| 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 |
1,195.6 |
1,188.1 |
-7.5 |
-0.6% |
1,216.2 |
| High |
1,201.3 |
1,204.6 |
3.3 |
0.3% |
1,222.1 |
| Low |
1,186.7 |
1,184.4 |
-2.3 |
-0.2% |
1,189.9 |
| Close |
1,195.5 |
1,199.3 |
3.8 |
0.3% |
1,192.1 |
| Range |
14.6 |
20.2 |
5.6 |
38.4% |
32.2 |
| ATR |
19.4 |
19.5 |
0.1 |
0.3% |
0.0 |
| Volume |
36,826 |
49,118 |
12,292 |
33.4% |
84,051 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.7 |
1,248.2 |
1,210.4 |
|
| R3 |
1,236.5 |
1,228.0 |
1,204.9 |
|
| R2 |
1,216.3 |
1,216.3 |
1,203.0 |
|
| R1 |
1,207.8 |
1,207.8 |
1,201.2 |
1,212.1 |
| PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,198.2 |
| S1 |
1,187.6 |
1,187.6 |
1,197.4 |
1,191.9 |
| S2 |
1,175.9 |
1,175.9 |
1,195.6 |
|
| S3 |
1,155.7 |
1,167.4 |
1,193.7 |
|
| S4 |
1,135.5 |
1,147.2 |
1,188.2 |
|
|
| 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 |
1,214.5 |
1,178.8 |
35.7 |
3.0% |
19.0 |
1.6% |
57% |
False |
False |
26,764 |
| 10 |
1,222.1 |
1,178.8 |
43.3 |
3.6% |
18.0 |
1.5% |
47% |
False |
False |
22,641 |
| 20 |
1,267.5 |
1,178.8 |
88.7 |
7.4% |
20.0 |
1.7% |
23% |
False |
False |
16,011 |
| 40 |
1,270.6 |
1,178.8 |
91.8 |
7.7% |
19.3 |
1.6% |
22% |
False |
False |
11,287 |
| 60 |
1,270.6 |
1,161.2 |
109.4 |
9.1% |
20.2 |
1.7% |
35% |
False |
False |
8,998 |
| 80 |
1,270.6 |
1,106.6 |
164.0 |
13.7% |
18.9 |
1.6% |
57% |
False |
False |
7,171 |
| 100 |
1,270.6 |
1,089.9 |
180.7 |
15.1% |
18.1 |
1.5% |
61% |
False |
False |
5,993 |
| 120 |
1,270.6 |
1,048.2 |
222.4 |
18.5% |
18.6 |
1.6% |
68% |
False |
False |
5,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.5 |
|
2.618 |
1,257.5 |
|
1.618 |
1,237.3 |
|
1.000 |
1,224.8 |
|
0.618 |
1,217.1 |
|
HIGH |
1,204.6 |
|
0.618 |
1,196.9 |
|
0.500 |
1,194.5 |
|
0.382 |
1,192.1 |
|
LOW |
1,184.4 |
|
0.618 |
1,171.9 |
|
1.000 |
1,164.2 |
|
1.618 |
1,151.7 |
|
2.618 |
1,131.5 |
|
4.250 |
1,098.6 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,197.7 |
1,196.8 |
| PP |
1,196.1 |
1,194.2 |
| S1 |
1,194.5 |
1,191.7 |
|