| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,195.1 |
1,188.0 |
-7.1 |
-0.6% |
1,193.7 |
| High |
1,203.9 |
1,194.8 |
-9.1 |
-0.8% |
1,203.9 |
| Low |
1,183.4 |
1,178.6 |
-4.8 |
-0.4% |
1,175.1 |
| Close |
1,187.8 |
1,183.1 |
-4.7 |
-0.4% |
1,187.8 |
| Range |
20.5 |
16.2 |
-4.3 |
-21.0% |
28.8 |
| ATR |
20.1 |
19.9 |
-0.3 |
-1.4% |
0.0 |
| Volume |
134,689 |
137,637 |
2,948 |
2.2% |
690,843 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.1 |
1,224.8 |
1,192.0 |
|
| R3 |
1,217.9 |
1,208.6 |
1,187.6 |
|
| R2 |
1,201.7 |
1,201.7 |
1,186.1 |
|
| R1 |
1,192.4 |
1,192.4 |
1,184.6 |
1,189.0 |
| PP |
1,185.5 |
1,185.5 |
1,185.5 |
1,183.8 |
| S1 |
1,176.2 |
1,176.2 |
1,181.6 |
1,172.8 |
| S2 |
1,169.3 |
1,169.3 |
1,180.1 |
|
| S3 |
1,153.1 |
1,160.0 |
1,178.6 |
|
| S4 |
1,136.9 |
1,143.8 |
1,174.2 |
|
|
| 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% |
18.2 |
1.5% |
28% |
False |
False |
136,556 |
| 10 |
1,218.8 |
1,175.1 |
43.7 |
3.7% |
18.5 |
1.6% |
18% |
False |
False |
124,463 |
| 20 |
1,263.7 |
1,175.1 |
88.6 |
7.5% |
20.6 |
1.7% |
9% |
False |
False |
131,374 |
| 40 |
1,266.5 |
1,175.1 |
91.4 |
7.7% |
20.3 |
1.7% |
9% |
False |
False |
125,625 |
| 60 |
1,266.5 |
1,157.6 |
108.9 |
9.2% |
21.2 |
1.8% |
23% |
False |
False |
94,841 |
| 80 |
1,266.5 |
1,114.0 |
152.5 |
12.9% |
19.6 |
1.7% |
45% |
False |
False |
71,749 |
| 100 |
1,266.5 |
1,087.8 |
178.7 |
15.1% |
18.7 |
1.6% |
53% |
False |
False |
57,792 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
18.3% |
18.8 |
1.6% |
61% |
False |
False |
48,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.7 |
|
2.618 |
1,237.2 |
|
1.618 |
1,221.0 |
|
1.000 |
1,211.0 |
|
0.618 |
1,204.8 |
|
HIGH |
1,194.8 |
|
0.618 |
1,188.6 |
|
0.500 |
1,186.7 |
|
0.382 |
1,184.8 |
|
LOW |
1,178.6 |
|
0.618 |
1,168.6 |
|
1.000 |
1,162.4 |
|
1.618 |
1,152.4 |
|
2.618 |
1,136.2 |
|
4.250 |
1,109.8 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,186.7 |
1,191.3 |
| PP |
1,185.5 |
1,188.5 |
| S1 |
1,184.3 |
1,185.8 |
|