| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,640.0 |
2,649.0 |
9.0 |
0.3% |
2,683.0 |
| High |
2,658.0 |
2,672.0 |
14.0 |
0.5% |
2,758.0 |
| Low |
2,582.0 |
2,601.0 |
19.0 |
0.7% |
2,620.0 |
| Close |
2,623.0 |
2,636.0 |
13.0 |
0.5% |
2,647.0 |
| Range |
76.0 |
71.0 |
-5.0 |
-6.6% |
138.0 |
| ATR |
72.5 |
72.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,260,968 |
1,276,196 |
15,228 |
1.2% |
5,866,128 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,813.7 |
2,675.1 |
|
| R3 |
2,778.3 |
2,742.7 |
2,655.5 |
|
| R2 |
2,707.3 |
2,707.3 |
2,649.0 |
|
| R1 |
2,671.7 |
2,671.7 |
2,642.5 |
2,654.0 |
| PP |
2,636.3 |
2,636.3 |
2,636.3 |
2,627.5 |
| S1 |
2,600.7 |
2,600.7 |
2,629.5 |
2,583.0 |
| S2 |
2,565.3 |
2,565.3 |
2,623.0 |
|
| S3 |
2,494.3 |
2,529.7 |
2,616.5 |
|
| S4 |
2,423.3 |
2,458.7 |
2,597.0 |
|
|
| 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 |
2,752.0 |
2,582.0 |
170.0 |
6.4% |
73.8 |
2.8% |
32% |
False |
False |
1,272,364 |
| 10 |
2,758.0 |
2,582.0 |
176.0 |
6.7% |
60.9 |
2.3% |
31% |
False |
False |
1,171,070 |
| 20 |
2,758.0 |
2,492.0 |
266.0 |
10.1% |
69.4 |
2.6% |
54% |
False |
False |
1,320,214 |
| 40 |
2,795.0 |
2,463.0 |
332.0 |
12.6% |
69.8 |
2.6% |
52% |
False |
False |
867,415 |
| 60 |
2,795.0 |
2,350.0 |
445.0 |
16.9% |
80.6 |
3.1% |
64% |
False |
False |
579,169 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
71.9 |
2.7% |
48% |
False |
False |
434,660 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
63.9 |
2.4% |
48% |
False |
False |
349,075 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
58.2 |
2.2% |
48% |
False |
False |
290,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.8 |
|
2.618 |
2,857.9 |
|
1.618 |
2,786.9 |
|
1.000 |
2,743.0 |
|
0.618 |
2,715.9 |
|
HIGH |
2,672.0 |
|
0.618 |
2,644.9 |
|
0.500 |
2,636.5 |
|
0.382 |
2,628.1 |
|
LOW |
2,601.0 |
|
0.618 |
2,557.1 |
|
1.000 |
2,530.0 |
|
1.618 |
2,486.1 |
|
2.618 |
2,415.1 |
|
4.250 |
2,299.3 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.5 |
2,633.3 |
| PP |
2,636.3 |
2,630.7 |
| S1 |
2,636.2 |
2,628.0 |
|