| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,020.25 |
1,017.75 |
-2.50 |
-0.2% |
1,071.75 |
| High |
1,024.75 |
1,027.50 |
2.75 |
0.3% |
1,075.00 |
| Low |
1,001.75 |
1,006.50 |
4.75 |
0.5% |
1,001.75 |
| Close |
1,017.25 |
1,009.75 |
-7.50 |
-0.7% |
1,009.75 |
| Range |
23.00 |
21.00 |
-2.00 |
-8.7% |
73.25 |
| ATR |
23.47 |
23.30 |
-0.18 |
-0.8% |
0.00 |
| Volume |
2,184 |
1,986 |
-198 |
-9.1% |
11,594 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,077.50 |
1,064.75 |
1,021.25 |
|
| R3 |
1,056.50 |
1,043.75 |
1,015.50 |
|
| R2 |
1,035.50 |
1,035.50 |
1,013.50 |
|
| R1 |
1,022.75 |
1,022.75 |
1,011.75 |
1,018.50 |
| PP |
1,014.50 |
1,014.50 |
1,014.50 |
1,012.50 |
| S1 |
1,001.75 |
1,001.75 |
1,007.75 |
997.50 |
| S2 |
993.50 |
993.50 |
1,006.00 |
|
| S3 |
972.50 |
980.75 |
1,004.00 |
|
| S4 |
951.50 |
959.75 |
998.25 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.50 |
1,202.50 |
1,050.00 |
|
| R3 |
1,175.25 |
1,129.25 |
1,030.00 |
|
| R2 |
1,102.00 |
1,102.00 |
1,023.25 |
|
| R1 |
1,056.00 |
1,056.00 |
1,016.50 |
1,042.50 |
| PP |
1,028.75 |
1,028.75 |
1,028.75 |
1,022.00 |
| S1 |
982.75 |
982.75 |
1,003.00 |
969.00 |
| S2 |
955.50 |
955.50 |
996.25 |
|
| S3 |
882.25 |
909.50 |
989.50 |
|
| S4 |
809.00 |
836.25 |
969.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,075.00 |
1,001.75 |
73.25 |
7.3% |
24.25 |
2.4% |
11% |
False |
False |
2,318 |
| 10 |
1,125.00 |
1,001.75 |
123.25 |
12.2% |
23.00 |
2.3% |
6% |
False |
False |
1,660 |
| 20 |
1,125.00 |
1,001.75 |
123.25 |
12.2% |
21.50 |
2.1% |
6% |
False |
False |
960 |
| 40 |
1,164.75 |
1,001.75 |
163.00 |
16.1% |
26.00 |
2.6% |
5% |
False |
False |
538 |
| 60 |
1,208.00 |
1,001.75 |
206.25 |
20.4% |
24.00 |
2.4% |
4% |
False |
False |
395 |
| 80 |
1,208.00 |
1,001.75 |
206.25 |
20.4% |
20.25 |
2.0% |
4% |
False |
False |
307 |
| 100 |
1,208.00 |
1,001.75 |
206.25 |
20.4% |
17.00 |
1.7% |
4% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,116.75 |
|
2.618 |
1,082.50 |
|
1.618 |
1,061.50 |
|
1.000 |
1,048.50 |
|
0.618 |
1,040.50 |
|
HIGH |
1,027.50 |
|
0.618 |
1,019.50 |
|
0.500 |
1,017.00 |
|
0.382 |
1,014.50 |
|
LOW |
1,006.50 |
|
0.618 |
993.50 |
|
1.000 |
985.50 |
|
1.618 |
972.50 |
|
2.618 |
951.50 |
|
4.250 |
917.25 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,017.00 |
1,020.50 |
| PP |
1,014.50 |
1,017.00 |
| S1 |
1,012.25 |
1,013.50 |
|