.25 |
| S2 |
1,055.50 |
1,055.50 |
1,064.25 |
|
| S3 |
1,043.00 |
1,048.50 |
1,063.00 |
|
| S4 |
1,030.50 |
1,036.00 |
1,059.50 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.75 |
1,242.75 |
1,106.75 |
|
| R3 |
1,216.75 |
1,176.75 |
1,088.75 |
|
| R2 |
1,150.75 |
1,150.75 |
1,082.50 |
|
| R1 |
1,110.75 |
1,110.75 |
1,076.50 |
1,097.75 |
| PP |
1,084.75 |
1,084.75 |
1,084.75 |
1,078.50 |
| S1 |
1,044.75 |
1,044.75 |
1,064.50 |
1,031.75 |
| S2 |
1,018.75 |
1,018.75 |
1,058.50 |
|
| S3 |
952.75 |
978.75 |
1,052.25 |
|
| S4 |
886.75 |
912.75 |
1,034.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,112.50 |
1,059.00 |
53.50 |
5.0% |
19.25 |
1.8% |
14% |
False |
False |
1,259 |
| 10 |
1,125.00 |
1,059.00 |
66.00 |
6.2% |
18.50 |
1.7% |
11% |
False |
False |
859 |
| 20 |
1,125.00 |
1,033.25 |
91.75 |
8.6% |
21.75 |
2.0% |
36% |
False |
False |
463 |
| 40 |
1,192.25 |
1,029.25 |
163.00 |
15.3% |
27.00 |
2.5% |
23% |
False |
False |
295 |
| 60 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
22.75 |
2.1% |
21% |
False |
False |
227 |
| 80 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
19.00 |
1.8% |
21% |
False |
False |
193 |
| 100 |
1,208.00 |
1,029.25 |
178.75 |
16.8% |
16.00 |
1.5% |
21% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,128.00 |
|
2.618 |
1,107.75 |
|
1.618 |
1,095.25 |
|
1.000 |
1,087.50 |
|
0.618 |
1,082.75 |
|
HIGH |
1,075.00 |
|
0.618 |
1,070.25 |
|
0.500 |
1,068.75 |
|
0.382 |
1,067.25 |
|
LOW |
1,062.50 |
|
0.618 |
1,054.75 |
|
1.000 |
1,050.00 |
|
1.618 |
1,042.25 |
|
2.618 |
1,029.75 |
|
4.250 |
1,009.50 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,068.75 |
1,072.75 |
| PP |
1,068.00 |
1,070.75 |
| S1 |
1,067.25 |
1,068.50 |
|