| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,243.0 |
1,199.0 |
-44.0 |
-3.5% |
1,255.8 |
| High |
1,244.8 |
1,214.0 |
-30.8 |
-2.5% |
1,263.7 |
| Low |
1,196.0 |
1,198.8 |
2.8 |
0.2% |
1,196.0 |
| Close |
1,206.7 |
1,207.7 |
1.0 |
0.1% |
1,207.7 |
| Range |
48.8 |
15.2 |
-33.6 |
-68.9% |
67.7 |
| ATR |
22.4 |
21.9 |
-0.5 |
-2.3% |
0.0 |
| Volume |
110,717 |
257,842 |
147,125 |
132.9% |
754,666 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.4 |
1,245.3 |
1,216.1 |
|
| R3 |
1,237.2 |
1,230.1 |
1,211.9 |
|
| R2 |
1,222.0 |
1,222.0 |
1,210.5 |
|
| R1 |
1,214.9 |
1,214.9 |
1,209.1 |
1,218.5 |
| PP |
1,206.8 |
1,206.8 |
1,206.8 |
1,208.6 |
| S1 |
1,199.7 |
1,199.7 |
1,206.3 |
1,203.3 |
| S2 |
1,191.6 |
1,191.6 |
1,204.9 |
|
| S3 |
1,176.4 |
1,184.5 |
1,203.5 |
|
| S4 |
1,161.2 |
1,169.3 |
1,199.3 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.6 |
1,384.3 |
1,244.9 |
|
| R3 |
1,357.9 |
1,316.6 |
1,226.3 |
|
| R2 |
1,290.2 |
1,290.2 |
1,220.1 |
|
| R1 |
1,248.9 |
1,248.9 |
1,213.9 |
1,235.7 |
| PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,215.9 |
| S1 |
1,181.2 |
1,181.2 |
1,201.5 |
1,168.0 |
| S2 |
1,154.8 |
1,154.8 |
1,195.3 |
|
| S3 |
1,087.1 |
1,113.5 |
1,189.1 |
|
| S4 |
1,019.4 |
1,045.8 |
1,170.5 |
|
|
| 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% |
24.8 |
2.1% |
17% |
False |
False |
150,933 |
| 10 |
1,266.5 |
1,196.0 |
70.5 |
5.8% |
23.1 |
1.9% |
17% |
False |
False |
141,626 |
| 20 |
1,266.5 |
1,196.0 |
70.5 |
5.8% |
21.4 |
1.8% |
17% |
False |
False |
130,241 |
| 40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
21.7 |
1.8% |
40% |
False |
False |
94,758 |
| 60 |
1,266.5 |
1,125.9 |
140.6 |
11.6% |
20.1 |
1.7% |
58% |
False |
False |
64,355 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
14.8% |
18.7 |
1.5% |
67% |
False |
False |
48,655 |
| 100 |
1,266.5 |
1,066.0 |
200.5 |
16.6% |
18.7 |
1.5% |
71% |
False |
False |
39,286 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
17.9% |
18.4 |
1.5% |
73% |
False |
False |
32,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,278.6 |
|
2.618 |
1,253.8 |
|
1.618 |
1,238.6 |
|
1.000 |
1,229.2 |
|
0.618 |
1,223.4 |
|
HIGH |
1,214.0 |
|
0.618 |
1,208.2 |
|
0.500 |
1,206.4 |
|
0.382 |
1,204.6 |
|
LOW |
1,198.8 |
|
0.618 |
1,189.4 |
|
1.000 |
1,183.6 |
|
1.618 |
1,174.2 |
|
2.618 |
1,159.0 |
|
4.250 |
1,134.2 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.3 |
1,222.4 |
| PP |
1,206.8 |
1,217.5 |
| S1 |
1,206.4 |
1,212.6 |
|