| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,520.0 |
2,530.0 |
10.0 |
0.4% |
2,637.0 |
| High |
2,558.0 |
2,567.0 |
9.0 |
0.4% |
2,677.0 |
| Low |
2,497.0 |
2,492.0 |
-5.0 |
-0.2% |
2,492.0 |
| Close |
2,516.0 |
2,519.0 |
3.0 |
0.1% |
2,519.0 |
| Range |
61.0 |
75.0 |
14.0 |
23.0% |
185.0 |
| ATR |
75.8 |
75.7 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,811,583 |
1,258,095 |
-553,488 |
-30.6% |
7,552,262 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.0 |
2,710.0 |
2,560.3 |
|
| R3 |
2,676.0 |
2,635.0 |
2,539.6 |
|
| R2 |
2,601.0 |
2,601.0 |
2,532.8 |
|
| R1 |
2,560.0 |
2,560.0 |
2,525.9 |
2,543.0 |
| PP |
2,526.0 |
2,526.0 |
2,526.0 |
2,517.5 |
| S1 |
2,485.0 |
2,485.0 |
2,512.1 |
2,468.0 |
| S2 |
2,451.0 |
2,451.0 |
2,505.3 |
|
| S3 |
2,376.0 |
2,410.0 |
2,498.4 |
|
| S4 |
2,301.0 |
2,335.0 |
2,477.8 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,003.3 |
2,620.8 |
|
| R3 |
2,932.7 |
2,818.3 |
2,569.9 |
|
| R2 |
2,747.7 |
2,747.7 |
2,552.9 |
|
| R1 |
2,633.3 |
2,633.3 |
2,536.0 |
2,598.0 |
| PP |
2,562.7 |
2,562.7 |
2,562.7 |
2,545.0 |
| S1 |
2,448.3 |
2,448.3 |
2,502.0 |
2,413.0 |
| S2 |
2,377.7 |
2,377.7 |
2,485.1 |
|
| S3 |
2,192.7 |
2,263.3 |
2,468.1 |
|
| S4 |
2,007.7 |
2,078.3 |
2,417.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.0 |
2,492.0 |
185.0 |
7.3% |
71.8 |
2.9% |
15% |
False |
True |
1,510,452 |
| 10 |
2,795.0 |
2,492.0 |
303.0 |
12.0% |
69.3 |
2.8% |
9% |
False |
True |
1,385,793 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
13.2% |
65.3 |
2.6% |
17% |
False |
False |
995,513 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
14.4% |
77.7 |
3.1% |
24% |
False |
False |
499,855 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
77.3 |
3.1% |
28% |
False |
False |
333,830 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
66.6 |
2.6% |
28% |
False |
False |
251,865 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
58.5 |
2.3% |
28% |
False |
False |
201,751 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.9% |
55.1 |
2.2% |
28% |
False |
False |
168,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.8 |
|
2.618 |
2,763.4 |
|
1.618 |
2,688.4 |
|
1.000 |
2,642.0 |
|
0.618 |
2,613.4 |
|
HIGH |
2,567.0 |
|
0.618 |
2,538.4 |
|
0.500 |
2,529.5 |
|
0.382 |
2,520.7 |
|
LOW |
2,492.0 |
|
0.618 |
2,445.7 |
|
1.000 |
2,417.0 |
|
1.618 |
2,370.7 |
|
2.618 |
2,295.7 |
|
4.250 |
2,173.3 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.5 |
2,543.0 |
| PP |
2,526.0 |
2,535.0 |
| S1 |
2,522.5 |
2,527.0 |
|