| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
111.83 |
113.12 |
1.29 |
1.2% |
110.52 |
| High |
112.13 |
113.20 |
1.07 |
1.0% |
112.42 |
| Low |
111.37 |
110.79 |
-0.58 |
-0.5% |
109.40 |
| Close |
111.73 |
111.41 |
-0.32 |
-0.3% |
111.73 |
| Range |
0.76 |
2.41 |
1.65 |
217.1% |
3.02 |
| ATR |
2.30 |
2.31 |
0.01 |
0.3% |
0.00 |
| Volume |
173,821,764 |
212,870,284 |
39,048,520 |
22.5% |
1,097,666,651 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.03 |
117.63 |
112.74 |
|
| R3 |
116.62 |
115.22 |
112.07 |
|
| R2 |
114.21 |
114.21 |
111.85 |
|
| R1 |
112.81 |
112.81 |
111.63 |
112.31 |
| PP |
111.80 |
111.80 |
111.80 |
111.55 |
| S1 |
110.40 |
110.40 |
111.19 |
109.90 |
| S2 |
109.39 |
109.39 |
110.97 |
|
| S3 |
106.98 |
107.99 |
110.75 |
|
| S4 |
104.57 |
105.58 |
110.08 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.24 |
119.01 |
113.39 |
|
| R3 |
117.22 |
115.99 |
112.56 |
|
| R2 |
114.20 |
114.20 |
112.28 |
|
| R1 |
112.97 |
112.97 |
112.01 |
113.58 |
| PP |
111.18 |
111.18 |
111.18 |
111.49 |
| S1 |
109.95 |
109.95 |
111.45 |
110.56 |
| S2 |
108.16 |
108.16 |
111.18 |
|
| S3 |
105.14 |
106.93 |
110.90 |
|
| S4 |
102.12 |
103.91 |
110.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.20 |
110.09 |
3.11 |
2.8% |
1.54 |
1.4% |
42% |
True |
False |
220,711,680 |
| 10 |
113.20 |
104.65 |
8.55 |
7.7% |
1.84 |
1.7% |
79% |
True |
False |
246,760,608 |
| 20 |
113.20 |
104.38 |
8.82 |
7.9% |
2.11 |
1.9% |
80% |
True |
False |
274,163,674 |
| 40 |
122.12 |
104.38 |
17.74 |
15.9% |
2.43 |
2.2% |
40% |
False |
False |
313,157,652 |
| 60 |
122.12 |
104.38 |
17.74 |
15.9% |
2.01 |
1.8% |
40% |
False |
False |
265,271,647 |
| 80 |
122.12 |
104.38 |
17.74 |
15.9% |
1.77 |
1.6% |
40% |
False |
False |
241,733,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.44 |
|
2.618 |
119.51 |
|
1.618 |
117.10 |
|
1.000 |
115.61 |
|
0.618 |
114.69 |
|
HIGH |
113.20 |
|
0.618 |
112.28 |
|
0.500 |
112.00 |
|
0.382 |
111.71 |
|
LOW |
110.79 |
|
0.618 |
109.30 |
|
1.000 |
108.38 |
|
1.618 |
106.89 |
|
2.618 |
104.48 |
|
4.250 |
100.55 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
112.00 |
112.00 |
| PP |
111.80 |
111.80 |
| S1 |
111.61 |
111.61 |
|