| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,649.0 |
2,619.0 |
-30.0 |
-1.1% |
2,683.0 |
| High |
2,672.0 |
2,718.0 |
46.0 |
1.7% |
2,758.0 |
| Low |
2,601.0 |
2,610.0 |
9.0 |
0.3% |
2,620.0 |
| Close |
2,636.0 |
2,712.0 |
76.0 |
2.9% |
2,647.0 |
| Range |
71.0 |
108.0 |
37.0 |
52.1% |
138.0 |
| ATR |
72.4 |
75.0 |
2.5 |
3.5% |
0.0 |
| Volume |
1,276,196 |
1,390,452 |
114,256 |
9.0% |
5,866,128 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.0 |
2,966.0 |
2,771.4 |
|
| R3 |
2,896.0 |
2,858.0 |
2,741.7 |
|
| R2 |
2,788.0 |
2,788.0 |
2,731.8 |
|
| R1 |
2,750.0 |
2,750.0 |
2,721.9 |
2,769.0 |
| PP |
2,680.0 |
2,680.0 |
2,680.0 |
2,689.5 |
| S1 |
2,642.0 |
2,642.0 |
2,702.1 |
2,661.0 |
| S2 |
2,572.0 |
2,572.0 |
2,692.2 |
|
| S3 |
2,464.0 |
2,534.0 |
2,682.3 |
|
| S4 |
2,356.0 |
2,426.0 |
2,652.6 |
|
|
| 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 |
2,727.0 |
2,582.0 |
145.0 |
5.3% |
82.4 |
3.0% |
90% |
False |
False |
1,284,148 |
| 10 |
2,758.0 |
2,582.0 |
176.0 |
6.5% |
66.3 |
2.4% |
74% |
False |
False |
1,174,199 |
| 20 |
2,758.0 |
2,492.0 |
266.0 |
9.8% |
72.2 |
2.7% |
83% |
False |
False |
1,326,485 |
| 40 |
2,795.0 |
2,463.0 |
332.0 |
12.2% |
70.7 |
2.6% |
75% |
False |
False |
902,063 |
| 60 |
2,795.0 |
2,350.0 |
445.0 |
16.4% |
81.1 |
3.0% |
81% |
False |
False |
602,199 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
72.8 |
2.7% |
60% |
False |
False |
452,024 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
64.7 |
2.4% |
60% |
False |
False |
362,979 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
58.8 |
2.2% |
60% |
False |
False |
302,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,177.0 |
|
2.618 |
3,000.7 |
|
1.618 |
2,892.7 |
|
1.000 |
2,826.0 |
|
0.618 |
2,784.7 |
|
HIGH |
2,718.0 |
|
0.618 |
2,676.7 |
|
0.500 |
2,664.0 |
|
0.382 |
2,651.3 |
|
LOW |
2,610.0 |
|
0.618 |
2,543.3 |
|
1.000 |
2,502.0 |
|
1.618 |
2,435.3 |
|
2.618 |
2,327.3 |
|
4.250 |
2,151.0 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.0 |
2,691.3 |
| PP |
2,680.0 |
2,670.7 |
| S1 |
2,664.0 |
2,650.0 |
|