| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,654.0 |
2,689.0 |
35.0 |
1.3% |
2,512.0 |
| High |
2,693.0 |
2,705.0 |
12.0 |
0.4% |
2,705.0 |
| Low |
2,639.0 |
2,665.0 |
26.0 |
1.0% |
2,511.0 |
| Close |
2,658.0 |
2,679.0 |
21.0 |
0.8% |
2,679.0 |
| Range |
54.0 |
40.0 |
-14.0 |
-25.9% |
194.0 |
| ATR |
80.0 |
77.6 |
-2.4 |
-2.9% |
0.0 |
| Volume |
1,359,163 |
896,449 |
-462,714 |
-34.0% |
5,283,229 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.0 |
2,781.0 |
2,701.0 |
|
| R3 |
2,763.0 |
2,741.0 |
2,690.0 |
|
| R2 |
2,723.0 |
2,723.0 |
2,686.3 |
|
| R1 |
2,701.0 |
2,701.0 |
2,682.7 |
2,692.0 |
| PP |
2,683.0 |
2,683.0 |
2,683.0 |
2,678.5 |
| S1 |
2,661.0 |
2,661.0 |
2,675.3 |
2,652.0 |
| S2 |
2,643.0 |
2,643.0 |
2,671.7 |
|
| S3 |
2,603.0 |
2,621.0 |
2,668.0 |
|
| S4 |
2,563.0 |
2,581.0 |
2,657.0 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.7 |
3,140.3 |
2,785.7 |
|
| R3 |
3,019.7 |
2,946.3 |
2,732.4 |
|
| R2 |
2,825.7 |
2,825.7 |
2,714.6 |
|
| R1 |
2,752.3 |
2,752.3 |
2,696.8 |
2,789.0 |
| PP |
2,631.7 |
2,631.7 |
2,631.7 |
2,650.0 |
| S1 |
2,558.3 |
2,558.3 |
2,661.2 |
2,595.0 |
| S2 |
2,437.7 |
2,437.7 |
2,643.4 |
|
| S3 |
2,243.7 |
2,364.3 |
2,625.7 |
|
| S4 |
2,049.7 |
2,170.3 |
2,572.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,492.0 |
213.0 |
8.0% |
79.0 |
2.9% |
88% |
True |
False |
1,308,264 |
| 10 |
2,705.0 |
2,492.0 |
213.0 |
8.0% |
72.8 |
2.7% |
88% |
True |
False |
1,411,280 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.3% |
66.3 |
2.5% |
62% |
False |
False |
1,231,393 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.5% |
75.8 |
2.8% |
68% |
False |
False |
631,788 |
| 60 |
2,950.0 |
2,350.0 |
600.0 |
22.4% |
80.7 |
3.0% |
55% |
False |
False |
421,835 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.4% |
69.3 |
2.6% |
55% |
False |
False |
317,436 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.4% |
61.3 |
2.3% |
55% |
False |
False |
254,565 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.4% |
57.3 |
2.1% |
55% |
False |
False |
212,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.0 |
|
2.618 |
2,809.7 |
|
1.618 |
2,769.7 |
|
1.000 |
2,745.0 |
|
0.618 |
2,729.7 |
|
HIGH |
2,705.0 |
|
0.618 |
2,689.7 |
|
0.500 |
2,685.0 |
|
0.382 |
2,680.3 |
|
LOW |
2,665.0 |
|
0.618 |
2,640.3 |
|
1.000 |
2,625.0 |
|
1.618 |
2,600.3 |
|
2.618 |
2,560.3 |
|
4.250 |
2,495.0 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,685.0 |
2,658.2 |
| PP |
2,683.0 |
2,637.3 |
| S1 |
2,681.0 |
2,616.5 |
|