| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,742.0 |
2,742.0 |
0.0 |
0.0% |
2,646.0 |
| High |
2,748.0 |
2,789.0 |
41.0 |
1.5% |
2,739.0 |
| Low |
2,706.0 |
2,737.0 |
31.0 |
1.1% |
2,582.0 |
| Close |
2,740.0 |
2,766.0 |
26.0 |
0.9% |
2,719.0 |
| Range |
42.0 |
52.0 |
10.0 |
23.8% |
157.0 |
| ATR |
70.7 |
69.4 |
-1.3 |
-1.9% |
0.0 |
| Volume |
818,887 |
1,169,249 |
350,362 |
42.8% |
6,110,371 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.0 |
2,895.0 |
2,794.6 |
|
| R3 |
2,868.0 |
2,843.0 |
2,780.3 |
|
| R2 |
2,816.0 |
2,816.0 |
2,775.5 |
|
| R1 |
2,791.0 |
2,791.0 |
2,770.8 |
2,803.5 |
| PP |
2,764.0 |
2,764.0 |
2,764.0 |
2,770.3 |
| S1 |
2,739.0 |
2,739.0 |
2,761.2 |
2,751.5 |
| S2 |
2,712.0 |
2,712.0 |
2,756.5 |
|
| S3 |
2,660.0 |
2,687.0 |
2,751.7 |
|
| S4 |
2,608.0 |
2,635.0 |
2,737.4 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.0 |
3,092.0 |
2,805.4 |
|
| R3 |
2,994.0 |
2,935.0 |
2,762.2 |
|
| R2 |
2,837.0 |
2,837.0 |
2,747.8 |
|
| R1 |
2,778.0 |
2,778.0 |
2,733.4 |
2,807.5 |
| PP |
2,680.0 |
2,680.0 |
2,680.0 |
2,694.8 |
| S1 |
2,621.0 |
2,621.0 |
2,704.6 |
2,650.5 |
| S2 |
2,523.0 |
2,523.0 |
2,690.2 |
|
| S3 |
2,366.0 |
2,464.0 |
2,675.8 |
|
| S4 |
2,209.0 |
2,307.0 |
2,632.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,789.0 |
2,601.0 |
188.0 |
6.8% |
64.0 |
2.3% |
88% |
True |
False |
1,157,147 |
| 10 |
2,789.0 |
2,582.0 |
207.0 |
7.5% |
66.7 |
2.4% |
89% |
True |
False |
1,193,556 |
| 20 |
2,789.0 |
2,492.0 |
297.0 |
10.7% |
69.0 |
2.5% |
92% |
True |
False |
1,284,997 |
| 40 |
2,795.0 |
2,463.0 |
332.0 |
12.0% |
68.9 |
2.5% |
91% |
False |
False |
979,926 |
| 60 |
2,795.0 |
2,350.0 |
445.0 |
16.1% |
80.5 |
2.9% |
93% |
False |
False |
654,166 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.7% |
73.2 |
2.6% |
69% |
False |
False |
491,006 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.7% |
65.4 |
2.4% |
69% |
False |
False |
394,156 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.7% |
59.2 |
2.1% |
69% |
False |
False |
328,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.0 |
|
2.618 |
2,925.1 |
|
1.618 |
2,873.1 |
|
1.000 |
2,841.0 |
|
0.618 |
2,821.1 |
|
HIGH |
2,789.0 |
|
0.618 |
2,769.1 |
|
0.500 |
2,763.0 |
|
0.382 |
2,756.9 |
|
LOW |
2,737.0 |
|
0.618 |
2,704.9 |
|
1.000 |
2,685.0 |
|
1.618 |
2,652.9 |
|
2.618 |
2,600.9 |
|
4.250 |
2,516.0 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.0 |
2,757.5 |
| PP |
2,764.0 |
2,749.0 |
| S1 |
2,763.0 |
2,740.5 |
|