| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,742.0 |
2,786.0 |
44.0 |
1.6% |
2,646.0 |
| High |
2,789.0 |
2,790.0 |
1.0 |
0.0% |
2,739.0 |
| Low |
2,737.0 |
2,751.0 |
14.0 |
0.5% |
2,582.0 |
| Close |
2,766.0 |
2,763.0 |
-3.0 |
-0.1% |
2,719.0 |
| Range |
52.0 |
39.0 |
-13.0 |
-25.0% |
157.0 |
| ATR |
69.4 |
67.2 |
-2.2 |
-3.1% |
0.0 |
| Volume |
1,169,249 |
905,930 |
-263,319 |
-22.5% |
6,110,371 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.0 |
2,863.0 |
2,784.5 |
|
| R3 |
2,846.0 |
2,824.0 |
2,773.7 |
|
| R2 |
2,807.0 |
2,807.0 |
2,770.2 |
|
| R1 |
2,785.0 |
2,785.0 |
2,766.6 |
2,776.5 |
| PP |
2,768.0 |
2,768.0 |
2,768.0 |
2,763.8 |
| S1 |
2,746.0 |
2,746.0 |
2,759.4 |
2,737.5 |
| S2 |
2,729.0 |
2,729.0 |
2,755.9 |
|
| S3 |
2,690.0 |
2,707.0 |
2,752.3 |
|
| S4 |
2,651.0 |
2,668.0 |
2,741.6 |
|
|
| 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 |
2,790.0 |
2,610.0 |
180.0 |
6.5% |
57.6 |
2.1% |
85% |
True |
False |
1,083,094 |
| 10 |
2,790.0 |
2,582.0 |
208.0 |
7.5% |
65.7 |
2.4% |
87% |
True |
False |
1,177,729 |
| 20 |
2,790.0 |
2,492.0 |
298.0 |
10.8% |
66.3 |
2.4% |
91% |
True |
False |
1,240,785 |
| 40 |
2,795.0 |
2,463.0 |
332.0 |
12.0% |
68.0 |
2.5% |
90% |
False |
False |
1,002,102 |
| 60 |
2,795.0 |
2,350.0 |
445.0 |
16.1% |
79.1 |
2.9% |
93% |
False |
False |
669,236 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
73.3 |
2.7% |
69% |
False |
False |
502,321 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
65.2 |
2.4% |
69% |
False |
False |
403,215 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
58.8 |
2.1% |
69% |
False |
False |
336,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.8 |
|
2.618 |
2,892.1 |
|
1.618 |
2,853.1 |
|
1.000 |
2,829.0 |
|
0.618 |
2,814.1 |
|
HIGH |
2,790.0 |
|
0.618 |
2,775.1 |
|
0.500 |
2,770.5 |
|
0.382 |
2,765.9 |
|
LOW |
2,751.0 |
|
0.618 |
2,726.9 |
|
1.000 |
2,712.0 |
|
1.618 |
2,687.9 |
|
2.618 |
2,648.9 |
|
4.250 |
2,585.3 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.5 |
2,758.0 |
| PP |
2,768.0 |
2,753.0 |
| S1 |
2,765.5 |
2,748.0 |
|