| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,188.0 |
1,182.7 |
-5.3 |
-0.4% |
1,193.7 |
| High |
1,194.8 |
1,186.5 |
-8.3 |
-0.7% |
1,203.9 |
| Low |
1,178.6 |
1,156.9 |
-21.7 |
-1.8% |
1,175.1 |
| Close |
1,183.1 |
1,158.0 |
-25.1 |
-2.1% |
1,187.8 |
| Range |
16.2 |
29.6 |
13.4 |
82.7% |
28.8 |
| ATR |
19.9 |
20.6 |
0.7 |
3.5% |
0.0 |
| Volume |
137,637 |
193,657 |
56,020 |
40.7% |
690,843 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.9 |
1,236.6 |
1,174.3 |
|
| R3 |
1,226.3 |
1,207.0 |
1,166.1 |
|
| R2 |
1,196.7 |
1,196.7 |
1,163.4 |
|
| R1 |
1,177.4 |
1,177.4 |
1,160.7 |
1,172.3 |
| PP |
1,167.1 |
1,167.1 |
1,167.1 |
1,164.6 |
| S1 |
1,147.8 |
1,147.8 |
1,155.3 |
1,142.7 |
| S2 |
1,137.5 |
1,137.5 |
1,152.6 |
|
| S3 |
1,107.9 |
1,118.2 |
1,149.9 |
|
| S4 |
1,078.3 |
1,088.6 |
1,141.7 |
|
|
| 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 |
1,156.9 |
47.0 |
4.1% |
20.4 |
1.8% |
2% |
False |
True |
151,446 |
| 10 |
1,218.2 |
1,156.9 |
61.3 |
5.3% |
19.3 |
1.7% |
2% |
False |
True |
134,225 |
| 20 |
1,248.8 |
1,156.9 |
91.9 |
7.9% |
20.7 |
1.8% |
1% |
False |
True |
136,507 |
| 40 |
1,266.5 |
1,156.9 |
109.6 |
9.5% |
20.7 |
1.8% |
1% |
False |
True |
127,009 |
| 60 |
1,266.5 |
1,156.9 |
109.6 |
9.5% |
21.5 |
1.9% |
1% |
False |
True |
98,016 |
| 80 |
1,266.5 |
1,123.8 |
142.7 |
12.3% |
19.8 |
1.7% |
24% |
False |
False |
74,162 |
| 100 |
1,266.5 |
1,087.8 |
178.7 |
15.4% |
18.8 |
1.6% |
39% |
False |
False |
59,717 |
| 120 |
1,266.5 |
1,050.0 |
216.5 |
18.7% |
18.9 |
1.6% |
50% |
False |
False |
50,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.3 |
|
2.618 |
1,264.0 |
|
1.618 |
1,234.4 |
|
1.000 |
1,216.1 |
|
0.618 |
1,204.8 |
|
HIGH |
1,186.5 |
|
0.618 |
1,175.2 |
|
0.500 |
1,171.7 |
|
0.382 |
1,168.2 |
|
LOW |
1,156.9 |
|
0.618 |
1,138.6 |
|
1.000 |
1,127.3 |
|
1.618 |
1,109.0 |
|
2.618 |
1,079.4 |
|
4.250 |
1,031.1 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,171.7 |
1,180.4 |
| PP |
1,167.1 |
1,172.9 |
| S1 |
1,162.6 |
1,165.5 |
|