| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,241.6 |
1,243.0 |
1.4 |
0.1% |
1,261.2 |
| High |
1,248.8 |
1,244.8 |
-4.0 |
-0.3% |
1,266.5 |
| Low |
1,235.1 |
1,196.0 |
-39.1 |
-3.2% |
1,225.2 |
| Close |
1,245.9 |
1,206.7 |
-39.2 |
-3.1% |
1,256.2 |
| Range |
13.7 |
48.8 |
35.1 |
256.2% |
41.3 |
| ATR |
20.3 |
22.4 |
2.1 |
10.4% |
0.0 |
| Volume |
148,822 |
110,717 |
-38,105 |
-25.6% |
661,597 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.2 |
1,333.3 |
1,233.5 |
|
| R3 |
1,313.4 |
1,284.5 |
1,220.1 |
|
| R2 |
1,264.6 |
1,264.6 |
1,215.6 |
|
| R1 |
1,235.7 |
1,235.7 |
1,211.2 |
1,225.8 |
| PP |
1,215.8 |
1,215.8 |
1,215.8 |
1,210.9 |
| S1 |
1,186.9 |
1,186.9 |
1,202.2 |
1,177.0 |
| S2 |
1,167.0 |
1,167.0 |
1,197.8 |
|
| S3 |
1,118.2 |
1,138.1 |
1,193.3 |
|
| S4 |
1,069.4 |
1,089.3 |
1,179.9 |
|
|
| 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 |
1,196.0 |
67.7 |
5.6% |
25.3 |
2.1% |
16% |
False |
True |
125,370 |
| 10 |
1,266.5 |
1,196.0 |
70.5 |
5.8% |
23.7 |
2.0% |
15% |
False |
True |
129,850 |
| 20 |
1,266.5 |
1,196.0 |
70.5 |
5.8% |
21.8 |
1.8% |
15% |
False |
True |
123,120 |
| 40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
22.5 |
1.9% |
39% |
False |
False |
88,581 |
| 60 |
1,266.5 |
1,125.9 |
140.6 |
11.7% |
20.0 |
1.7% |
57% |
False |
False |
60,076 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
18.8 |
1.6% |
67% |
False |
False |
45,471 |
| 100 |
1,266.5 |
1,066.0 |
200.5 |
16.6% |
18.7 |
1.6% |
70% |
False |
False |
36,730 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
17.9% |
18.4 |
1.5% |
72% |
False |
False |
30,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,452.2 |
|
2.618 |
1,372.6 |
|
1.618 |
1,323.8 |
|
1.000 |
1,293.6 |
|
0.618 |
1,275.0 |
|
HIGH |
1,244.8 |
|
0.618 |
1,226.2 |
|
0.500 |
1,220.4 |
|
0.382 |
1,214.6 |
|
LOW |
1,196.0 |
|
0.618 |
1,165.8 |
|
1.000 |
1,147.2 |
|
1.618 |
1,117.0 |
|
2.618 |
1,068.2 |
|
4.250 |
988.6 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,220.4 |
1,222.4 |
| PP |
1,215.8 |
1,217.2 |
| S1 |
1,211.3 |
1,211.9 |
|