| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,050.5 |
6,034.5 |
-16.0 |
-0.3% |
6,079.0 |
| High |
6,091.0 |
6,055.0 |
-36.0 |
-0.6% |
6,264.5 |
| Low |
5,999.0 |
5,911.5 |
-87.5 |
-1.5% |
6,015.0 |
| Close |
6,021.0 |
5,971.5 |
-49.5 |
-0.8% |
6,053.5 |
| Range |
92.0 |
143.5 |
51.5 |
56.0% |
249.5 |
| ATR |
126.7 |
127.9 |
1.2 |
0.9% |
0.0 |
| Volume |
110,936 |
152,744 |
41,808 |
37.7% |
663,474 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,409.8 |
6,334.2 |
6,050.4 |
|
| R3 |
6,266.3 |
6,190.7 |
6,011.0 |
|
| R2 |
6,122.8 |
6,122.8 |
5,997.8 |
|
| R1 |
6,047.2 |
6,047.2 |
5,984.7 |
6,013.3 |
| PP |
5,979.3 |
5,979.3 |
5,979.3 |
5,962.4 |
| S1 |
5,903.7 |
5,903.7 |
5,958.3 |
5,869.8 |
| S2 |
5,835.8 |
5,835.8 |
5,945.2 |
|
| S3 |
5,692.3 |
5,760.2 |
5,932.0 |
|
| S4 |
5,548.8 |
5,616.7 |
5,892.6 |
|
|
| 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 |
5,911.5 |
353.0 |
5.9% |
129.0 |
2.2% |
17% |
False |
True |
137,834 |
| 10 |
6,264.5 |
5,853.0 |
411.5 |
6.9% |
117.0 |
2.0% |
29% |
False |
False |
129,841 |
| 20 |
6,302.5 |
5,805.0 |
497.5 |
8.3% |
121.6 |
2.0% |
33% |
False |
False |
143,778 |
| 40 |
6,359.5 |
5,615.0 |
744.5 |
12.5% |
122.9 |
2.1% |
48% |
False |
False |
85,942 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
138.8 |
2.3% |
49% |
False |
False |
57,496 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
120.9 |
2.0% |
49% |
False |
False |
43,216 |
| 100 |
6,359.5 |
5,554.0 |
805.5 |
13.5% |
109.3 |
1.8% |
52% |
False |
False |
34,868 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.7% |
103.4 |
1.7% |
59% |
False |
False |
29,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,664.9 |
|
2.618 |
6,430.7 |
|
1.618 |
6,287.2 |
|
1.000 |
6,198.5 |
|
0.618 |
6,143.7 |
|
HIGH |
6,055.0 |
|
0.618 |
6,000.2 |
|
0.500 |
5,983.3 |
|
0.382 |
5,966.3 |
|
LOW |
5,911.5 |
|
0.618 |
5,822.8 |
|
1.000 |
5,768.0 |
|
1.618 |
5,679.3 |
|
2.618 |
5,535.8 |
|
4.250 |
5,301.6 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,983.3 |
6,061.8 |
| PP |
5,979.3 |
6,031.7 |
| S1 |
5,975.4 |
6,001.6 |
|