| 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 |
1,835.50 |
1,764.00 |
-71.50 |
-3.9% |
1,923.00 |
| High |
1,839.50 |
1,777.50 |
-62.00 |
-3.4% |
1,941.00 |
| Low |
1,748.00 |
1,733.00 |
-15.00 |
-0.9% |
1,827.25 |
| Close |
1,763.50 |
1,738.00 |
-25.50 |
-1.4% |
1,839.25 |
| Range |
91.50 |
44.50 |
-47.00 |
-51.4% |
113.75 |
| ATR |
46.59 |
46.44 |
-0.15 |
-0.3% |
0.00 |
| Volume |
280,729 |
477,966 |
197,237 |
70.3% |
1,572,015 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,883.00 |
1,855.00 |
1,762.50 |
|
| R3 |
1,838.50 |
1,810.50 |
1,750.25 |
|
| R2 |
1,794.00 |
1,794.00 |
1,746.25 |
|
| R1 |
1,766.00 |
1,766.00 |
1,742.00 |
1,757.75 |
| PP |
1,749.50 |
1,749.50 |
1,749.50 |
1,745.50 |
| S1 |
1,721.50 |
1,721.50 |
1,734.00 |
1,713.25 |
| S2 |
1,705.00 |
1,705.00 |
1,729.75 |
|
| S3 |
1,660.50 |
1,677.00 |
1,725.75 |
|
| S4 |
1,616.00 |
1,632.50 |
1,713.50 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.50 |
2,138.50 |
1,901.75 |
|
| R3 |
2,096.75 |
2,024.75 |
1,870.50 |
|
| R2 |
1,983.00 |
1,983.00 |
1,860.00 |
|
| R1 |
1,911.00 |
1,911.00 |
1,849.75 |
1,890.00 |
| PP |
1,869.25 |
1,869.25 |
1,869.25 |
1,858.75 |
| S1 |
1,797.25 |
1,797.25 |
1,828.75 |
1,776.50 |
| S2 |
1,755.50 |
1,755.50 |
1,818.50 |
|
| S3 |
1,641.75 |
1,683.50 |
1,808.00 |
|
| S4 |
1,528.00 |
1,569.75 |
1,776.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.25 |
1,733.00 |
142.25 |
8.2% |
46.75 |
2.7% |
4% |
False |
True |
348,786 |
| 10 |
1,941.00 |
1,733.00 |
208.00 |
12.0% |
40.75 |
2.4% |
2% |
False |
True |
335,689 |
| 20 |
1,941.00 |
1,733.00 |
208.00 |
12.0% |
44.00 |
2.5% |
2% |
False |
True |
227,790 |
| 40 |
1,980.00 |
1,730.75 |
249.25 |
14.3% |
55.75 |
3.2% |
3% |
False |
False |
114,135 |
| 60 |
2,056.00 |
1,730.75 |
325.25 |
18.7% |
47.00 |
2.7% |
2% |
False |
False |
76,154 |
| 80 |
2,056.00 |
1,730.75 |
325.25 |
18.7% |
39.50 |
2.3% |
2% |
False |
False |
57,125 |
| 100 |
2,056.00 |
1,730.75 |
325.25 |
18.7% |
31.75 |
1.8% |
2% |
False |
False |
45,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,966.50 |
|
2.618 |
1,894.00 |
|
1.618 |
1,849.50 |
|
1.000 |
1,822.00 |
|
0.618 |
1,805.00 |
|
HIGH |
1,777.50 |
|
0.618 |
1,760.50 |
|
0.500 |
1,755.25 |
|
0.382 |
1,750.00 |
|
LOW |
1,733.00 |
|
0.618 |
1,705.50 |
|
1.000 |
1,688.50 |
|
1.618 |
1,661.00 |
|
2.618 |
1,616.50 |
|
4.250 |
1,544.00 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,755.25 |
1,792.25 |
| PP |
1,749.50 |
1,774.25 |
| S1 |
1,743.75 |
1,756.00 |
|