| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,549.0 |
37.0 |
1.5% |
2,637.0 |
| High |
2,600.0 |
2,665.0 |
65.0 |
2.5% |
2,677.0 |
| Low |
2,511.0 |
2,528.0 |
17.0 |
0.7% |
2,492.0 |
| Close |
2,565.0 |
2,626.0 |
61.0 |
2.4% |
2,519.0 |
| Range |
89.0 |
137.0 |
48.0 |
53.9% |
185.0 |
| ATR |
76.7 |
81.0 |
4.3 |
5.6% |
0.0 |
| Volume |
1,433,588 |
1,594,029 |
160,441 |
11.2% |
7,552,262 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.3 |
2,958.7 |
2,701.4 |
|
| R3 |
2,880.3 |
2,821.7 |
2,663.7 |
|
| R2 |
2,743.3 |
2,743.3 |
2,651.1 |
|
| R1 |
2,684.7 |
2,684.7 |
2,638.6 |
2,714.0 |
| PP |
2,606.3 |
2,606.3 |
2,606.3 |
2,621.0 |
| S1 |
2,547.7 |
2,547.7 |
2,613.4 |
2,577.0 |
| S2 |
2,469.3 |
2,469.3 |
2,600.9 |
|
| S3 |
2,332.3 |
2,410.7 |
2,588.3 |
|
| S4 |
2,195.3 |
2,273.7 |
2,550.7 |
|
|
| 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 |
2,665.0 |
2,492.0 |
173.0 |
6.6% |
85.8 |
3.3% |
77% |
True |
False |
1,537,904 |
| 10 |
2,738.0 |
2,492.0 |
246.0 |
9.4% |
77.9 |
3.0% |
54% |
False |
False |
1,469,357 |
| 20 |
2,795.0 |
2,486.0 |
309.0 |
11.8% |
69.8 |
2.7% |
45% |
False |
False |
1,138,682 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.8% |
77.2 |
2.9% |
53% |
False |
False |
575,425 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
80.1 |
3.0% |
46% |
False |
False |
384,255 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
68.7 |
2.6% |
46% |
False |
False |
289,610 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
60.5 |
2.3% |
46% |
False |
False |
232,022 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
56.9 |
2.2% |
46% |
False |
False |
193,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,247.3 |
|
2.618 |
3,023.7 |
|
1.618 |
2,886.7 |
|
1.000 |
2,802.0 |
|
0.618 |
2,749.7 |
|
HIGH |
2,665.0 |
|
0.618 |
2,612.7 |
|
0.500 |
2,596.5 |
|
0.382 |
2,580.3 |
|
LOW |
2,528.0 |
|
0.618 |
2,443.3 |
|
1.000 |
2,391.0 |
|
1.618 |
2,306.3 |
|
2.618 |
2,169.3 |
|
4.250 |
1,945.8 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,616.2 |
2,610.2 |
| PP |
2,606.3 |
2,594.3 |
| S1 |
2,596.5 |
2,578.5 |
|