| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
2,637.0 |
2,623.0 |
-14.0 |
-0.5% |
2,775.0 |
| High |
2,677.0 |
2,625.0 |
-52.0 |
-1.9% |
2,795.0 |
| Low |
2,613.0 |
2,533.0 |
-80.0 |
-3.1% |
2,612.0 |
| Close |
2,663.0 |
2,559.0 |
-104.0 |
-3.9% |
2,627.0 |
| Range |
64.0 |
92.0 |
28.0 |
43.8% |
183.0 |
| ATR |
72.7 |
76.8 |
4.1 |
5.6% |
0.0 |
| Volume |
1,100,181 |
1,790,175 |
689,994 |
62.7% |
6,305,673 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.3 |
2,795.7 |
2,609.6 |
|
| R3 |
2,756.3 |
2,703.7 |
2,584.3 |
|
| R2 |
2,664.3 |
2,664.3 |
2,575.9 |
|
| R1 |
2,611.7 |
2,611.7 |
2,567.4 |
2,592.0 |
| PP |
2,572.3 |
2,572.3 |
2,572.3 |
2,562.5 |
| S1 |
2,519.7 |
2,519.7 |
2,550.6 |
2,500.0 |
| S2 |
2,480.3 |
2,480.3 |
2,542.1 |
|
| S3 |
2,388.3 |
2,427.7 |
2,533.7 |
|
| S4 |
2,296.3 |
2,335.7 |
2,508.4 |
|
|
| 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 |
2,738.0 |
2,533.0 |
205.0 |
8.0% |
70.0 |
2.7% |
13% |
False |
True |
1,400,810 |
| 10 |
2,795.0 |
2,533.0 |
262.0 |
10.2% |
62.1 |
2.4% |
10% |
False |
True |
1,308,721 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
13.0% |
69.6 |
2.7% |
29% |
False |
False |
763,419 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
17.4% |
85.5 |
3.3% |
47% |
False |
False |
383,461 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.5% |
75.7 |
3.0% |
35% |
False |
False |
256,167 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.5% |
65.0 |
2.5% |
35% |
False |
False |
193,822 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.5% |
57.3 |
2.2% |
35% |
False |
False |
155,150 |
| 120 |
2,970.0 |
2,350.0 |
620.0 |
24.2% |
54.0 |
2.1% |
34% |
False |
False |
129,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.0 |
|
2.618 |
2,865.9 |
|
1.618 |
2,773.9 |
|
1.000 |
2,717.0 |
|
0.618 |
2,681.9 |
|
HIGH |
2,625.0 |
|
0.618 |
2,589.9 |
|
0.500 |
2,579.0 |
|
0.382 |
2,568.1 |
|
LOW |
2,533.0 |
|
0.618 |
2,476.1 |
|
1.000 |
2,441.0 |
|
1.618 |
2,384.1 |
|
2.618 |
2,292.1 |
|
4.250 |
2,142.0 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.0 |
2,605.0 |
| PP |
2,572.3 |
2,589.7 |
| S1 |
2,565.7 |
2,574.3 |
|