| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
108.69 |
107.74 |
-0.95 |
-0.9% |
113.12 |
| High |
108.83 |
108.42 |
-0.41 |
-0.4% |
113.20 |
| Low |
107.14 |
106.77 |
-0.37 |
-0.3% |
106.77 |
| Close |
107.42 |
107.87 |
0.45 |
0.4% |
107.87 |
| Range |
1.69 |
1.65 |
-0.04 |
-2.4% |
6.43 |
| ATR |
2.25 |
2.21 |
-0.04 |
-1.9% |
0.00 |
| Volume |
268,301,729 |
237,712,817 |
-30,588,912 |
-11.4% |
1,212,480,697 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.64 |
111.90 |
108.78 |
|
| R3 |
110.99 |
110.25 |
108.32 |
|
| R2 |
109.34 |
109.34 |
108.17 |
|
| R1 |
108.60 |
108.60 |
108.02 |
108.97 |
| PP |
107.69 |
107.69 |
107.69 |
107.87 |
| S1 |
106.95 |
106.95 |
107.72 |
107.32 |
| S2 |
106.04 |
106.04 |
107.57 |
|
| S3 |
104.39 |
105.30 |
107.41 |
|
| S4 |
102.74 |
103.65 |
106.96 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.57 |
124.65 |
111.40 |
|
| R3 |
122.14 |
118.22 |
109.64 |
|
| R2 |
115.71 |
115.71 |
109.05 |
|
| R1 |
111.79 |
111.79 |
108.46 |
110.53 |
| PP |
109.28 |
109.28 |
109.28 |
108.65 |
| S1 |
105.36 |
105.36 |
107.28 |
104.10 |
| S2 |
102.85 |
102.85 |
106.69 |
|
| S3 |
96.42 |
98.93 |
106.10 |
|
| S4 |
89.99 |
92.50 |
104.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.20 |
106.77 |
6.43 |
6.0% |
1.96 |
1.8% |
17% |
False |
True |
242,496,139 |
| 10 |
113.20 |
106.77 |
6.43 |
6.0% |
1.68 |
1.6% |
17% |
False |
True |
231,014,734 |
| 20 |
113.20 |
104.65 |
8.55 |
7.9% |
1.98 |
1.8% |
38% |
False |
False |
258,427,295 |
| 40 |
121.01 |
104.38 |
16.63 |
15.4% |
2.46 |
2.3% |
21% |
False |
False |
313,321,139 |
| 60 |
122.12 |
104.38 |
17.74 |
16.4% |
2.07 |
1.9% |
20% |
False |
False |
271,153,930 |
| 80 |
122.12 |
104.38 |
17.74 |
16.4% |
1.81 |
1.7% |
20% |
False |
False |
246,322,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.43 |
|
2.618 |
112.74 |
|
1.618 |
111.09 |
|
1.000 |
110.07 |
|
0.618 |
109.44 |
|
HIGH |
108.42 |
|
0.618 |
107.79 |
|
0.500 |
107.60 |
|
0.382 |
107.40 |
|
LOW |
106.77 |
|
0.618 |
105.75 |
|
1.000 |
105.12 |
|
1.618 |
104.10 |
|
2.618 |
102.45 |
|
4.250 |
99.76 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
107.78 |
108.40 |
| PP |
107.69 |
108.22 |
| S1 |
107.60 |
108.05 |
|