| 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 |
1,244.5 |
1,255.8 |
11.3 |
0.9% |
1,261.2 |
| High |
1,259.5 |
1,263.7 |
4.2 |
0.3% |
1,266.5 |
| Low |
1,241.6 |
1,235.9 |
-5.7 |
-0.5% |
1,225.2 |
| Close |
1,256.2 |
1,238.6 |
-17.6 |
-1.4% |
1,256.2 |
| Range |
17.9 |
27.8 |
9.9 |
55.3% |
41.3 |
| ATR |
20.4 |
21.0 |
0.5 |
2.6% |
0.0 |
| Volume |
130,027 |
91,013 |
-39,014 |
-30.0% |
661,597 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.5 |
1,311.8 |
1,253.9 |
|
| R3 |
1,301.7 |
1,284.0 |
1,246.2 |
|
| R2 |
1,273.9 |
1,273.9 |
1,243.7 |
|
| R1 |
1,256.2 |
1,256.2 |
1,241.1 |
1,251.2 |
| PP |
1,246.1 |
1,246.1 |
1,246.1 |
1,243.5 |
| S1 |
1,228.4 |
1,228.4 |
1,236.1 |
1,223.4 |
| S2 |
1,218.3 |
1,218.3 |
1,233.5 |
|
| S3 |
1,190.5 |
1,200.6 |
1,231.0 |
|
| S4 |
1,162.7 |
1,172.8 |
1,223.3 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.2 |
1,356.0 |
1,278.9 |
|
| R3 |
1,331.9 |
1,314.7 |
1,267.6 |
|
| R2 |
1,290.6 |
1,290.6 |
1,263.8 |
|
| R1 |
1,273.4 |
1,273.4 |
1,260.0 |
1,261.4 |
| PP |
1,249.3 |
1,249.3 |
1,249.3 |
1,243.3 |
| S1 |
1,232.1 |
1,232.1 |
1,252.4 |
1,220.1 |
| S2 |
1,208.0 |
1,208.0 |
1,248.6 |
|
| S3 |
1,166.7 |
1,190.8 |
1,244.8 |
|
| S4 |
1,125.4 |
1,149.5 |
1,233.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,263.7 |
1,225.2 |
38.5 |
3.1% |
20.1 |
1.6% |
35% |
True |
False |
127,437 |
| 10 |
1,266.5 |
1,221.1 |
45.4 |
3.7% |
20.6 |
1.7% |
39% |
False |
False |
117,799 |
| 20 |
1,266.5 |
1,198.1 |
68.4 |
5.5% |
20.7 |
1.7% |
59% |
False |
False |
117,512 |
| 40 |
1,266.5 |
1,157.6 |
108.9 |
8.8% |
21.9 |
1.8% |
74% |
False |
False |
78,770 |
| 60 |
1,266.5 |
1,123.8 |
142.7 |
11.5% |
19.5 |
1.6% |
80% |
False |
False |
53,380 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
14.4% |
18.4 |
1.5% |
84% |
False |
False |
40,519 |
| 100 |
1,266.5 |
1,050.0 |
216.5 |
17.5% |
18.6 |
1.5% |
87% |
False |
False |
32,710 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
17.5% |
18.1 |
1.5% |
87% |
False |
False |
27,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,381.9 |
|
2.618 |
1,336.5 |
|
1.618 |
1,308.7 |
|
1.000 |
1,291.5 |
|
0.618 |
1,280.9 |
|
HIGH |
1,263.7 |
|
0.618 |
1,253.1 |
|
0.500 |
1,249.8 |
|
0.382 |
1,246.5 |
|
LOW |
1,235.9 |
|
0.618 |
1,218.7 |
|
1.000 |
1,208.1 |
|
1.618 |
1,190.9 |
|
2.618 |
1,163.1 |
|
4.250 |
1,117.8 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.8 |
1,245.9 |
| PP |
1,246.1 |
1,243.4 |
| S1 |
1,242.3 |
1,241.0 |
|