| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,549.0 |
2,654.0 |
105.0 |
4.1% |
2,637.0 |
| High |
2,665.0 |
2,693.0 |
28.0 |
1.1% |
2,677.0 |
| Low |
2,528.0 |
2,639.0 |
111.0 |
4.4% |
2,492.0 |
| Close |
2,626.0 |
2,658.0 |
32.0 |
1.2% |
2,519.0 |
| Range |
137.0 |
54.0 |
-83.0 |
-60.6% |
185.0 |
| ATR |
81.0 |
80.0 |
-1.0 |
-1.2% |
0.0 |
| Volume |
1,594,029 |
1,359,163 |
-234,866 |
-14.7% |
7,552,262 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.3 |
2,795.7 |
2,687.7 |
|
| R3 |
2,771.3 |
2,741.7 |
2,672.9 |
|
| R2 |
2,717.3 |
2,717.3 |
2,667.9 |
|
| R1 |
2,687.7 |
2,687.7 |
2,663.0 |
2,702.5 |
| PP |
2,663.3 |
2,663.3 |
2,663.3 |
2,670.8 |
| S1 |
2,633.7 |
2,633.7 |
2,653.1 |
2,648.5 |
| S2 |
2,609.3 |
2,609.3 |
2,648.1 |
|
| S3 |
2,555.3 |
2,579.7 |
2,643.2 |
|
| S4 |
2,501.3 |
2,525.7 |
2,628.3 |
|
|
| 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 |
2,693.0 |
2,492.0 |
201.0 |
7.6% |
83.2 |
3.1% |
83% |
True |
False |
1,491,291 |
| 10 |
2,724.0 |
2,492.0 |
232.0 |
8.7% |
78.1 |
2.9% |
72% |
False |
False |
1,478,772 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.4% |
69.3 |
2.6% |
55% |
False |
False |
1,193,139 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.7% |
76.2 |
2.9% |
62% |
False |
False |
609,389 |
| 60 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
80.6 |
3.0% |
51% |
False |
False |
406,900 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
69.1 |
2.6% |
51% |
False |
False |
306,478 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
61.1 |
2.3% |
51% |
False |
False |
245,612 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
57.4 |
2.2% |
51% |
False |
False |
204,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.5 |
|
2.618 |
2,834.4 |
|
1.618 |
2,780.4 |
|
1.000 |
2,747.0 |
|
0.618 |
2,726.4 |
|
HIGH |
2,693.0 |
|
0.618 |
2,672.4 |
|
0.500 |
2,666.0 |
|
0.382 |
2,659.6 |
|
LOW |
2,639.0 |
|
0.618 |
2,605.6 |
|
1.000 |
2,585.0 |
|
1.618 |
2,551.6 |
|
2.618 |
2,497.6 |
|
4.250 |
2,409.5 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.0 |
2,639.3 |
| PP |
2,663.3 |
2,620.7 |
| S1 |
2,660.7 |
2,602.0 |
|