| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,737.0 |
2,761.0 |
24.0 |
0.9% |
2,742.0 |
| High |
2,765.0 |
2,837.0 |
72.0 |
2.6% |
2,801.0 |
| Low |
2,707.0 |
2,755.0 |
48.0 |
1.8% |
2,706.0 |
| Close |
2,745.0 |
2,815.0 |
70.0 |
2.6% |
2,745.0 |
| Range |
58.0 |
82.0 |
24.0 |
41.4% |
95.0 |
| ATR |
67.6 |
69.3 |
1.7 |
2.6% |
0.0 |
| Volume |
1,302,134 |
1,141,240 |
-160,894 |
-12.4% |
5,308,809 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.3 |
3,013.7 |
2,860.1 |
|
| R3 |
2,966.3 |
2,931.7 |
2,837.6 |
|
| R2 |
2,884.3 |
2,884.3 |
2,830.0 |
|
| R1 |
2,849.7 |
2,849.7 |
2,822.5 |
2,867.0 |
| PP |
2,802.3 |
2,802.3 |
2,802.3 |
2,811.0 |
| S1 |
2,767.7 |
2,767.7 |
2,807.5 |
2,785.0 |
| S2 |
2,720.3 |
2,720.3 |
2,800.0 |
|
| S3 |
2,638.3 |
2,685.7 |
2,792.5 |
|
| S4 |
2,556.3 |
2,603.7 |
2,769.9 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.7 |
2,985.3 |
2,797.3 |
|
| R3 |
2,940.7 |
2,890.3 |
2,771.1 |
|
| R2 |
2,845.7 |
2,845.7 |
2,762.4 |
|
| R1 |
2,795.3 |
2,795.3 |
2,753.7 |
2,820.5 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,763.3 |
| S1 |
2,700.3 |
2,700.3 |
2,736.3 |
2,725.5 |
| S2 |
2,655.7 |
2,655.7 |
2,727.6 |
|
| S3 |
2,560.7 |
2,605.3 |
2,718.9 |
|
| S4 |
2,465.7 |
2,510.3 |
2,692.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,837.0 |
2,707.0 |
130.0 |
4.6% |
62.6 |
2.2% |
83% |
True |
False |
1,126,232 |
| 10 |
2,837.0 |
2,582.0 |
255.0 |
9.1% |
65.7 |
2.3% |
91% |
True |
False |
1,150,861 |
| 20 |
2,837.0 |
2,511.0 |
326.0 |
11.6% |
67.3 |
2.4% |
93% |
True |
False |
1,185,488 |
| 40 |
2,837.0 |
2,463.0 |
374.0 |
13.3% |
66.3 |
2.4% |
94% |
True |
False |
1,090,501 |
| 60 |
2,837.0 |
2,432.0 |
405.0 |
14.4% |
74.2 |
2.6% |
95% |
True |
False |
728,399 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
74.8 |
2.7% |
77% |
False |
False |
546,745 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
66.7 |
2.4% |
77% |
False |
False |
438,590 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
60.0 |
2.1% |
77% |
False |
False |
365,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,185.5 |
|
2.618 |
3,051.7 |
|
1.618 |
2,969.7 |
|
1.000 |
2,919.0 |
|
0.618 |
2,887.7 |
|
HIGH |
2,837.0 |
|
0.618 |
2,805.7 |
|
0.500 |
2,796.0 |
|
0.382 |
2,786.3 |
|
LOW |
2,755.0 |
|
0.618 |
2,704.3 |
|
1.000 |
2,673.0 |
|
1.618 |
2,622.3 |
|
2.618 |
2,540.3 |
|
4.250 |
2,406.5 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.7 |
2,800.7 |
| PP |
2,802.3 |
2,786.3 |
| S1 |
2,796.0 |
2,772.0 |
|