| 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 |
107.74 |
108.03 |
0.29 |
0.3% |
113.12 |
| High |
108.42 |
108.32 |
-0.10 |
-0.1% |
113.20 |
| Low |
106.77 |
107.14 |
0.37 |
0.3% |
106.77 |
| Close |
107.87 |
107.53 |
-0.34 |
-0.3% |
107.87 |
| Range |
1.65 |
1.18 |
-0.47 |
-28.5% |
6.43 |
| ATR |
2.21 |
2.14 |
-0.07 |
-3.3% |
0.00 |
| Volume |
237,712,817 |
168,917,008 |
-68,795,809 |
-28.9% |
1,212,480,697 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.20 |
110.55 |
108.18 |
|
| R3 |
110.02 |
109.37 |
107.85 |
|
| R2 |
108.84 |
108.84 |
107.75 |
|
| R1 |
108.19 |
108.19 |
107.64 |
107.93 |
| PP |
107.66 |
107.66 |
107.66 |
107.53 |
| S1 |
107.01 |
107.01 |
107.42 |
106.75 |
| S2 |
106.48 |
106.48 |
107.31 |
|
| S3 |
105.30 |
105.83 |
107.21 |
|
| S4 |
104.12 |
104.65 |
106.88 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.57 |
124.65 |
111.40 |
|
| R3 |
122.14 |
118.22 |
109.64 |
|
| R2 |
115.71 |
115.71 |
109.05 |
|
| R1 |
111.79 |
111.79 |
108.46 |
110.53 |
| PP |
109.28 |
109.28 |
109.28 |
108.65 |
| S1 |
105.36 |
105.36 |
107.28 |
104.10 |
| S2 |
102.85 |
102.85 |
106.69 |
|
| S3 |
96.42 |
98.93 |
106.10 |
|
| S4 |
89.99 |
92.50 |
104.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.90 |
106.77 |
5.13 |
4.8% |
1.71 |
1.6% |
15% |
False |
False |
233,705,484 |
| 10 |
113.20 |
106.77 |
6.43 |
6.0% |
1.62 |
1.5% |
12% |
False |
False |
227,208,582 |
| 20 |
113.20 |
104.65 |
8.55 |
8.0% |
1.95 |
1.8% |
34% |
False |
False |
251,996,439 |
| 40 |
120.68 |
104.38 |
16.30 |
15.2% |
2.43 |
2.3% |
19% |
False |
False |
310,797,556 |
| 60 |
122.12 |
104.38 |
17.74 |
16.5% |
2.07 |
1.9% |
18% |
False |
False |
271,284,441 |
| 80 |
122.12 |
104.38 |
17.74 |
16.5% |
1.82 |
1.7% |
18% |
False |
False |
246,740,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.34 |
|
2.618 |
111.41 |
|
1.618 |
110.23 |
|
1.000 |
109.50 |
|
0.618 |
109.05 |
|
HIGH |
108.32 |
|
0.618 |
107.87 |
|
0.500 |
107.73 |
|
0.382 |
107.59 |
|
LOW |
107.14 |
|
0.618 |
106.41 |
|
1.000 |
105.96 |
|
1.618 |
105.23 |
|
2.618 |
104.05 |
|
4.250 |
102.13 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
107.73 |
107.80 |
| PP |
107.66 |
107.71 |
| S1 |
107.60 |
107.62 |
|