| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,061.75 |
1,063.25 |
1.50 |
0.1% |
1,071.50 |
| High |
1,071.00 |
1,080.75 |
9.75 |
0.9% |
1,099.25 |
| Low |
1,057.00 |
1,050.75 |
-6.25 |
-0.6% |
1,059.00 |
| Close |
1,063.75 |
1,080.00 |
16.25 |
1.5% |
1,063.00 |
| Range |
14.00 |
30.00 |
16.00 |
114.3% |
40.25 |
| ATR |
23.28 |
23.76 |
0.48 |
2.1% |
0.00 |
| Volume |
2,503,643 |
1,760,878 |
-742,765 |
-29.7% |
9,162,769 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.50 |
1,150.25 |
1,096.50 |
|
| R3 |
1,130.50 |
1,120.25 |
1,088.25 |
|
| R2 |
1,100.50 |
1,100.50 |
1,085.50 |
|
| R1 |
1,090.25 |
1,090.25 |
1,082.75 |
1,095.50 |
| PP |
1,070.50 |
1,070.50 |
1,070.50 |
1,073.00 |
| S1 |
1,060.25 |
1,060.25 |
1,077.25 |
1,065.50 |
| S2 |
1,040.50 |
1,040.50 |
1,074.50 |
|
| S3 |
1,010.50 |
1,030.25 |
1,071.75 |
|
| S4 |
980.50 |
1,000.25 |
1,063.50 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.50 |
1,169.00 |
1,085.25 |
|
| R3 |
1,154.25 |
1,128.75 |
1,074.00 |
|
| R2 |
1,114.00 |
1,114.00 |
1,070.50 |
|
| R1 |
1,088.50 |
1,088.50 |
1,066.75 |
1,081.00 |
| PP |
1,073.75 |
1,073.75 |
1,073.75 |
1,070.00 |
| S1 |
1,048.25 |
1,048.25 |
1,059.25 |
1,041.00 |
| S2 |
1,033.50 |
1,033.50 |
1,055.50 |
|
| S3 |
993.25 |
1,008.00 |
1,052.00 |
|
| S4 |
953.00 |
967.75 |
1,040.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,099.25 |
1,050.75 |
48.50 |
4.5% |
23.75 |
2.2% |
60% |
False |
True |
2,124,567 |
| 10 |
1,099.25 |
1,016.25 |
83.00 |
7.7% |
22.25 |
2.1% |
77% |
False |
False |
2,052,728 |
| 20 |
1,117.00 |
1,002.75 |
114.25 |
10.6% |
23.50 |
2.2% |
68% |
False |
False |
2,256,336 |
| 40 |
1,129.50 |
1,002.75 |
126.75 |
11.7% |
24.75 |
2.3% |
61% |
False |
False |
1,554,089 |
| 60 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
27.25 |
2.5% |
37% |
False |
False |
1,037,750 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
23.50 |
2.2% |
37% |
False |
False |
778,745 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
21.00 |
1.9% |
37% |
False |
False |
623,070 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.3% |
19.50 |
1.8% |
37% |
False |
False |
519,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,208.25 |
|
2.618 |
1,159.25 |
|
1.618 |
1,129.25 |
|
1.000 |
1,110.75 |
|
0.618 |
1,099.25 |
|
HIGH |
1,080.75 |
|
0.618 |
1,069.25 |
|
0.500 |
1,065.75 |
|
0.382 |
1,062.25 |
|
LOW |
1,050.75 |
|
0.618 |
1,032.25 |
|
1.000 |
1,020.75 |
|
1.618 |
1,002.25 |
|
2.618 |
972.25 |
|
4.250 |
923.25 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.25 |
1,077.50 |
| PP |
1,070.50 |
1,075.25 |
| S1 |
1,065.75 |
1,072.75 |
|