| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,034.5 |
6,009.5 |
-25.0 |
-0.4% |
6,079.0 |
| High |
6,055.0 |
6,067.5 |
12.5 |
0.2% |
6,264.5 |
| Low |
5,911.5 |
5,944.5 |
33.0 |
0.6% |
6,015.0 |
| Close |
5,971.5 |
5,995.0 |
23.5 |
0.4% |
6,053.5 |
| Range |
143.5 |
123.0 |
-20.5 |
-14.3% |
249.5 |
| ATR |
127.9 |
127.6 |
-0.4 |
-0.3% |
0.0 |
| Volume |
152,744 |
145,662 |
-7,082 |
-4.6% |
663,474 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,371.3 |
6,306.2 |
6,062.7 |
|
| R3 |
6,248.3 |
6,183.2 |
6,028.8 |
|
| R2 |
6,125.3 |
6,125.3 |
6,017.6 |
|
| R1 |
6,060.2 |
6,060.2 |
6,006.3 |
6,031.3 |
| PP |
6,002.3 |
6,002.3 |
6,002.3 |
5,987.9 |
| S1 |
5,937.2 |
5,937.2 |
5,983.7 |
5,908.3 |
| S2 |
5,879.3 |
5,879.3 |
5,972.5 |
|
| S3 |
5,756.3 |
5,814.2 |
5,961.2 |
|
| S4 |
5,633.3 |
5,691.2 |
5,927.4 |
|
|
| 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 |
5,911.5 |
353.0 |
5.9% |
137.6 |
2.3% |
24% |
False |
False |
144,041 |
| 10 |
6,264.5 |
5,911.5 |
353.0 |
5.9% |
109.3 |
1.8% |
24% |
False |
False |
128,657 |
| 20 |
6,279.0 |
5,805.0 |
474.0 |
7.9% |
122.6 |
2.0% |
40% |
False |
False |
143,949 |
| 40 |
6,359.5 |
5,710.0 |
649.5 |
10.8% |
122.8 |
2.0% |
44% |
False |
False |
89,538 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
137.1 |
2.3% |
52% |
False |
False |
59,918 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
122.1 |
2.0% |
52% |
False |
False |
45,034 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.8% |
109.8 |
1.8% |
52% |
False |
False |
36,323 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.7% |
104.0 |
1.7% |
61% |
False |
False |
30,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,590.3 |
|
2.618 |
6,389.5 |
|
1.618 |
6,266.5 |
|
1.000 |
6,190.5 |
|
0.618 |
6,143.5 |
|
HIGH |
6,067.5 |
|
0.618 |
6,020.5 |
|
0.500 |
6,006.0 |
|
0.382 |
5,991.5 |
|
LOW |
5,944.5 |
|
0.618 |
5,868.5 |
|
1.000 |
5,821.5 |
|
1.618 |
5,745.5 |
|
2.618 |
5,622.5 |
|
4.250 |
5,421.8 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,006.0 |
6,001.3 |
| PP |
6,002.3 |
5,999.2 |
| S1 |
5,998.7 |
5,997.1 |
|