| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,218.0 |
6,155.5 |
-62.5 |
-1.0% |
6,079.0 |
| High |
6,264.5 |
6,212.0 |
-52.5 |
-0.8% |
6,264.5 |
| Low |
6,132.0 |
6,015.0 |
-117.0 |
-1.9% |
6,015.0 |
| Close |
6,150.5 |
6,053.5 |
-97.0 |
-1.6% |
6,053.5 |
| Range |
132.5 |
197.0 |
64.5 |
48.7% |
249.5 |
| ATR |
124.2 |
129.4 |
5.2 |
4.2% |
0.0 |
| Volume |
150,725 |
160,138 |
9,413 |
6.2% |
663,474 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.5 |
6,566.0 |
6,161.9 |
|
| R3 |
6,487.5 |
6,369.0 |
6,107.7 |
|
| R2 |
6,290.5 |
6,290.5 |
6,089.6 |
|
| R1 |
6,172.0 |
6,172.0 |
6,071.6 |
6,132.8 |
| PP |
6,093.5 |
6,093.5 |
6,093.5 |
6,073.9 |
| S1 |
5,975.0 |
5,975.0 |
6,035.4 |
5,935.8 |
| S2 |
5,896.5 |
5,896.5 |
6,017.4 |
|
| S3 |
5,699.5 |
5,778.0 |
5,999.3 |
|
| S4 |
5,502.5 |
5,581.0 |
5,945.2 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,859.5 |
6,706.0 |
6,190.7 |
|
| R3 |
6,610.0 |
6,456.5 |
6,122.1 |
|
| R2 |
6,360.5 |
6,360.5 |
6,099.2 |
|
| R1 |
6,207.0 |
6,207.0 |
6,076.4 |
6,159.0 |
| PP |
6,111.0 |
6,111.0 |
6,111.0 |
6,087.0 |
| S1 |
5,957.5 |
5,957.5 |
6,030.6 |
5,909.5 |
| S2 |
5,861.5 |
5,861.5 |
6,007.8 |
|
| S3 |
5,612.0 |
5,708.0 |
5,984.9 |
|
| S4 |
5,362.5 |
5,458.5 |
5,916.3 |
|
|
| 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 |
6,015.0 |
249.5 |
4.1% |
120.9 |
2.0% |
15% |
False |
True |
132,694 |
| 10 |
6,264.5 |
5,805.0 |
459.5 |
7.6% |
123.3 |
2.0% |
54% |
False |
False |
133,894 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.2% |
119.7 |
2.0% |
45% |
False |
False |
143,787 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.3% |
124.7 |
2.1% |
59% |
False |
False |
79,391 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.7% |
137.7 |
2.3% |
60% |
False |
False |
53,108 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.7% |
120.2 |
2.0% |
60% |
False |
False |
39,952 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.6% |
108.6 |
1.8% |
63% |
False |
False |
32,233 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.5% |
103.2 |
1.7% |
67% |
False |
False |
26,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,049.3 |
|
2.618 |
6,727.7 |
|
1.618 |
6,530.7 |
|
1.000 |
6,409.0 |
|
0.618 |
6,333.7 |
|
HIGH |
6,212.0 |
|
0.618 |
6,136.7 |
|
0.500 |
6,113.5 |
|
0.382 |
6,090.3 |
|
LOW |
6,015.0 |
|
0.618 |
5,893.3 |
|
1.000 |
5,818.0 |
|
1.618 |
5,696.3 |
|
2.618 |
5,499.3 |
|
4.250 |
5,177.8 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,113.5 |
6,139.8 |
| PP |
6,093.5 |
6,111.0 |
| S1 |
6,073.5 |
6,082.3 |
|