| 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 |
108.03 |
106.02 |
-2.01 |
-1.9% |
113.12 |
| High |
108.32 |
106.07 |
-2.25 |
-2.1% |
113.20 |
| Low |
107.14 |
103.55 |
-3.59 |
-3.4% |
106.77 |
| Close |
107.53 |
104.21 |
-3.32 |
-3.1% |
107.87 |
| Range |
1.18 |
2.52 |
1.34 |
113.6% |
6.43 |
| ATR |
2.14 |
2.27 |
0.13 |
6.2% |
0.00 |
| Volume |
168,917,008 |
373,324,870 |
204,407,862 |
121.0% |
1,212,480,697 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.17 |
110.71 |
105.60 |
|
| R3 |
109.65 |
108.19 |
104.90 |
|
| R2 |
107.13 |
107.13 |
104.67 |
|
| R1 |
105.67 |
105.67 |
104.44 |
105.14 |
| PP |
104.61 |
104.61 |
104.61 |
104.35 |
| S1 |
103.15 |
103.15 |
103.98 |
102.62 |
| S2 |
102.09 |
102.09 |
103.75 |
|
| S3 |
99.57 |
100.63 |
103.52 |
|
| S4 |
97.05 |
98.11 |
102.82 |
|
|
| 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 |
110.03 |
103.55 |
6.48 |
6.2% |
1.72 |
1.6% |
10% |
False |
True |
260,557,829 |
| 10 |
113.20 |
103.55 |
9.65 |
9.3% |
1.68 |
1.6% |
7% |
False |
True |
240,774,102 |
| 20 |
113.20 |
103.55 |
9.65 |
9.3% |
1.94 |
1.9% |
7% |
False |
True |
256,790,670 |
| 40 |
119.03 |
103.55 |
15.48 |
14.9% |
2.46 |
2.4% |
4% |
False |
True |
315,563,639 |
| 60 |
122.12 |
103.55 |
18.57 |
17.8% |
2.09 |
2.0% |
4% |
False |
True |
275,746,160 |
| 80 |
122.12 |
103.55 |
18.57 |
17.8% |
1.84 |
1.8% |
4% |
False |
True |
249,206,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.78 |
|
2.618 |
112.67 |
|
1.618 |
110.15 |
|
1.000 |
108.59 |
|
0.618 |
107.63 |
|
HIGH |
106.07 |
|
0.618 |
105.11 |
|
0.500 |
104.81 |
|
0.382 |
104.51 |
|
LOW |
103.55 |
|
0.618 |
101.99 |
|
1.000 |
101.03 |
|
1.618 |
99.47 |
|
2.618 |
96.95 |
|
4.250 |
92.84 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
104.81 |
105.99 |
| PP |
104.61 |
105.39 |
| S1 |
104.41 |
104.80 |
|