| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,646.0 |
2,640.0 |
-6.0 |
-0.2% |
2,683.0 |
| High |
2,674.0 |
2,658.0 |
-16.0 |
-0.6% |
2,758.0 |
| Low |
2,624.0 |
2,582.0 |
-42.0 |
-1.6% |
2,620.0 |
| Close |
2,636.0 |
2,623.0 |
-13.0 |
-0.5% |
2,647.0 |
| Range |
50.0 |
76.0 |
26.0 |
52.0% |
138.0 |
| ATR |
72.3 |
72.5 |
0.3 |
0.4% |
0.0 |
| Volume |
1,051,802 |
1,260,968 |
209,166 |
19.9% |
5,866,128 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.0 |
2,812.0 |
2,664.8 |
|
| R3 |
2,773.0 |
2,736.0 |
2,643.9 |
|
| R2 |
2,697.0 |
2,697.0 |
2,636.9 |
|
| R1 |
2,660.0 |
2,660.0 |
2,630.0 |
2,640.5 |
| PP |
2,621.0 |
2,621.0 |
2,621.0 |
2,611.3 |
| S1 |
2,584.0 |
2,584.0 |
2,616.0 |
2,564.5 |
| S2 |
2,545.0 |
2,545.0 |
2,609.1 |
|
| S3 |
2,469.0 |
2,508.0 |
2,602.1 |
|
| S4 |
2,393.0 |
2,432.0 |
2,581.2 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.0 |
3,006.0 |
2,722.9 |
|
| R3 |
2,951.0 |
2,868.0 |
2,685.0 |
|
| R2 |
2,813.0 |
2,813.0 |
2,672.3 |
|
| R1 |
2,730.0 |
2,730.0 |
2,659.7 |
2,702.5 |
| PP |
2,675.0 |
2,675.0 |
2,675.0 |
2,661.3 |
| S1 |
2,592.0 |
2,592.0 |
2,634.4 |
2,564.5 |
| S2 |
2,537.0 |
2,537.0 |
2,621.7 |
|
| S3 |
2,399.0 |
2,454.0 |
2,609.1 |
|
| S4 |
2,261.0 |
2,316.0 |
2,571.1 |
|
|
| 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 |
2,582.0 |
176.0 |
6.7% |
69.4 |
2.6% |
23% |
False |
True |
1,229,965 |
| 10 |
2,758.0 |
2,528.0 |
230.0 |
8.8% |
67.5 |
2.6% |
41% |
False |
False |
1,202,853 |
| 20 |
2,759.0 |
2,492.0 |
267.0 |
10.2% |
69.4 |
2.6% |
49% |
False |
False |
1,315,131 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.8% |
70.1 |
2.7% |
53% |
False |
False |
835,834 |
| 60 |
2,864.0 |
2,350.0 |
514.0 |
19.6% |
81.8 |
3.1% |
53% |
False |
False |
557,920 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
71.3 |
2.7% |
45% |
False |
False |
418,717 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
63.5 |
2.4% |
45% |
False |
False |
336,313 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
58.0 |
2.2% |
45% |
False |
False |
280,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.0 |
|
2.618 |
2,857.0 |
|
1.618 |
2,781.0 |
|
1.000 |
2,734.0 |
|
0.618 |
2,705.0 |
|
HIGH |
2,658.0 |
|
0.618 |
2,629.0 |
|
0.500 |
2,620.0 |
|
0.382 |
2,611.0 |
|
LOW |
2,582.0 |
|
0.618 |
2,535.0 |
|
1.000 |
2,506.0 |
|
1.618 |
2,459.0 |
|
2.618 |
2,383.0 |
|
4.250 |
2,259.0 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,622.0 |
2,654.5 |
| PP |
2,621.0 |
2,644.0 |
| S1 |
2,620.0 |
2,633.5 |
|