| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,212.2 |
1,194.0 |
-18.2 |
-1.5% |
1,255.8 |
| High |
1,215.1 |
1,204.4 |
-10.7 |
-0.9% |
1,263.7 |
| Low |
1,189.5 |
1,185.0 |
-4.5 |
-0.4% |
1,196.0 |
| Close |
1,195.1 |
1,198.9 |
3.8 |
0.3% |
1,207.7 |
| Range |
25.6 |
19.4 |
-6.2 |
-24.2% |
67.7 |
| ATR |
22.2 |
22.0 |
-0.2 |
-0.9% |
0.0 |
| Volume |
119,623 |
148,108 |
28,485 |
23.8% |
754,666 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.3 |
1,246.0 |
1,209.6 |
|
| R3 |
1,234.9 |
1,226.6 |
1,204.2 |
|
| R2 |
1,215.5 |
1,215.5 |
1,202.5 |
|
| R1 |
1,207.2 |
1,207.2 |
1,200.7 |
1,211.4 |
| PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,198.2 |
| S1 |
1,187.8 |
1,187.8 |
1,197.1 |
1,192.0 |
| S2 |
1,176.7 |
1,176.7 |
1,195.3 |
|
| S3 |
1,157.3 |
1,168.4 |
1,193.6 |
|
| S4 |
1,137.9 |
1,149.0 |
1,188.2 |
|
|
| 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 |
1,185.0 |
63.8 |
5.3% |
24.5 |
2.0% |
22% |
False |
True |
157,022 |
| 10 |
1,263.7 |
1,185.0 |
78.7 |
6.6% |
23.1 |
1.9% |
18% |
False |
True |
141,396 |
| 20 |
1,266.5 |
1,185.0 |
81.5 |
6.8% |
21.0 |
1.7% |
17% |
False |
True |
128,882 |
| 40 |
1,266.5 |
1,168.0 |
98.5 |
8.2% |
21.8 |
1.8% |
31% |
False |
False |
99,976 |
| 60 |
1,266.5 |
1,125.9 |
140.6 |
11.7% |
20.4 |
1.7% |
52% |
False |
False |
68,720 |
| 80 |
1,266.5 |
1,087.8 |
178.7 |
14.9% |
18.9 |
1.6% |
62% |
False |
False |
51,909 |
| 100 |
1,266.5 |
1,080.4 |
186.1 |
15.5% |
18.7 |
1.6% |
64% |
False |
False |
41,922 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
18.1% |
18.4 |
1.5% |
69% |
False |
False |
35,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,286.9 |
|
2.618 |
1,255.2 |
|
1.618 |
1,235.8 |
|
1.000 |
1,223.8 |
|
0.618 |
1,216.4 |
|
HIGH |
1,204.4 |
|
0.618 |
1,197.0 |
|
0.500 |
1,194.7 |
|
0.382 |
1,192.4 |
|
LOW |
1,185.0 |
|
0.618 |
1,173.0 |
|
1.000 |
1,165.6 |
|
1.618 |
1,153.6 |
|
2.618 |
1,134.2 |
|
4.250 |
1,102.6 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,197.5 |
1,200.1 |
| PP |
1,196.1 |
1,199.7 |
| S1 |
1,194.7 |
1,199.3 |
|