| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,163.8 |
1,168.2 |
4.4 |
0.4% |
1,188.0 |
| High |
1,169.2 |
1,183.1 |
13.9 |
1.2% |
1,194.8 |
| Low |
1,158.7 |
1,165.8 |
7.1 |
0.6% |
1,155.6 |
| Close |
1,168.4 |
1,181.7 |
13.3 |
1.1% |
1,181.7 |
| Range |
10.5 |
17.3 |
6.8 |
64.8% |
39.2 |
| ATR |
19.1 |
19.0 |
-0.1 |
-0.7% |
0.0 |
| Volume |
206,828 |
54,384 |
-152,444 |
-73.7% |
828,386 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,228.8 |
1,222.5 |
1,191.2 |
|
| R3 |
1,211.5 |
1,205.2 |
1,186.5 |
|
| R2 |
1,194.2 |
1,194.2 |
1,184.9 |
|
| R1 |
1,187.9 |
1,187.9 |
1,183.3 |
1,191.1 |
| PP |
1,176.9 |
1,176.9 |
1,176.9 |
1,178.4 |
| S1 |
1,170.6 |
1,170.6 |
1,180.1 |
1,173.8 |
| S2 |
1,159.6 |
1,159.6 |
1,178.5 |
|
| S3 |
1,142.3 |
1,153.3 |
1,176.9 |
|
| S4 |
1,125.0 |
1,136.0 |
1,172.2 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.0 |
1,277.5 |
1,203.3 |
|
| R3 |
1,255.8 |
1,238.3 |
1,192.5 |
|
| R2 |
1,216.6 |
1,216.6 |
1,188.9 |
|
| R1 |
1,199.1 |
1,199.1 |
1,185.3 |
1,188.3 |
| PP |
1,177.4 |
1,177.4 |
1,177.4 |
1,171.9 |
| S1 |
1,159.9 |
1,159.9 |
1,178.1 |
1,149.1 |
| S2 |
1,138.2 |
1,138.2 |
1,174.5 |
|
| S3 |
1,099.0 |
1,120.7 |
1,170.9 |
|
| S4 |
1,059.8 |
1,081.5 |
1,160.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,194.8 |
1,155.6 |
39.2 |
3.3% |
16.6 |
1.4% |
67% |
False |
False |
165,677 |
| 10 |
1,203.9 |
1,155.6 |
48.3 |
4.1% |
17.5 |
1.5% |
54% |
False |
False |
151,922 |
| 20 |
1,218.8 |
1,155.6 |
63.2 |
5.3% |
18.5 |
1.6% |
41% |
False |
False |
141,071 |
| 40 |
1,266.5 |
1,155.6 |
110.9 |
9.4% |
20.2 |
1.7% |
24% |
False |
False |
132,095 |
| 60 |
1,266.5 |
1,155.6 |
110.9 |
9.4% |
21.1 |
1.8% |
24% |
False |
False |
106,077 |
| 80 |
1,266.5 |
1,125.9 |
140.6 |
11.9% |
19.7 |
1.7% |
40% |
False |
False |
80,325 |
| 100 |
1,266.5 |
1,087.8 |
178.7 |
15.1% |
18.7 |
1.6% |
53% |
False |
False |
64,591 |
| 120 |
1,266.5 |
1,066.0 |
200.5 |
17.0% |
18.7 |
1.6% |
58% |
False |
False |
54,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.6 |
|
2.618 |
1,228.4 |
|
1.618 |
1,211.1 |
|
1.000 |
1,200.4 |
|
0.618 |
1,193.8 |
|
HIGH |
1,183.1 |
|
0.618 |
1,176.5 |
|
0.500 |
1,174.5 |
|
0.382 |
1,172.4 |
|
LOW |
1,165.8 |
|
0.618 |
1,155.1 |
|
1.000 |
1,148.5 |
|
1.618 |
1,137.8 |
|
2.618 |
1,120.5 |
|
4.250 |
1,092.3 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,179.3 |
1,177.6 |
| PP |
1,176.9 |
1,173.5 |
| S1 |
1,174.5 |
1,169.4 |
|