| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,738.0 |
-16.0 |
-0.6% |
2,512.0 |
| High |
2,758.0 |
2,752.0 |
-6.0 |
-0.2% |
2,705.0 |
| Low |
2,709.0 |
2,687.0 |
-22.0 |
-0.8% |
2,511.0 |
| Close |
2,733.0 |
2,699.0 |
-34.0 |
-1.2% |
2,679.0 |
| Range |
49.0 |
65.0 |
16.0 |
32.7% |
194.0 |
| ATR |
71.9 |
71.4 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,064,200 |
1,331,532 |
267,332 |
25.1% |
5,283,229 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.7 |
2,868.3 |
2,734.8 |
|
| R3 |
2,842.7 |
2,803.3 |
2,716.9 |
|
| R2 |
2,777.7 |
2,777.7 |
2,710.9 |
|
| R1 |
2,738.3 |
2,738.3 |
2,705.0 |
2,725.5 |
| PP |
2,712.7 |
2,712.7 |
2,712.7 |
2,706.3 |
| S1 |
2,673.3 |
2,673.3 |
2,693.0 |
2,660.5 |
| S2 |
2,647.7 |
2,647.7 |
2,687.1 |
|
| S3 |
2,582.7 |
2,608.3 |
2,681.1 |
|
| S4 |
2,517.7 |
2,543.3 |
2,663.3 |
|
|
| 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 |
2,758.0 |
2,665.0 |
93.0 |
3.4% |
50.2 |
1.9% |
37% |
False |
False |
1,064,250 |
| 10 |
2,758.0 |
2,492.0 |
266.0 |
9.9% |
66.7 |
2.5% |
78% |
False |
False |
1,277,771 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.2% |
65.1 |
2.4% |
68% |
False |
False |
1,304,704 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.4% |
71.9 |
2.7% |
74% |
False |
False |
742,322 |
| 60 |
2,890.0 |
2,350.0 |
540.0 |
20.0% |
80.6 |
3.0% |
65% |
False |
False |
495,431 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
70.1 |
2.6% |
58% |
False |
False |
371,815 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
62.0 |
2.3% |
58% |
False |
False |
298,786 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
57.3 |
2.1% |
58% |
False |
False |
249,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,028.3 |
|
2.618 |
2,922.2 |
|
1.618 |
2,857.2 |
|
1.000 |
2,817.0 |
|
0.618 |
2,792.2 |
|
HIGH |
2,752.0 |
|
0.618 |
2,727.2 |
|
0.500 |
2,719.5 |
|
0.382 |
2,711.8 |
|
LOW |
2,687.0 |
|
0.618 |
2,646.8 |
|
1.000 |
2,622.0 |
|
1.618 |
2,581.8 |
|
2.618 |
2,516.8 |
|
4.250 |
2,410.8 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,719.5 |
2,719.0 |
| PP |
2,712.7 |
2,712.3 |
| S1 |
2,705.8 |
2,705.7 |
|