| 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 |
2,623.0 |
2,552.0 |
-71.0 |
-2.7% |
2,775.0 |
| High |
2,625.0 |
2,594.0 |
-31.0 |
-1.2% |
2,795.0 |
| Low |
2,533.0 |
2,527.0 |
-6.0 |
-0.2% |
2,612.0 |
| Close |
2,559.0 |
2,568.0 |
9.0 |
0.4% |
2,627.0 |
| Range |
92.0 |
67.0 |
-25.0 |
-27.2% |
183.0 |
| ATR |
76.8 |
76.1 |
-0.7 |
-0.9% |
0.0 |
| Volume |
1,790,175 |
1,592,228 |
-197,947 |
-11.1% |
6,305,673 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,764.0 |
2,733.0 |
2,604.9 |
|
| R3 |
2,697.0 |
2,666.0 |
2,586.4 |
|
| R2 |
2,630.0 |
2,630.0 |
2,580.3 |
|
| R1 |
2,599.0 |
2,599.0 |
2,574.1 |
2,614.5 |
| PP |
2,563.0 |
2,563.0 |
2,563.0 |
2,570.8 |
| S1 |
2,532.0 |
2,532.0 |
2,561.9 |
2,547.5 |
| S2 |
2,496.0 |
2,496.0 |
2,555.7 |
|
| S3 |
2,429.0 |
2,465.0 |
2,549.6 |
|
| S4 |
2,362.0 |
2,398.0 |
2,531.2 |
|
|
| 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 |
2,724.0 |
2,527.0 |
197.0 |
7.7% |
73.0 |
2.8% |
21% |
False |
True |
1,466,252 |
| 10 |
2,795.0 |
2,527.0 |
268.0 |
10.4% |
63.4 |
2.5% |
15% |
False |
True |
1,331,637 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.9% |
68.6 |
2.7% |
32% |
False |
False |
842,783 |
| 40 |
2,795.0 |
2,350.0 |
445.0 |
17.3% |
85.5 |
3.3% |
49% |
False |
False |
423,247 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
76.3 |
3.0% |
36% |
False |
False |
282,699 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
65.6 |
2.6% |
36% |
False |
False |
213,713 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
58.0 |
2.3% |
36% |
False |
False |
171,064 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
54.3 |
2.1% |
36% |
False |
False |
142,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,878.8 |
|
2.618 |
2,769.4 |
|
1.618 |
2,702.4 |
|
1.000 |
2,661.0 |
|
0.618 |
2,635.4 |
|
HIGH |
2,594.0 |
|
0.618 |
2,568.4 |
|
0.500 |
2,560.5 |
|
0.382 |
2,552.6 |
|
LOW |
2,527.0 |
|
0.618 |
2,485.6 |
|
1.000 |
2,460.0 |
|
1.618 |
2,418.6 |
|
2.618 |
2,351.6 |
|
4.250 |
2,242.3 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.5 |
2,602.0 |
| PP |
2,563.0 |
2,590.7 |
| S1 |
2,560.5 |
2,579.3 |
|