| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,530.0 |
2,512.0 |
-18.0 |
-0.7% |
2,637.0 |
| High |
2,567.0 |
2,600.0 |
33.0 |
1.3% |
2,677.0 |
| Low |
2,492.0 |
2,511.0 |
19.0 |
0.8% |
2,492.0 |
| Close |
2,519.0 |
2,565.0 |
46.0 |
1.8% |
2,519.0 |
| Range |
75.0 |
89.0 |
14.0 |
18.7% |
185.0 |
| ATR |
75.7 |
76.7 |
0.9 |
1.3% |
0.0 |
| Volume |
1,258,095 |
1,433,588 |
175,493 |
13.9% |
7,552,262 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.7 |
2,784.3 |
2,614.0 |
|
| R3 |
2,736.7 |
2,695.3 |
2,589.5 |
|
| R2 |
2,647.7 |
2,647.7 |
2,581.3 |
|
| R1 |
2,606.3 |
2,606.3 |
2,573.2 |
2,627.0 |
| PP |
2,558.7 |
2,558.7 |
2,558.7 |
2,569.0 |
| S1 |
2,517.3 |
2,517.3 |
2,556.8 |
2,538.0 |
| S2 |
2,469.7 |
2,469.7 |
2,548.7 |
|
| S3 |
2,380.7 |
2,428.3 |
2,540.5 |
|
| S4 |
2,291.7 |
2,339.3 |
2,516.1 |
|
|
| 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 |
2,625.0 |
2,492.0 |
133.0 |
5.2% |
76.8 |
3.0% |
55% |
False |
False |
1,577,133 |
| 10 |
2,759.0 |
2,492.0 |
267.0 |
10.4% |
71.3 |
2.8% |
27% |
False |
False |
1,427,408 |
| 20 |
2,795.0 |
2,463.0 |
332.0 |
12.9% |
66.6 |
2.6% |
31% |
False |
False |
1,064,499 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
14.2% |
75.9 |
3.0% |
37% |
False |
False |
535,590 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
78.3 |
3.1% |
36% |
False |
False |
357,710 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
67.3 |
2.6% |
36% |
False |
False |
269,737 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
59.1 |
2.3% |
36% |
False |
False |
216,084 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.4% |
55.8 |
2.2% |
36% |
False |
False |
180,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.3 |
|
2.618 |
2,833.0 |
|
1.618 |
2,744.0 |
|
1.000 |
2,689.0 |
|
0.618 |
2,655.0 |
|
HIGH |
2,600.0 |
|
0.618 |
2,566.0 |
|
0.500 |
2,555.5 |
|
0.382 |
2,545.0 |
|
LOW |
2,511.0 |
|
0.618 |
2,456.0 |
|
1.000 |
2,422.0 |
|
1.618 |
2,367.0 |
|
2.618 |
2,278.0 |
|
4.250 |
2,132.8 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,561.8 |
2,558.7 |
| PP |
2,558.7 |
2,552.3 |
| S1 |
2,555.5 |
2,546.0 |
|