| 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 |
2,552.0 |
2,520.0 |
-32.0 |
-1.3% |
2,775.0 |
| High |
2,594.0 |
2,558.0 |
-36.0 |
-1.4% |
2,795.0 |
| Low |
2,527.0 |
2,497.0 |
-30.0 |
-1.2% |
2,612.0 |
| Close |
2,568.0 |
2,516.0 |
-52.0 |
-2.0% |
2,627.0 |
| Range |
67.0 |
61.0 |
-6.0 |
-9.0% |
183.0 |
| ATR |
76.1 |
75.8 |
-0.4 |
-0.5% |
0.0 |
| Volume |
1,592,228 |
1,811,583 |
219,355 |
13.8% |
6,305,673 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.7 |
2,672.3 |
2,549.6 |
|
| R3 |
2,645.7 |
2,611.3 |
2,532.8 |
|
| R2 |
2,584.7 |
2,584.7 |
2,527.2 |
|
| R1 |
2,550.3 |
2,550.3 |
2,521.6 |
2,537.0 |
| PP |
2,523.7 |
2,523.7 |
2,523.7 |
2,517.0 |
| S1 |
2,489.3 |
2,489.3 |
2,510.4 |
2,476.0 |
| S2 |
2,462.7 |
2,462.7 |
2,504.8 |
|
| S3 |
2,401.7 |
2,428.3 |
2,499.2 |
|
| S4 |
2,340.7 |
2,367.3 |
2,482.5 |
|
|
| 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 |
2,677.0 |
2,497.0 |
180.0 |
7.2% |
66.6 |
2.6% |
11% |
False |
True |
1,514,295 |
| 10 |
2,795.0 |
2,497.0 |
298.0 |
11.8% |
65.4 |
2.6% |
6% |
False |
True |
1,387,589 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
13.2% |
68.9 |
2.7% |
16% |
False |
False |
933,172 |
| 40 |
2,795.0 |
2,419.0 |
376.0 |
14.9% |
79.5 |
3.2% |
26% |
False |
False |
468,464 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
76.6 |
3.0% |
28% |
False |
False |
312,873 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
66.0 |
2.6% |
28% |
False |
False |
236,338 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
58.0 |
2.3% |
28% |
False |
False |
189,177 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
54.4 |
2.2% |
28% |
False |
False |
157,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.3 |
|
2.618 |
2,717.7 |
|
1.618 |
2,656.7 |
|
1.000 |
2,619.0 |
|
0.618 |
2,595.7 |
|
HIGH |
2,558.0 |
|
0.618 |
2,534.7 |
|
0.500 |
2,527.5 |
|
0.382 |
2,520.3 |
|
LOW |
2,497.0 |
|
0.618 |
2,459.3 |
|
1.000 |
2,436.0 |
|
1.618 |
2,398.3 |
|
2.618 |
2,337.3 |
|
4.250 |
2,237.8 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,527.5 |
2,561.0 |
| PP |
2,523.7 |
2,546.0 |
| S1 |
2,519.8 |
2,531.0 |
|