| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,009.5 |
5,970.0 |
-39.5 |
-0.7% |
6,079.0 |
| High |
6,067.5 |
6,154.5 |
87.0 |
1.4% |
6,264.5 |
| Low |
5,944.5 |
5,954.5 |
10.0 |
0.2% |
6,015.0 |
| Close |
5,995.0 |
6,143.0 |
148.0 |
2.5% |
6,053.5 |
| Range |
123.0 |
200.0 |
77.0 |
62.6% |
249.5 |
| ATR |
127.6 |
132.8 |
5.2 |
4.1% |
0.0 |
| Volume |
145,662 |
157,177 |
11,515 |
7.9% |
663,474 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.0 |
6,613.5 |
6,253.0 |
|
| R3 |
6,484.0 |
6,413.5 |
6,198.0 |
|
| R2 |
6,284.0 |
6,284.0 |
6,179.7 |
|
| R1 |
6,213.5 |
6,213.5 |
6,161.3 |
6,248.8 |
| PP |
6,084.0 |
6,084.0 |
6,084.0 |
6,101.6 |
| S1 |
6,013.5 |
6,013.5 |
6,124.7 |
6,048.8 |
| S2 |
5,884.0 |
5,884.0 |
6,106.3 |
|
| S3 |
5,684.0 |
5,813.5 |
6,088.0 |
|
| S4 |
5,484.0 |
5,613.5 |
6,033.0 |
|
|
| 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 |
6,212.0 |
5,911.5 |
300.5 |
4.9% |
151.1 |
2.5% |
77% |
False |
False |
145,331 |
| 10 |
6,264.5 |
5,911.5 |
353.0 |
5.7% |
122.4 |
2.0% |
66% |
False |
False |
132,462 |
| 20 |
6,264.5 |
5,805.0 |
459.5 |
7.5% |
127.8 |
2.1% |
74% |
False |
False |
144,052 |
| 40 |
6,359.5 |
5,765.5 |
594.0 |
9.7% |
124.7 |
2.0% |
64% |
False |
False |
93,453 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
138.3 |
2.3% |
72% |
False |
False |
62,514 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
124.1 |
2.0% |
72% |
False |
False |
46,984 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
111.4 |
1.8% |
72% |
False |
False |
37,892 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.3% |
105.3 |
1.7% |
77% |
False |
False |
31,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,004.5 |
|
2.618 |
6,678.1 |
|
1.618 |
6,478.1 |
|
1.000 |
6,354.5 |
|
0.618 |
6,278.1 |
|
HIGH |
6,154.5 |
|
0.618 |
6,078.1 |
|
0.500 |
6,054.5 |
|
0.382 |
6,030.9 |
|
LOW |
5,954.5 |
|
0.618 |
5,830.9 |
|
1.000 |
5,754.5 |
|
1.618 |
5,630.9 |
|
2.618 |
5,430.9 |
|
4.250 |
5,104.5 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,113.5 |
6,106.3 |
| PP |
6,084.0 |
6,069.7 |
| S1 |
6,054.5 |
6,033.0 |
|