| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,140.0 |
6,213.0 |
73.0 |
1.2% |
6,050.5 |
| High |
6,199.5 |
6,220.0 |
20.5 |
0.3% |
6,199.5 |
| Low |
6,116.0 |
6,135.5 |
19.5 |
0.3% |
5,911.5 |
| Close |
6,173.0 |
6,193.0 |
20.0 |
0.3% |
6,173.0 |
| Range |
83.5 |
84.5 |
1.0 |
1.2% |
288.0 |
| ATR |
129.2 |
126.0 |
-3.2 |
-2.5% |
0.0 |
| Volume |
131,114 |
103,186 |
-27,928 |
-21.3% |
697,633 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,436.3 |
6,399.2 |
6,239.5 |
|
| R3 |
6,351.8 |
6,314.7 |
6,216.2 |
|
| R2 |
6,267.3 |
6,267.3 |
6,208.5 |
|
| R1 |
6,230.2 |
6,230.2 |
6,200.7 |
6,206.5 |
| PP |
6,182.8 |
6,182.8 |
6,182.8 |
6,171.0 |
| S1 |
6,145.7 |
6,145.7 |
6,185.3 |
6,122.0 |
| S2 |
6,098.3 |
6,098.3 |
6,177.5 |
|
| S3 |
6,013.8 |
6,061.2 |
6,169.8 |
|
| S4 |
5,929.3 |
5,976.7 |
6,146.5 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,958.7 |
6,853.8 |
6,331.4 |
|
| R3 |
6,670.7 |
6,565.8 |
6,252.2 |
|
| R2 |
6,382.7 |
6,382.7 |
6,225.8 |
|
| R1 |
6,277.8 |
6,277.8 |
6,199.4 |
6,330.3 |
| PP |
6,094.7 |
6,094.7 |
6,094.7 |
6,120.9 |
| S1 |
5,989.8 |
5,989.8 |
6,146.6 |
6,042.3 |
| S2 |
5,806.7 |
5,806.7 |
6,120.2 |
|
| S3 |
5,518.7 |
5,701.8 |
6,093.8 |
|
| S4 |
5,230.7 |
5,413.8 |
6,014.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,220.0 |
5,911.5 |
308.5 |
5.0% |
126.9 |
2.0% |
91% |
True |
False |
137,976 |
| 10 |
6,264.5 |
5,911.5 |
353.0 |
5.7% |
127.1 |
2.1% |
80% |
False |
False |
136,652 |
| 20 |
6,264.5 |
5,805.0 |
459.5 |
7.4% |
123.2 |
2.0% |
84% |
False |
False |
140,197 |
| 40 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
121.6 |
2.0% |
70% |
False |
False |
99,250 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
137.7 |
2.2% |
78% |
False |
False |
66,410 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
124.7 |
2.0% |
78% |
False |
False |
49,905 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
111.7 |
1.8% |
78% |
False |
False |
40,233 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.2% |
105.7 |
1.7% |
82% |
False |
False |
33,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,579.1 |
|
2.618 |
6,441.2 |
|
1.618 |
6,356.7 |
|
1.000 |
6,304.5 |
|
0.618 |
6,272.2 |
|
HIGH |
6,220.0 |
|
0.618 |
6,187.7 |
|
0.500 |
6,177.8 |
|
0.382 |
6,167.8 |
|
LOW |
6,135.5 |
|
0.618 |
6,083.3 |
|
1.000 |
6,051.0 |
|
1.618 |
5,998.8 |
|
2.618 |
5,914.3 |
|
4.250 |
5,776.4 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,187.9 |
6,157.8 |
| PP |
6,182.8 |
6,122.5 |
| S1 |
6,177.8 |
6,087.3 |
|