| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,683.0 |
2,688.0 |
5.0 |
0.2% |
2,512.0 |
| High |
2,702.0 |
2,743.0 |
41.0 |
1.5% |
2,705.0 |
| Low |
2,668.0 |
2,680.0 |
12.0 |
0.4% |
2,511.0 |
| Close |
2,681.0 |
2,731.0 |
50.0 |
1.9% |
2,679.0 |
| Range |
34.0 |
63.0 |
29.0 |
85.3% |
194.0 |
| ATR |
74.5 |
73.7 |
-0.8 |
-1.1% |
0.0 |
| Volume |
836,596 |
1,192,475 |
355,879 |
42.5% |
5,283,229 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.0 |
2,882.0 |
2,765.7 |
|
| R3 |
2,844.0 |
2,819.0 |
2,748.3 |
|
| R2 |
2,781.0 |
2,781.0 |
2,742.6 |
|
| R1 |
2,756.0 |
2,756.0 |
2,736.8 |
2,768.5 |
| PP |
2,718.0 |
2,718.0 |
2,718.0 |
2,724.3 |
| S1 |
2,693.0 |
2,693.0 |
2,725.2 |
2,705.5 |
| S2 |
2,655.0 |
2,655.0 |
2,719.5 |
|
| S3 |
2,592.0 |
2,630.0 |
2,713.7 |
|
| S4 |
2,529.0 |
2,567.0 |
2,696.4 |
|
|
| 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 |
2,743.0 |
2,528.0 |
215.0 |
7.9% |
65.6 |
2.4% |
94% |
True |
False |
1,175,742 |
| 10 |
2,743.0 |
2,492.0 |
251.0 |
9.2% |
71.2 |
2.6% |
95% |
True |
False |
1,376,438 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.1% |
66.7 |
2.4% |
79% |
False |
False |
1,305,429 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.3% |
72.6 |
2.7% |
82% |
False |
False |
682,470 |
| 60 |
2,915.0 |
2,350.0 |
565.0 |
20.7% |
80.4 |
2.9% |
67% |
False |
False |
455,581 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
69.8 |
2.6% |
63% |
False |
False |
342,068 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
61.6 |
2.3% |
63% |
False |
False |
274,843 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
57.4 |
2.1% |
63% |
False |
False |
229,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.8 |
|
2.618 |
2,907.9 |
|
1.618 |
2,844.9 |
|
1.000 |
2,806.0 |
|
0.618 |
2,781.9 |
|
HIGH |
2,743.0 |
|
0.618 |
2,718.9 |
|
0.500 |
2,711.5 |
|
0.382 |
2,704.1 |
|
LOW |
2,680.0 |
|
0.618 |
2,641.1 |
|
1.000 |
2,617.0 |
|
1.618 |
2,578.1 |
|
2.618 |
2,515.1 |
|
4.250 |
2,412.3 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.5 |
2,722.0 |
| PP |
2,718.0 |
2,713.0 |
| S1 |
2,711.5 |
2,704.0 |
|