| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,170.8 |
1,183.8 |
13.0 |
1.1% |
1,192.0 |
| High |
1,185.8 |
1,193.9 |
8.1 |
0.7% |
1,198.4 |
| Low |
1,168.0 |
1,176.7 |
8.7 |
0.7% |
1,159.3 |
| Close |
1,183.9 |
1,185.4 |
1.5 |
0.1% |
1,183.9 |
| Range |
17.8 |
17.2 |
-0.6 |
-3.4% |
39.1 |
| ATR |
18.6 |
18.5 |
-0.1 |
-0.5% |
0.0 |
| Volume |
113,129 |
119,041 |
5,912 |
5.2% |
565,179 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.9 |
1,228.4 |
1,194.9 |
|
| R3 |
1,219.7 |
1,211.2 |
1,190.1 |
|
| R2 |
1,202.5 |
1,202.5 |
1,188.6 |
|
| R1 |
1,194.0 |
1,194.0 |
1,187.0 |
1,198.3 |
| PP |
1,185.3 |
1,185.3 |
1,185.3 |
1,187.5 |
| S1 |
1,176.8 |
1,176.8 |
1,183.8 |
1,181.1 |
| S2 |
1,168.1 |
1,168.1 |
1,182.2 |
|
| S3 |
1,150.9 |
1,159.6 |
1,180.7 |
|
| S4 |
1,133.7 |
1,142.4 |
1,175.9 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.8 |
1,280.0 |
1,205.4 |
|
| R3 |
1,258.7 |
1,240.9 |
1,194.7 |
|
| R2 |
1,219.6 |
1,219.6 |
1,191.1 |
|
| R1 |
1,201.8 |
1,201.8 |
1,187.5 |
1,191.2 |
| PP |
1,180.5 |
1,180.5 |
1,180.5 |
1,175.2 |
| S1 |
1,162.7 |
1,162.7 |
1,180.3 |
1,152.1 |
| S2 |
1,141.4 |
1,141.4 |
1,176.7 |
|
| S3 |
1,102.3 |
1,123.6 |
1,173.1 |
|
| S4 |
1,063.2 |
1,084.5 |
1,162.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.9 |
1,159.3 |
34.6 |
2.9% |
16.9 |
1.4% |
75% |
True |
False |
126,883 |
| 10 |
1,207.5 |
1,159.3 |
48.2 |
4.1% |
17.4 |
1.5% |
54% |
False |
False |
83,034 |
| 20 |
1,222.1 |
1,159.3 |
62.8 |
5.3% |
18.2 |
1.5% |
42% |
False |
False |
49,470 |
| 40 |
1,270.6 |
1,159.3 |
111.3 |
9.4% |
19.3 |
1.6% |
23% |
False |
False |
28,519 |
| 60 |
1,270.6 |
1,159.3 |
111.3 |
9.4% |
20.1 |
1.7% |
23% |
False |
False |
20,805 |
| 80 |
1,270.6 |
1,127.8 |
142.8 |
12.0% |
19.2 |
1.6% |
40% |
False |
False |
16,153 |
| 100 |
1,270.6 |
1,089.9 |
180.7 |
15.2% |
18.2 |
1.5% |
53% |
False |
False |
13,182 |
| 120 |
1,270.6 |
1,068.4 |
202.2 |
17.1% |
18.2 |
1.5% |
58% |
False |
False |
11,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.0 |
|
2.618 |
1,238.9 |
|
1.618 |
1,221.7 |
|
1.000 |
1,211.1 |
|
0.618 |
1,204.5 |
|
HIGH |
1,193.9 |
|
0.618 |
1,187.3 |
|
0.500 |
1,185.3 |
|
0.382 |
1,183.3 |
|
LOW |
1,176.7 |
|
0.618 |
1,166.1 |
|
1.000 |
1,159.5 |
|
1.618 |
1,148.9 |
|
2.618 |
1,131.7 |
|
4.250 |
1,103.6 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,185.4 |
1,182.9 |
| PP |
1,185.3 |
1,180.3 |
| S1 |
1,185.3 |
1,177.8 |
|