| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,713.0 |
2,651.0 |
-62.0 |
-2.3% |
2,775.0 |
| High |
2,724.0 |
2,661.0 |
-63.0 |
-2.3% |
2,795.0 |
| Low |
2,631.0 |
2,612.0 |
-19.0 |
-0.7% |
2,612.0 |
| Close |
2,640.0 |
2,627.0 |
-13.0 |
-0.5% |
2,627.0 |
| Range |
93.0 |
49.0 |
-44.0 |
-47.3% |
183.0 |
| ATR |
75.3 |
73.4 |
-1.9 |
-2.5% |
0.0 |
| Volume |
1,571,370 |
1,277,309 |
-294,061 |
-18.7% |
6,305,673 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.3 |
2,752.7 |
2,654.0 |
|
| R3 |
2,731.3 |
2,703.7 |
2,640.5 |
|
| R2 |
2,682.3 |
2,682.3 |
2,636.0 |
|
| R1 |
2,654.7 |
2,654.7 |
2,631.5 |
2,644.0 |
| PP |
2,633.3 |
2,633.3 |
2,633.3 |
2,628.0 |
| S1 |
2,605.7 |
2,605.7 |
2,622.5 |
2,595.0 |
| S2 |
2,584.3 |
2,584.3 |
2,618.0 |
|
| S3 |
2,535.3 |
2,556.7 |
2,613.5 |
|
| S4 |
2,486.3 |
2,507.7 |
2,600.1 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.0 |
3,110.0 |
2,727.7 |
|
| R3 |
3,044.0 |
2,927.0 |
2,677.3 |
|
| R2 |
2,861.0 |
2,861.0 |
2,660.6 |
|
| R1 |
2,744.0 |
2,744.0 |
2,643.8 |
2,711.0 |
| PP |
2,678.0 |
2,678.0 |
2,678.0 |
2,661.5 |
| S1 |
2,561.0 |
2,561.0 |
2,610.2 |
2,528.0 |
| S2 |
2,495.0 |
2,495.0 |
2,593.5 |
|
| S3 |
2,312.0 |
2,378.0 |
2,576.7 |
|
| S4 |
2,129.0 |
2,195.0 |
2,526.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,612.0 |
183.0 |
7.0% |
66.8 |
2.5% |
8% |
False |
True |
1,261,134 |
| 10 |
2,795.0 |
2,612.0 |
183.0 |
7.0% |
59.3 |
2.3% |
8% |
False |
True |
1,167,767 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.6% |
66.9 |
2.5% |
49% |
False |
False |
619,889 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
16.9% |
86.1 |
3.3% |
62% |
False |
False |
311,254 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
74.3 |
2.8% |
46% |
False |
False |
208,009 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
64.0 |
2.4% |
46% |
False |
False |
157,707 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
57.3 |
2.2% |
46% |
False |
False |
126,257 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
23.6% |
52.9 |
2.0% |
45% |
False |
False |
105,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.3 |
|
2.618 |
2,789.3 |
|
1.618 |
2,740.3 |
|
1.000 |
2,710.0 |
|
0.618 |
2,691.3 |
|
HIGH |
2,661.0 |
|
0.618 |
2,642.3 |
|
0.500 |
2,636.5 |
|
0.382 |
2,630.7 |
|
LOW |
2,612.0 |
|
0.618 |
2,581.7 |
|
1.000 |
2,563.0 |
|
1.618 |
2,532.7 |
|
2.618 |
2,483.7 |
|
4.250 |
2,403.8 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.5 |
2,675.0 |
| PP |
2,633.3 |
2,659.0 |
| S1 |
2,630.2 |
2,643.0 |
|