| 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 |
5,265.0 |
5,277.0 |
12.0 |
0.2% |
5,322.0 |
| High |
5,295.5 |
5,385.0 |
89.5 |
1.7% |
5,381.0 |
| Low |
5,210.5 |
5,272.0 |
61.5 |
1.2% |
5,210.5 |
| Close |
5,245.0 |
5,355.5 |
110.5 |
2.1% |
5,245.0 |
| Range |
85.0 |
113.0 |
28.0 |
32.9% |
170.5 |
| ATR |
105.2 |
107.7 |
2.5 |
2.4% |
0.0 |
| Volume |
84,205 |
132,844 |
48,639 |
57.8% |
429,563 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,676.5 |
5,629.0 |
5,417.5 |
|
| R3 |
5,563.5 |
5,516.0 |
5,386.5 |
|
| R2 |
5,450.5 |
5,450.5 |
5,376.0 |
|
| R1 |
5,403.0 |
5,403.0 |
5,366.0 |
5,427.0 |
| PP |
5,337.5 |
5,337.5 |
5,337.5 |
5,349.5 |
| S1 |
5,290.0 |
5,290.0 |
5,345.0 |
5,314.0 |
| S2 |
5,224.5 |
5,224.5 |
5,335.0 |
|
| S3 |
5,111.5 |
5,177.0 |
5,324.5 |
|
| S4 |
4,998.5 |
5,064.0 |
5,293.5 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,790.5 |
5,688.0 |
5,339.0 |
|
| R3 |
5,620.0 |
5,517.5 |
5,292.0 |
|
| R2 |
5,449.5 |
5,449.5 |
5,276.5 |
|
| R1 |
5,347.0 |
5,347.0 |
5,260.5 |
5,313.0 |
| PP |
5,279.0 |
5,279.0 |
5,279.0 |
5,262.0 |
| S1 |
5,176.5 |
5,176.5 |
5,229.5 |
5,142.5 |
| S2 |
5,108.5 |
5,108.5 |
5,213.5 |
|
| S3 |
4,938.0 |
5,006.0 |
5,198.0 |
|
| S4 |
4,767.5 |
4,835.5 |
5,151.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,385.0 |
5,210.5 |
174.5 |
3.3% |
94.5 |
1.8% |
83% |
True |
False |
93,491 |
| 10 |
5,385.0 |
5,056.5 |
328.5 |
6.1% |
96.5 |
1.8% |
91% |
True |
False |
94,236 |
| 20 |
5,385.0 |
4,810.0 |
575.0 |
10.7% |
102.0 |
1.9% |
95% |
True |
False |
93,241 |
| 40 |
5,385.0 |
4,757.0 |
628.0 |
11.7% |
100.5 |
1.9% |
95% |
True |
False |
98,033 |
| 60 |
5,385.5 |
4,757.0 |
628.5 |
11.7% |
104.5 |
2.0% |
95% |
False |
False |
65,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,865.0 |
|
2.618 |
5,681.0 |
|
1.618 |
5,568.0 |
|
1.000 |
5,498.0 |
|
0.618 |
5,455.0 |
|
HIGH |
5,385.0 |
|
0.618 |
5,342.0 |
|
0.500 |
5,328.5 |
|
0.382 |
5,315.0 |
|
LOW |
5,272.0 |
|
0.618 |
5,202.0 |
|
1.000 |
5,159.0 |
|
1.618 |
5,089.0 |
|
2.618 |
4,976.0 |
|
4.250 |
4,792.0 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,346.5 |
5,336.0 |
| PP |
5,337.5 |
5,317.0 |
| S1 |
5,328.5 |
5,298.0 |
|