| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,046.0 |
6,080.0 |
34.0 |
0.6% |
5,848.5 |
| High |
6,079.0 |
6,105.0 |
26.0 |
0.4% |
6,105.0 |
| Low |
6,010.5 |
6,044.0 |
33.5 |
0.6% |
5,846.5 |
| Close |
6,035.5 |
6,069.5 |
34.0 |
0.6% |
6,069.5 |
| Range |
68.5 |
61.0 |
-7.5 |
-10.9% |
258.5 |
| ATR |
136.2 |
131.4 |
-4.8 |
-3.5% |
0.0 |
| Volume |
119,124 |
94,633 |
-24,491 |
-20.6% |
532,617 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,255.8 |
6,223.7 |
6,103.1 |
|
| R3 |
6,194.8 |
6,162.7 |
6,086.3 |
|
| R2 |
6,133.8 |
6,133.8 |
6,080.7 |
|
| R1 |
6,101.7 |
6,101.7 |
6,075.1 |
6,087.3 |
| PP |
6,072.8 |
6,072.8 |
6,072.8 |
6,065.6 |
| S1 |
6,040.7 |
6,040.7 |
6,063.9 |
6,026.3 |
| S2 |
6,011.8 |
6,011.8 |
6,058.3 |
|
| S3 |
5,950.8 |
5,979.7 |
6,052.7 |
|
| S4 |
5,889.8 |
5,918.7 |
6,036.0 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,782.5 |
6,684.5 |
6,211.7 |
|
| R3 |
6,524.0 |
6,426.0 |
6,140.6 |
|
| R2 |
6,265.5 |
6,265.5 |
6,116.9 |
|
| R1 |
6,167.5 |
6,167.5 |
6,093.2 |
6,216.5 |
| PP |
6,007.0 |
6,007.0 |
6,007.0 |
6,031.5 |
| S1 |
5,909.0 |
5,909.0 |
6,045.8 |
5,958.0 |
| S2 |
5,748.5 |
5,748.5 |
6,022.1 |
|
| S3 |
5,490.0 |
5,650.5 |
5,998.4 |
|
| S4 |
5,231.5 |
5,392.0 |
5,927.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,105.0 |
5,805.0 |
300.0 |
4.9% |
125.6 |
2.1% |
88% |
True |
False |
135,093 |
| 10 |
6,177.0 |
5,805.0 |
372.0 |
6.1% |
124.4 |
2.0% |
71% |
False |
False |
149,283 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.1% |
112.7 |
1.9% |
48% |
False |
False |
124,366 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.3% |
131.6 |
2.2% |
61% |
False |
False |
62,902 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
135.8 |
2.2% |
62% |
False |
False |
42,077 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
116.7 |
1.9% |
62% |
False |
False |
31,859 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.6% |
106.4 |
1.8% |
65% |
False |
False |
25,611 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.5% |
102.2 |
1.7% |
69% |
False |
False |
21,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,364.3 |
|
2.618 |
6,264.7 |
|
1.618 |
6,203.7 |
|
1.000 |
6,166.0 |
|
0.618 |
6,142.7 |
|
HIGH |
6,105.0 |
|
0.618 |
6,081.7 |
|
0.500 |
6,074.5 |
|
0.382 |
6,067.3 |
|
LOW |
6,044.0 |
|
0.618 |
6,006.3 |
|
1.000 |
5,983.0 |
|
1.618 |
5,945.3 |
|
2.618 |
5,884.3 |
|
4.250 |
5,784.8 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,074.5 |
6,039.3 |
| PP |
6,072.8 |
6,009.2 |
| S1 |
6,071.2 |
5,979.0 |
|