| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
109.64 |
108.69 |
-0.95 |
-0.9% |
110.52 |
| High |
110.03 |
108.83 |
-1.20 |
-1.1% |
112.42 |
| Low |
108.48 |
107.14 |
-1.34 |
-1.2% |
109.40 |
| Close |
109.23 |
107.42 |
-1.81 |
-1.7% |
111.73 |
| Range |
1.55 |
1.69 |
0.14 |
9.0% |
3.02 |
| ATR |
2.27 |
2.25 |
-0.01 |
-0.6% |
0.00 |
| Volume |
254,532,725 |
268,301,729 |
13,769,004 |
5.4% |
1,097,666,651 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.87 |
111.83 |
108.35 |
|
| R3 |
111.18 |
110.14 |
107.88 |
|
| R2 |
109.49 |
109.49 |
107.73 |
|
| R1 |
108.45 |
108.45 |
107.57 |
108.13 |
| PP |
107.80 |
107.80 |
107.80 |
107.63 |
| S1 |
106.76 |
106.76 |
107.27 |
106.44 |
| S2 |
106.11 |
106.11 |
107.11 |
|
| S3 |
104.42 |
105.07 |
106.96 |
|
| S4 |
102.73 |
103.38 |
106.49 |
|
|
| 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 |
107.14 |
6.06 |
5.6% |
1.78 |
1.7% |
5% |
False |
True |
229,717,928 |
| 10 |
113.20 |
107.14 |
6.06 |
5.6% |
1.68 |
1.6% |
5% |
False |
True |
228,649,757 |
| 20 |
113.20 |
104.65 |
8.55 |
8.0% |
2.00 |
1.9% |
32% |
False |
False |
261,562,593 |
| 40 |
121.11 |
104.38 |
16.73 |
15.6% |
2.44 |
2.3% |
18% |
False |
False |
312,218,341 |
| 60 |
122.12 |
104.38 |
17.74 |
16.5% |
2.06 |
1.9% |
17% |
False |
False |
269,874,255 |
| 80 |
122.12 |
104.38 |
17.74 |
16.5% |
1.81 |
1.7% |
17% |
False |
False |
245,233,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.01 |
|
2.618 |
113.25 |
|
1.618 |
111.56 |
|
1.000 |
110.52 |
|
0.618 |
109.87 |
|
HIGH |
108.83 |
|
0.618 |
108.18 |
|
0.500 |
107.99 |
|
0.382 |
107.79 |
|
LOW |
107.14 |
|
0.618 |
106.10 |
|
1.000 |
105.45 |
|
1.618 |
104.41 |
|
2.618 |
102.72 |
|
4.250 |
99.96 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
107.99 |
109.52 |
| PP |
107.80 |
108.82 |
| S1 |
107.61 |
108.12 |
|