| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
5,902.5 |
6,046.0 |
143.5 |
2.4% |
6,100.0 |
| High |
6,053.5 |
6,079.0 |
25.5 |
0.4% |
6,177.0 |
| Low |
5,853.0 |
6,010.5 |
157.5 |
2.7% |
5,805.0 |
| Close |
5,988.0 |
6,035.5 |
47.5 |
0.8% |
5,841.5 |
| Range |
200.5 |
68.5 |
-132.0 |
-65.8% |
372.0 |
| ATR |
139.7 |
136.2 |
-3.5 |
-2.5% |
0.0 |
| Volume |
157,501 |
119,124 |
-38,377 |
-24.4% |
807,041 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,247.2 |
6,209.8 |
6,073.2 |
|
| R3 |
6,178.7 |
6,141.3 |
6,054.3 |
|
| R2 |
6,110.2 |
6,110.2 |
6,048.1 |
|
| R1 |
6,072.8 |
6,072.8 |
6,041.8 |
6,057.3 |
| PP |
6,041.7 |
6,041.7 |
6,041.7 |
6,033.9 |
| S1 |
6,004.3 |
6,004.3 |
6,029.2 |
5,988.8 |
| S2 |
5,973.2 |
5,973.2 |
6,022.9 |
|
| S3 |
5,904.7 |
5,935.8 |
6,016.7 |
|
| S4 |
5,836.2 |
5,867.3 |
5,997.8 |
|
|
| 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 |
6,079.0 |
5,805.0 |
274.0 |
4.5% |
139.2 |
2.3% |
84% |
True |
False |
155,935 |
| 10 |
6,252.0 |
5,805.0 |
447.0 |
7.4% |
133.3 |
2.2% |
52% |
False |
False |
155,643 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.2% |
117.7 |
2.0% |
42% |
False |
False |
119,907 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.3% |
132.1 |
2.2% |
56% |
False |
False |
60,541 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.7% |
135.6 |
2.2% |
58% |
False |
False |
40,513 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.7% |
116.7 |
1.9% |
58% |
False |
False |
30,730 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.6% |
106.5 |
1.8% |
61% |
False |
False |
24,666 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.6% |
102.8 |
1.7% |
66% |
False |
False |
20,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,370.1 |
|
2.618 |
6,258.3 |
|
1.618 |
6,189.8 |
|
1.000 |
6,147.5 |
|
0.618 |
6,121.3 |
|
HIGH |
6,079.0 |
|
0.618 |
6,052.8 |
|
0.500 |
6,044.8 |
|
0.382 |
6,036.7 |
|
LOW |
6,010.5 |
|
0.618 |
5,968.2 |
|
1.000 |
5,942.0 |
|
1.618 |
5,899.7 |
|
2.618 |
5,831.2 |
|
4.250 |
5,719.4 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,044.8 |
6,011.3 |
| PP |
6,041.7 |
5,987.0 |
| S1 |
6,038.6 |
5,962.8 |
|