| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5,848.5 |
5,902.5 |
54.0 |
0.9% |
6,100.0 |
| High |
6,002.5 |
6,053.5 |
51.0 |
0.8% |
6,177.0 |
| Low |
5,846.5 |
5,853.0 |
6.5 |
0.1% |
5,805.0 |
| Close |
5,928.0 |
5,988.0 |
60.0 |
1.0% |
5,841.5 |
| Range |
156.0 |
200.5 |
44.5 |
28.5% |
372.0 |
| ATR |
135.0 |
139.7 |
4.7 |
3.5% |
0.0 |
| Volume |
161,359 |
157,501 |
-3,858 |
-2.4% |
807,041 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,566.3 |
6,477.7 |
6,098.3 |
|
| R3 |
6,365.8 |
6,277.2 |
6,043.1 |
|
| R2 |
6,165.3 |
6,165.3 |
6,024.8 |
|
| R1 |
6,076.7 |
6,076.7 |
6,006.4 |
6,121.0 |
| PP |
5,964.8 |
5,964.8 |
5,964.8 |
5,987.0 |
| S1 |
5,876.2 |
5,876.2 |
5,969.6 |
5,920.5 |
| S2 |
5,764.3 |
5,764.3 |
5,951.2 |
|
| S3 |
5,563.8 |
5,675.7 |
5,932.9 |
|
| S4 |
5,363.3 |
5,475.2 |
5,877.7 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,057.2 |
6,821.3 |
6,046.1 |
|
| R3 |
6,685.2 |
6,449.3 |
5,943.8 |
|
| R2 |
6,313.2 |
6,313.2 |
5,909.7 |
|
| R1 |
6,077.3 |
6,077.3 |
5,875.6 |
6,009.3 |
| PP |
5,941.2 |
5,941.2 |
5,941.2 |
5,907.1 |
| S1 |
5,705.3 |
5,705.3 |
5,807.4 |
5,637.3 |
| S2 |
5,569.2 |
5,569.2 |
5,773.3 |
|
| S3 |
5,197.2 |
5,333.3 |
5,739.2 |
|
| S4 |
4,825.2 |
4,961.3 |
5,636.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,053.5 |
5,805.0 |
248.5 |
4.1% |
146.8 |
2.5% |
74% |
True |
False |
161,620 |
| 10 |
6,279.0 |
5,805.0 |
474.0 |
7.9% |
135.9 |
2.3% |
39% |
False |
False |
159,242 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.3% |
122.2 |
2.0% |
33% |
False |
False |
114,088 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.4% |
135.7 |
2.3% |
50% |
False |
False |
57,575 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
135.3 |
2.3% |
52% |
False |
False |
38,538 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
116.5 |
1.9% |
52% |
False |
False |
29,262 |
| 100 |
6,359.5 |
5,528.0 |
831.5 |
13.9% |
106.1 |
1.8% |
55% |
False |
False |
23,475 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.7% |
102.5 |
1.7% |
60% |
False |
False |
19,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,905.6 |
|
2.618 |
6,578.4 |
|
1.618 |
6,377.9 |
|
1.000 |
6,254.0 |
|
0.618 |
6,177.4 |
|
HIGH |
6,053.5 |
|
0.618 |
5,976.9 |
|
0.500 |
5,953.3 |
|
0.382 |
5,929.6 |
|
LOW |
5,853.0 |
|
0.618 |
5,729.1 |
|
1.000 |
5,652.5 |
|
1.618 |
5,528.6 |
|
2.618 |
5,328.1 |
|
4.250 |
5,000.9 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,976.4 |
5,968.4 |
| PP |
5,964.8 |
5,948.8 |
| S1 |
5,953.3 |
5,929.3 |
|