| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,212.1 |
1,213.4 |
1.3 |
0.1% |
1,216.2 |
| High |
1,221.1 |
1,214.5 |
-6.6 |
-0.5% |
1,222.1 |
| Low |
1,208.2 |
1,189.9 |
-18.3 |
-1.5% |
1,189.9 |
| Close |
1,212.3 |
1,192.1 |
-20.2 |
-1.7% |
1,192.1 |
| Range |
12.9 |
24.6 |
11.7 |
90.7% |
32.2 |
| ATR |
19.8 |
20.1 |
0.3 |
1.7% |
0.0 |
| Volume |
9,678 |
11,238 |
1,560 |
16.1% |
84,051 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.6 |
1,257.0 |
1,205.6 |
|
| R3 |
1,248.0 |
1,232.4 |
1,198.9 |
|
| R2 |
1,223.4 |
1,223.4 |
1,196.6 |
|
| R1 |
1,207.8 |
1,207.8 |
1,194.4 |
1,203.3 |
| PP |
1,198.8 |
1,198.8 |
1,198.8 |
1,196.6 |
| S1 |
1,183.2 |
1,183.2 |
1,189.8 |
1,178.7 |
| S2 |
1,174.2 |
1,174.2 |
1,187.6 |
|
| S3 |
1,149.6 |
1,158.6 |
1,185.3 |
|
| S4 |
1,125.0 |
1,134.0 |
1,178.6 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.0 |
1,277.2 |
1,209.8 |
|
| R3 |
1,265.8 |
1,245.0 |
1,201.0 |
|
| R2 |
1,233.6 |
1,233.6 |
1,198.0 |
|
| R1 |
1,212.8 |
1,212.8 |
1,195.1 |
1,207.1 |
| PP |
1,201.4 |
1,201.4 |
1,201.4 |
1,198.5 |
| S1 |
1,180.6 |
1,180.6 |
1,189.1 |
1,174.9 |
| S2 |
1,169.2 |
1,169.2 |
1,186.2 |
|
| S3 |
1,137.0 |
1,148.4 |
1,183.2 |
|
| S4 |
1,104.8 |
1,116.2 |
1,174.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.1 |
1,189.9 |
32.2 |
2.7% |
18.2 |
1.5% |
7% |
False |
True |
16,810 |
| 10 |
1,222.1 |
1,188.7 |
33.4 |
2.8% |
18.7 |
1.6% |
10% |
False |
False |
15,912 |
| 20 |
1,270.6 |
1,188.7 |
81.9 |
6.9% |
20.8 |
1.7% |
4% |
False |
False |
12,038 |
| 40 |
1,270.6 |
1,172.0 |
98.6 |
8.3% |
19.5 |
1.6% |
20% |
False |
False |
8,662 |
| 60 |
1,270.6 |
1,135.9 |
134.7 |
11.3% |
20.3 |
1.7% |
42% |
False |
False |
7,086 |
| 80 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.7 |
1.6% |
57% |
False |
False |
5,715 |
| 100 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.0 |
1.5% |
57% |
False |
False |
4,821 |
| 120 |
1,270.6 |
1,048.2 |
222.4 |
18.7% |
18.6 |
1.6% |
65% |
False |
False |
4,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.1 |
|
2.618 |
1,278.9 |
|
1.618 |
1,254.3 |
|
1.000 |
1,239.1 |
|
0.618 |
1,229.7 |
|
HIGH |
1,214.5 |
|
0.618 |
1,205.1 |
|
0.500 |
1,202.2 |
|
0.382 |
1,199.3 |
|
LOW |
1,189.9 |
|
0.618 |
1,174.7 |
|
1.000 |
1,165.3 |
|
1.618 |
1,150.1 |
|
2.618 |
1,125.5 |
|
4.250 |
1,085.4 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.2 |
1,206.0 |
| PP |
1,198.8 |
1,201.4 |
| S1 |
1,195.5 |
1,196.7 |
|