| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,199.0 |
1,212.2 |
13.2 |
1.1% |
1,255.8 |
| High |
1,214.0 |
1,215.1 |
1.1 |
0.1% |
1,263.7 |
| Low |
1,198.8 |
1,189.5 |
-9.3 |
-0.8% |
1,196.0 |
| Close |
1,207.7 |
1,195.1 |
-12.6 |
-1.0% |
1,207.7 |
| Range |
15.2 |
25.6 |
10.4 |
68.4% |
67.7 |
| ATR |
21.9 |
22.2 |
0.3 |
1.2% |
0.0 |
| Volume |
257,842 |
119,623 |
-138,219 |
-53.6% |
754,666 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.7 |
1,261.5 |
1,209.2 |
|
| R3 |
1,251.1 |
1,235.9 |
1,202.1 |
|
| R2 |
1,225.5 |
1,225.5 |
1,199.8 |
|
| R1 |
1,210.3 |
1,210.3 |
1,197.4 |
1,205.1 |
| PP |
1,199.9 |
1,199.9 |
1,199.9 |
1,197.3 |
| S1 |
1,184.7 |
1,184.7 |
1,192.8 |
1,179.5 |
| S2 |
1,174.3 |
1,174.3 |
1,190.4 |
|
| S3 |
1,148.7 |
1,159.1 |
1,188.1 |
|
| S4 |
1,123.1 |
1,133.5 |
1,181.0 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.6 |
1,384.3 |
1,244.9 |
|
| R3 |
1,357.9 |
1,316.6 |
1,226.3 |
|
| R2 |
1,290.2 |
1,290.2 |
1,220.1 |
|
| R1 |
1,248.9 |
1,248.9 |
1,213.9 |
1,235.7 |
| PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,215.9 |
| S1 |
1,181.2 |
1,181.2 |
1,201.5 |
1,168.0 |
| S2 |
1,154.8 |
1,154.8 |
1,195.3 |
|
| S3 |
1,087.1 |
1,113.5 |
1,189.1 |
|
| S4 |
1,019.4 |
1,045.8 |
1,170.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,248.8 |
1,189.5 |
59.3 |
5.0% |
24.3 |
2.0% |
9% |
False |
True |
156,655 |
| 10 |
1,263.7 |
1,189.5 |
74.2 |
6.2% |
22.2 |
1.9% |
8% |
False |
True |
142,046 |
| 20 |
1,266.5 |
1,189.5 |
77.0 |
6.4% |
21.0 |
1.8% |
7% |
False |
True |
129,225 |
| 40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
21.8 |
1.8% |
28% |
False |
False |
97,371 |
| 60 |
1,266.5 |
1,125.9 |
140.6 |
11.8% |
20.3 |
1.7% |
49% |
False |
False |
66,321 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
15.0% |
18.9 |
1.6% |
60% |
False |
False |
50,101 |
| 100 |
1,266.5 |
1,075.8 |
190.7 |
16.0% |
18.8 |
1.6% |
63% |
False |
False |
40,468 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
18.1% |
18.4 |
1.5% |
67% |
False |
False |
33,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.9 |
|
2.618 |
1,282.1 |
|
1.618 |
1,256.5 |
|
1.000 |
1,240.7 |
|
0.618 |
1,230.9 |
|
HIGH |
1,215.1 |
|
0.618 |
1,205.3 |
|
0.500 |
1,202.3 |
|
0.382 |
1,199.3 |
|
LOW |
1,189.5 |
|
0.618 |
1,173.7 |
|
1.000 |
1,163.9 |
|
1.618 |
1,148.1 |
|
2.618 |
1,122.5 |
|
4.250 |
1,080.7 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.3 |
1,217.2 |
| PP |
1,199.9 |
1,209.8 |
| S1 |
1,197.5 |
1,202.5 |
|