| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,240.0 |
6,218.0 |
-22.0 |
-0.4% |
5,848.5 |
| High |
6,246.0 |
6,264.5 |
18.5 |
0.3% |
6,105.0 |
| Low |
6,166.0 |
6,132.0 |
-34.0 |
-0.6% |
5,846.5 |
| Close |
6,210.0 |
6,150.5 |
-59.5 |
-1.0% |
6,069.5 |
| Range |
80.0 |
132.5 |
52.5 |
65.6% |
258.5 |
| ATR |
123.6 |
124.2 |
0.6 |
0.5% |
0.0 |
| Volume |
114,627 |
150,725 |
36,098 |
31.5% |
532,617 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,579.8 |
6,497.7 |
6,223.4 |
|
| R3 |
6,447.3 |
6,365.2 |
6,186.9 |
|
| R2 |
6,314.8 |
6,314.8 |
6,174.8 |
|
| R1 |
6,232.7 |
6,232.7 |
6,162.6 |
6,207.5 |
| PP |
6,182.3 |
6,182.3 |
6,182.3 |
6,169.8 |
| S1 |
6,100.2 |
6,100.2 |
6,138.4 |
6,075.0 |
| S2 |
6,049.8 |
6,049.8 |
6,126.2 |
|
| S3 |
5,917.3 |
5,967.7 |
6,114.1 |
|
| S4 |
5,784.8 |
5,835.2 |
6,077.6 |
|
|
| 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 |
6,264.5 |
6,044.0 |
220.5 |
3.6% |
93.7 |
1.5% |
48% |
True |
False |
119,593 |
| 10 |
6,264.5 |
5,805.0 |
459.5 |
7.5% |
116.5 |
1.9% |
75% |
True |
False |
137,764 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
113.7 |
1.8% |
62% |
False |
False |
140,280 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.1% |
126.3 |
2.1% |
72% |
False |
False |
75,436 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
136.8 |
2.2% |
73% |
False |
False |
50,443 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
118.5 |
1.9% |
73% |
False |
False |
37,954 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.4% |
108.1 |
1.8% |
75% |
False |
False |
30,636 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.3% |
102.4 |
1.7% |
78% |
False |
False |
25,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,827.6 |
|
2.618 |
6,611.4 |
|
1.618 |
6,478.9 |
|
1.000 |
6,397.0 |
|
0.618 |
6,346.4 |
|
HIGH |
6,264.5 |
|
0.618 |
6,213.9 |
|
0.500 |
6,198.3 |
|
0.382 |
6,182.6 |
|
LOW |
6,132.0 |
|
0.618 |
6,050.1 |
|
1.000 |
5,999.5 |
|
1.618 |
5,917.6 |
|
2.618 |
5,785.1 |
|
4.250 |
5,568.9 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,198.3 |
6,168.8 |
| PP |
6,182.3 |
6,162.7 |
| S1 |
6,166.4 |
6,156.6 |
|