| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,079.0 |
6,090.0 |
11.0 |
0.2% |
5,848.5 |
| High |
6,126.5 |
6,207.5 |
81.0 |
1.3% |
6,105.0 |
| Low |
6,066.0 |
6,073.0 |
7.0 |
0.1% |
5,846.5 |
| Close |
6,073.5 |
6,190.0 |
116.5 |
1.9% |
6,069.5 |
| Range |
60.5 |
134.5 |
74.0 |
122.3% |
258.5 |
| ATR |
126.4 |
126.9 |
0.6 |
0.5% |
0.0 |
| Volume |
97,770 |
140,214 |
42,444 |
43.4% |
532,617 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,560.3 |
6,509.7 |
6,264.0 |
|
| R3 |
6,425.8 |
6,375.2 |
6,227.0 |
|
| R2 |
6,291.3 |
6,291.3 |
6,214.7 |
|
| R1 |
6,240.7 |
6,240.7 |
6,202.3 |
6,266.0 |
| PP |
6,156.8 |
6,156.8 |
6,156.8 |
6,169.5 |
| S1 |
6,106.2 |
6,106.2 |
6,177.7 |
6,131.5 |
| S2 |
6,022.3 |
6,022.3 |
6,165.3 |
|
| S3 |
5,887.8 |
5,971.7 |
6,153.0 |
|
| S4 |
5,753.3 |
5,837.2 |
6,116.0 |
|
|
| 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 |
6,207.5 |
5,853.0 |
354.5 |
5.7% |
105.0 |
1.7% |
95% |
True |
False |
121,848 |
| 10 |
6,207.5 |
5,805.0 |
402.5 |
6.5% |
121.5 |
2.0% |
96% |
True |
False |
143,610 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
114.1 |
1.8% |
69% |
False |
False |
133,468 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.0% |
127.1 |
2.1% |
77% |
False |
False |
68,835 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
135.9 |
2.2% |
78% |
False |
False |
46,034 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
118.0 |
1.9% |
78% |
False |
False |
34,664 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.3% |
107.3 |
1.7% |
79% |
False |
False |
27,990 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.2% |
102.1 |
1.6% |
82% |
False |
False |
23,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,779.1 |
|
2.618 |
6,559.6 |
|
1.618 |
6,425.1 |
|
1.000 |
6,342.0 |
|
0.618 |
6,290.6 |
|
HIGH |
6,207.5 |
|
0.618 |
6,156.1 |
|
0.500 |
6,140.3 |
|
0.382 |
6,124.4 |
|
LOW |
6,073.0 |
|
0.618 |
5,989.9 |
|
1.000 |
5,938.5 |
|
1.618 |
5,855.4 |
|
2.618 |
5,720.9 |
|
4.250 |
5,501.4 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,173.4 |
6,168.6 |
| PP |
6,156.8 |
6,147.2 |
| S1 |
6,140.3 |
6,125.8 |
|