| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,184.1 |
1,195.1 |
11.0 |
0.9% |
1,193.7 |
| High |
1,201.2 |
1,203.9 |
2.7 |
0.2% |
1,203.9 |
| Low |
1,180.7 |
1,183.4 |
2.7 |
0.2% |
1,175.1 |
| Close |
1,195.6 |
1,187.8 |
-7.8 |
-0.7% |
1,187.8 |
| Range |
20.5 |
20.5 |
0.0 |
0.0% |
28.8 |
| ATR |
20.1 |
20.1 |
0.0 |
0.1% |
0.0 |
| Volume |
146,975 |
134,689 |
-12,286 |
-8.4% |
690,843 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.2 |
1,241.0 |
1,199.1 |
|
| R3 |
1,232.7 |
1,220.5 |
1,193.4 |
|
| R2 |
1,212.2 |
1,212.2 |
1,191.6 |
|
| R1 |
1,200.0 |
1,200.0 |
1,189.7 |
1,195.9 |
| PP |
1,191.7 |
1,191.7 |
1,191.7 |
1,189.6 |
| S1 |
1,179.5 |
1,179.5 |
1,185.9 |
1,175.4 |
| S2 |
1,171.2 |
1,171.2 |
1,184.0 |
|
| S3 |
1,150.7 |
1,159.0 |
1,182.2 |
|
| S4 |
1,130.2 |
1,138.5 |
1,176.5 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,275.3 |
1,260.4 |
1,203.6 |
|
| R3 |
1,246.5 |
1,231.6 |
1,195.7 |
|
| R2 |
1,217.7 |
1,217.7 |
1,193.1 |
|
| R1 |
1,202.8 |
1,202.8 |
1,190.4 |
1,195.9 |
| PP |
1,188.9 |
1,188.9 |
1,188.9 |
1,185.5 |
| S1 |
1,174.0 |
1,174.0 |
1,185.2 |
1,167.1 |
| S2 |
1,160.1 |
1,160.1 |
1,182.5 |
|
| S3 |
1,131.3 |
1,145.2 |
1,179.9 |
|
| S4 |
1,102.5 |
1,116.4 |
1,172.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,203.9 |
1,175.1 |
28.8 |
2.4% |
18.5 |
1.6% |
44% |
True |
False |
138,168 |
| 10 |
1,218.8 |
1,175.1 |
43.7 |
3.7% |
18.7 |
1.6% |
29% |
False |
False |
121,747 |
| 20 |
1,263.7 |
1,175.1 |
88.6 |
7.5% |
20.7 |
1.7% |
14% |
False |
False |
130,994 |
| 40 |
1,266.5 |
1,175.1 |
91.4 |
7.7% |
20.2 |
1.7% |
14% |
False |
False |
126,075 |
| 60 |
1,266.5 |
1,157.6 |
108.9 |
9.2% |
21.1 |
1.8% |
28% |
False |
False |
92,607 |
| 80 |
1,266.5 |
1,105.3 |
161.2 |
13.6% |
19.6 |
1.6% |
51% |
False |
False |
70,050 |
| 100 |
1,266.5 |
1,087.8 |
178.7 |
15.0% |
18.6 |
1.6% |
56% |
False |
False |
56,434 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
18.2% |
18.7 |
1.6% |
64% |
False |
False |
47,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,291.0 |
|
2.618 |
1,257.6 |
|
1.618 |
1,237.1 |
|
1.000 |
1,224.4 |
|
0.618 |
1,216.6 |
|
HIGH |
1,203.9 |
|
0.618 |
1,196.1 |
|
0.500 |
1,193.7 |
|
0.382 |
1,191.2 |
|
LOW |
1,183.4 |
|
0.618 |
1,170.7 |
|
1.000 |
1,162.9 |
|
1.618 |
1,150.2 |
|
2.618 |
1,129.7 |
|
4.250 |
1,096.3 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.7 |
1,192.3 |
| PP |
1,191.7 |
1,190.8 |
| S1 |
1,189.8 |
1,189.3 |
|