| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,786.0 |
2,766.0 |
-20.0 |
-0.7% |
2,646.0 |
| High |
2,790.0 |
2,801.0 |
11.0 |
0.4% |
2,739.0 |
| Low |
2,751.0 |
2,719.0 |
-32.0 |
-1.2% |
2,582.0 |
| Close |
2,763.0 |
2,751.0 |
-12.0 |
-0.4% |
2,719.0 |
| Range |
39.0 |
82.0 |
43.0 |
110.3% |
157.0 |
| ATR |
67.2 |
68.3 |
1.1 |
1.6% |
0.0 |
| Volume |
905,930 |
1,112,609 |
206,679 |
22.8% |
6,110,371 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.0 |
2,959.0 |
2,796.1 |
|
| R3 |
2,921.0 |
2,877.0 |
2,773.6 |
|
| R2 |
2,839.0 |
2,839.0 |
2,766.0 |
|
| R1 |
2,795.0 |
2,795.0 |
2,758.5 |
2,776.0 |
| PP |
2,757.0 |
2,757.0 |
2,757.0 |
2,747.5 |
| S1 |
2,713.0 |
2,713.0 |
2,743.5 |
2,694.0 |
| S2 |
2,675.0 |
2,675.0 |
2,736.0 |
|
| S3 |
2,593.0 |
2,631.0 |
2,728.5 |
|
| S4 |
2,511.0 |
2,549.0 |
2,705.9 |
|
|
| 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 |
2,801.0 |
2,692.0 |
109.0 |
4.0% |
52.4 |
1.9% |
54% |
True |
False |
1,027,525 |
| 10 |
2,801.0 |
2,582.0 |
219.0 |
8.0% |
67.4 |
2.5% |
77% |
True |
False |
1,155,837 |
| 20 |
2,801.0 |
2,492.0 |
309.0 |
11.2% |
67.1 |
2.4% |
84% |
True |
False |
1,216,804 |
| 40 |
2,801.0 |
2,463.0 |
338.0 |
12.3% |
67.8 |
2.5% |
85% |
True |
False |
1,029,793 |
| 60 |
2,801.0 |
2,350.0 |
451.0 |
16.4% |
79.4 |
2.9% |
89% |
True |
False |
687,766 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
74.0 |
2.7% |
67% |
False |
False |
516,225 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
65.9 |
2.4% |
67% |
False |
False |
414,331 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.8% |
59.5 |
2.2% |
67% |
False |
False |
345,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,149.5 |
|
2.618 |
3,015.7 |
|
1.618 |
2,933.7 |
|
1.000 |
2,883.0 |
|
0.618 |
2,851.7 |
|
HIGH |
2,801.0 |
|
0.618 |
2,769.7 |
|
0.500 |
2,760.0 |
|
0.382 |
2,750.3 |
|
LOW |
2,719.0 |
|
0.618 |
2,668.3 |
|
1.000 |
2,637.0 |
|
1.618 |
2,586.3 |
|
2.618 |
2,504.3 |
|
4.250 |
2,370.5 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,760.0 |
2,760.0 |
| PP |
2,757.0 |
2,757.0 |
| S1 |
2,754.0 |
2,754.0 |
|