| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,155.5 |
6,050.5 |
-105.0 |
-1.7% |
6,079.0 |
| High |
6,212.0 |
6,091.0 |
-121.0 |
-1.9% |
6,264.5 |
| Low |
6,015.0 |
5,999.0 |
-16.0 |
-0.3% |
6,015.0 |
| Close |
6,053.5 |
6,021.0 |
-32.5 |
-0.5% |
6,053.5 |
| Range |
197.0 |
92.0 |
-105.0 |
-53.3% |
249.5 |
| ATR |
129.4 |
126.7 |
-2.7 |
-2.1% |
0.0 |
| Volume |
160,138 |
110,936 |
-49,202 |
-30.7% |
663,474 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,313.0 |
6,259.0 |
6,071.6 |
|
| R3 |
6,221.0 |
6,167.0 |
6,046.3 |
|
| R2 |
6,129.0 |
6,129.0 |
6,037.9 |
|
| R1 |
6,075.0 |
6,075.0 |
6,029.4 |
6,056.0 |
| PP |
6,037.0 |
6,037.0 |
6,037.0 |
6,027.5 |
| S1 |
5,983.0 |
5,983.0 |
6,012.6 |
5,964.0 |
| S2 |
5,945.0 |
5,945.0 |
6,004.1 |
|
| S3 |
5,853.0 |
5,891.0 |
5,995.7 |
|
| S4 |
5,761.0 |
5,799.0 |
5,970.4 |
|
|
| 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 |
5,999.0 |
265.5 |
4.4% |
127.2 |
2.1% |
8% |
False |
True |
135,328 |
| 10 |
6,264.5 |
5,846.5 |
418.0 |
6.9% |
118.3 |
2.0% |
42% |
False |
False |
130,702 |
| 20 |
6,359.5 |
5,805.0 |
554.5 |
9.2% |
120.8 |
2.0% |
39% |
False |
False |
142,394 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.4% |
122.6 |
2.0% |
55% |
False |
False |
82,141 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.7% |
137.4 |
2.3% |
56% |
False |
False |
54,955 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.7% |
120.4 |
2.0% |
56% |
False |
False |
41,324 |
| 100 |
6,359.5 |
5,536.5 |
823.0 |
13.7% |
108.9 |
1.8% |
59% |
False |
False |
33,342 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.6% |
103.3 |
1.7% |
64% |
False |
False |
27,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,482.0 |
|
2.618 |
6,331.9 |
|
1.618 |
6,239.9 |
|
1.000 |
6,183.0 |
|
0.618 |
6,147.9 |
|
HIGH |
6,091.0 |
|
0.618 |
6,055.9 |
|
0.500 |
6,045.0 |
|
0.382 |
6,034.1 |
|
LOW |
5,999.0 |
|
0.618 |
5,942.1 |
|
1.000 |
5,907.0 |
|
1.618 |
5,850.1 |
|
2.618 |
5,758.1 |
|
4.250 |
5,608.0 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,045.0 |
6,131.8 |
| PP |
6,037.0 |
6,094.8 |
| S1 |
6,029.0 |
6,057.9 |
|