| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,090.0 |
6,240.0 |
150.0 |
2.5% |
5,848.5 |
| High |
6,207.5 |
6,246.0 |
38.5 |
0.6% |
6,105.0 |
| Low |
6,073.0 |
6,166.0 |
93.0 |
1.5% |
5,846.5 |
| Close |
6,190.0 |
6,210.0 |
20.0 |
0.3% |
6,069.5 |
| Range |
134.5 |
80.0 |
-54.5 |
-40.5% |
258.5 |
| ATR |
126.9 |
123.6 |
-3.4 |
-2.6% |
0.0 |
| Volume |
140,214 |
114,627 |
-25,587 |
-18.2% |
532,617 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,447.3 |
6,408.7 |
6,254.0 |
|
| R3 |
6,367.3 |
6,328.7 |
6,232.0 |
|
| R2 |
6,287.3 |
6,287.3 |
6,224.7 |
|
| R1 |
6,248.7 |
6,248.7 |
6,217.3 |
6,228.0 |
| PP |
6,207.3 |
6,207.3 |
6,207.3 |
6,197.0 |
| S1 |
6,168.7 |
6,168.7 |
6,202.7 |
6,148.0 |
| S2 |
6,127.3 |
6,127.3 |
6,195.3 |
|
| S3 |
6,047.3 |
6,088.7 |
6,188.0 |
|
| S4 |
5,967.3 |
6,008.7 |
6,166.0 |
|
|
| 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 |
6,246.0 |
6,010.5 |
235.5 |
3.8% |
80.9 |
1.3% |
85% |
True |
False |
113,273 |
| 10 |
6,246.0 |
5,805.0 |
441.0 |
7.1% |
113.9 |
1.8% |
92% |
True |
False |
137,447 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
8.9% |
110.8 |
1.8% |
73% |
False |
False |
136,272 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.0% |
126.9 |
2.0% |
80% |
False |
False |
71,694 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
135.7 |
2.2% |
80% |
False |
False |
47,935 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
118.0 |
1.9% |
80% |
False |
False |
36,072 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.3% |
107.3 |
1.7% |
82% |
False |
False |
29,135 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.1% |
101.8 |
1.6% |
84% |
False |
False |
24,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,586.0 |
|
2.618 |
6,455.4 |
|
1.618 |
6,375.4 |
|
1.000 |
6,326.0 |
|
0.618 |
6,295.4 |
|
HIGH |
6,246.0 |
|
0.618 |
6,215.4 |
|
0.500 |
6,206.0 |
|
0.382 |
6,196.6 |
|
LOW |
6,166.0 |
|
0.618 |
6,116.6 |
|
1.000 |
6,086.0 |
|
1.618 |
6,036.6 |
|
2.618 |
5,956.6 |
|
4.250 |
5,826.0 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,208.7 |
6,192.0 |
| PP |
6,207.3 |
6,174.0 |
| S1 |
6,206.0 |
6,156.0 |
|