| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,080.0 |
6,079.0 |
-1.0 |
0.0% |
5,848.5 |
| High |
6,105.0 |
6,126.5 |
21.5 |
0.4% |
6,105.0 |
| Low |
6,044.0 |
6,066.0 |
22.0 |
0.4% |
5,846.5 |
| Close |
6,069.5 |
6,073.5 |
4.0 |
0.1% |
6,069.5 |
| Range |
61.0 |
60.5 |
-0.5 |
-0.8% |
258.5 |
| ATR |
131.4 |
126.4 |
-5.1 |
-3.9% |
0.0 |
| Volume |
94,633 |
97,770 |
3,137 |
3.3% |
532,617 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,270.2 |
6,232.3 |
6,106.8 |
|
| R3 |
6,209.7 |
6,171.8 |
6,090.1 |
|
| R2 |
6,149.2 |
6,149.2 |
6,084.6 |
|
| R1 |
6,111.3 |
6,111.3 |
6,079.0 |
6,100.0 |
| PP |
6,088.7 |
6,088.7 |
6,088.7 |
6,083.0 |
| S1 |
6,050.8 |
6,050.8 |
6,068.0 |
6,039.5 |
| S2 |
6,028.2 |
6,028.2 |
6,062.4 |
|
| S3 |
5,967.7 |
5,990.3 |
6,056.9 |
|
| S4 |
5,907.2 |
5,929.8 |
6,040.2 |
|
|
| 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 |
6,126.5 |
5,846.5 |
280.0 |
4.6% |
109.3 |
1.8% |
81% |
True |
False |
126,077 |
| 10 |
6,177.0 |
5,805.0 |
372.0 |
6.1% |
119.3 |
2.0% |
72% |
False |
False |
143,742 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.1% |
110.5 |
1.8% |
48% |
False |
False |
128,180 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.3% |
127.9 |
2.1% |
62% |
False |
False |
65,341 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
134.6 |
2.2% |
63% |
False |
False |
43,701 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.6% |
116.9 |
1.9% |
63% |
False |
False |
33,019 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.6% |
106.6 |
1.8% |
65% |
False |
False |
26,588 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.5% |
102.4 |
1.7% |
70% |
False |
False |
22,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,383.6 |
|
2.618 |
6,284.9 |
|
1.618 |
6,224.4 |
|
1.000 |
6,187.0 |
|
0.618 |
6,163.9 |
|
HIGH |
6,126.5 |
|
0.618 |
6,103.4 |
|
0.500 |
6,096.3 |
|
0.382 |
6,089.1 |
|
LOW |
6,066.0 |
|
0.618 |
6,028.6 |
|
1.000 |
6,005.5 |
|
1.618 |
5,968.1 |
|
2.618 |
5,907.6 |
|
4.250 |
5,808.9 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,096.3 |
6,071.8 |
| PP |
6,088.7 |
6,070.2 |
| S1 |
6,081.1 |
6,068.5 |
|