| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
1,239.0 |
1,241.6 |
2.6 |
0.2% |
1,261.2 |
| High |
1,246.0 |
1,248.8 |
2.8 |
0.2% |
1,266.5 |
| Low |
1,227.6 |
1,235.1 |
7.5 |
0.6% |
1,225.2 |
| Close |
1,242.4 |
1,245.9 |
3.5 |
0.3% |
1,256.2 |
| Range |
18.4 |
13.7 |
-4.7 |
-25.5% |
41.3 |
| ATR |
20.8 |
20.3 |
-0.5 |
-2.4% |
0.0 |
| Volume |
146,272 |
148,822 |
2,550 |
1.7% |
661,597 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.4 |
1,278.8 |
1,253.4 |
|
| R3 |
1,270.7 |
1,265.1 |
1,249.7 |
|
| R2 |
1,257.0 |
1,257.0 |
1,248.4 |
|
| R1 |
1,251.4 |
1,251.4 |
1,247.2 |
1,254.2 |
| PP |
1,243.3 |
1,243.3 |
1,243.3 |
1,244.7 |
| S1 |
1,237.7 |
1,237.7 |
1,244.6 |
1,240.5 |
| S2 |
1,229.6 |
1,229.6 |
1,243.4 |
|
| S3 |
1,215.9 |
1,224.0 |
1,242.1 |
|
| S4 |
1,202.2 |
1,210.3 |
1,238.4 |
|
|
| 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 |
1,227.6 |
36.1 |
2.9% |
19.9 |
1.6% |
51% |
False |
False |
130,993 |
| 10 |
1,266.5 |
1,225.2 |
41.3 |
3.3% |
21.0 |
1.7% |
50% |
False |
False |
127,145 |
| 20 |
1,266.5 |
1,198.1 |
68.4 |
5.5% |
20.6 |
1.7% |
70% |
False |
False |
122,097 |
| 40 |
1,266.5 |
1,157.6 |
108.9 |
8.7% |
21.8 |
1.7% |
81% |
False |
False |
85,979 |
| 60 |
1,266.5 |
1,125.9 |
140.6 |
11.3% |
19.6 |
1.6% |
85% |
False |
False |
58,274 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
14.3% |
18.4 |
1.5% |
88% |
False |
False |
44,145 |
| 100 |
1,266.5 |
1,066.0 |
200.5 |
16.1% |
18.2 |
1.5% |
90% |
False |
False |
35,634 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
17.4% |
18.2 |
1.5% |
90% |
False |
False |
29,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.0 |
|
2.618 |
1,284.7 |
|
1.618 |
1,271.0 |
|
1.000 |
1,262.5 |
|
0.618 |
1,257.3 |
|
HIGH |
1,248.8 |
|
0.618 |
1,243.6 |
|
0.500 |
1,242.0 |
|
0.382 |
1,240.3 |
|
LOW |
1,235.1 |
|
0.618 |
1,226.6 |
|
1.000 |
1,221.4 |
|
1.618 |
1,212.9 |
|
2.618 |
1,199.2 |
|
4.250 |
1,176.9 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,244.6 |
1,245.8 |
| PP |
1,243.3 |
1,245.7 |
| S1 |
1,242.0 |
1,245.7 |
|