| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
111.41 |
109.64 |
-1.77 |
-1.6% |
110.52 |
| High |
111.90 |
110.03 |
-1.87 |
-1.7% |
112.42 |
| Low |
109.41 |
108.48 |
-0.93 |
-0.9% |
109.40 |
| Close |
109.57 |
109.23 |
-0.34 |
-0.3% |
111.73 |
| Range |
2.49 |
1.55 |
-0.94 |
-37.8% |
3.02 |
| ATR |
2.32 |
2.27 |
-0.06 |
-2.4% |
0.00 |
| Volume |
239,063,142 |
254,532,725 |
15,469,583 |
6.5% |
1,097,666,651 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.90 |
113.11 |
110.08 |
|
| R3 |
112.35 |
111.56 |
109.66 |
|
| R2 |
110.80 |
110.80 |
109.51 |
|
| R1 |
110.01 |
110.01 |
109.37 |
109.63 |
| PP |
109.25 |
109.25 |
109.25 |
109.06 |
| S1 |
108.46 |
108.46 |
109.09 |
108.08 |
| S2 |
107.70 |
107.70 |
108.95 |
|
| S3 |
106.15 |
106.91 |
108.80 |
|
| S4 |
104.60 |
105.36 |
108.38 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.24 |
119.01 |
113.39 |
|
| R3 |
117.22 |
115.99 |
112.56 |
|
| R2 |
114.20 |
114.20 |
112.28 |
|
| R1 |
112.97 |
112.97 |
112.01 |
113.58 |
| PP |
111.18 |
111.18 |
111.18 |
111.49 |
| S1 |
109.95 |
109.95 |
111.45 |
110.56 |
| S2 |
108.16 |
108.16 |
111.18 |
|
| S3 |
105.14 |
106.93 |
110.90 |
|
| S4 |
102.12 |
103.91 |
110.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.20 |
108.48 |
4.72 |
4.3% |
1.70 |
1.6% |
16% |
False |
True |
228,672,093 |
| 10 |
113.20 |
106.77 |
6.43 |
5.9% |
1.76 |
1.6% |
38% |
False |
False |
233,590,588 |
| 20 |
113.20 |
104.65 |
8.55 |
7.8% |
2.05 |
1.9% |
54% |
False |
False |
265,595,383 |
| 40 |
121.11 |
104.38 |
16.73 |
15.3% |
2.43 |
2.2% |
29% |
False |
False |
313,024,509 |
| 60 |
122.12 |
104.38 |
17.74 |
16.2% |
2.04 |
1.9% |
27% |
False |
False |
267,830,602 |
| 80 |
122.12 |
104.38 |
17.74 |
16.2% |
1.79 |
1.6% |
27% |
False |
False |
243,891,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.62 |
|
2.618 |
114.09 |
|
1.618 |
112.54 |
|
1.000 |
111.58 |
|
0.618 |
110.99 |
|
HIGH |
110.03 |
|
0.618 |
109.44 |
|
0.500 |
109.26 |
|
0.382 |
109.07 |
|
LOW |
108.48 |
|
0.618 |
107.52 |
|
1.000 |
106.93 |
|
1.618 |
105.97 |
|
2.618 |
104.42 |
|
4.250 |
101.89 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
109.26 |
110.84 |
| PP |
109.25 |
110.30 |
| S1 |
109.24 |
109.77 |
|