| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,639.0 |
2,670.0 |
31.0 |
1.2% |
2,511.0 |
| High |
2,675.0 |
2,689.0 |
14.0 |
0.5% |
2,689.0 |
| Low |
2,629.0 |
2,652.0 |
23.0 |
0.9% |
2,481.0 |
| Close |
2,644.0 |
2,666.0 |
22.0 |
0.8% |
2,666.0 |
| Range |
46.0 |
37.0 |
-9.0 |
-19.6% |
208.0 |
| ATR |
72.5 |
70.5 |
-2.0 |
-2.7% |
0.0 |
| Volume |
669 |
11,381 |
10,712 |
1,601.2% |
16,496 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.0 |
2,760.0 |
2,686.4 |
|
| R3 |
2,743.0 |
2,723.0 |
2,676.2 |
|
| R2 |
2,706.0 |
2,706.0 |
2,672.8 |
|
| R1 |
2,686.0 |
2,686.0 |
2,669.4 |
2,677.5 |
| PP |
2,669.0 |
2,669.0 |
2,669.0 |
2,664.8 |
| S1 |
2,649.0 |
2,649.0 |
2,662.6 |
2,640.5 |
| S2 |
2,632.0 |
2,632.0 |
2,659.2 |
|
| S3 |
2,595.0 |
2,612.0 |
2,655.8 |
|
| S4 |
2,558.0 |
2,575.0 |
2,645.7 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.0 |
3,159.0 |
2,780.4 |
|
| R3 |
3,028.0 |
2,951.0 |
2,723.2 |
|
| R2 |
2,820.0 |
2,820.0 |
2,704.1 |
|
| R1 |
2,743.0 |
2,743.0 |
2,685.1 |
2,781.5 |
| PP |
2,612.0 |
2,612.0 |
2,612.0 |
2,631.3 |
| S1 |
2,535.0 |
2,535.0 |
2,646.9 |
2,573.5 |
| S2 |
2,404.0 |
2,404.0 |
2,627.9 |
|
| S3 |
2,196.0 |
2,327.0 |
2,608.8 |
|
| S4 |
1,988.0 |
2,119.0 |
2,551.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,689.0 |
2,481.0 |
208.0 |
7.8% |
66.4 |
2.5% |
89% |
True |
False |
3,299 |
| 10 |
2,689.0 |
2,481.0 |
208.0 |
7.8% |
64.4 |
2.4% |
89% |
True |
False |
2,260 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.2% |
59.5 |
2.2% |
62% |
False |
False |
7,480 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.3% |
64.9 |
2.4% |
68% |
False |
False |
5,131 |
| 60 |
2,909.0 |
2,387.0 |
522.0 |
19.6% |
70.9 |
2.7% |
53% |
False |
False |
3,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.3 |
|
2.618 |
2,785.9 |
|
1.618 |
2,748.9 |
|
1.000 |
2,726.0 |
|
0.618 |
2,711.9 |
|
HIGH |
2,689.0 |
|
0.618 |
2,674.9 |
|
0.500 |
2,670.5 |
|
0.382 |
2,666.1 |
|
LOW |
2,652.0 |
|
0.618 |
2,629.1 |
|
1.000 |
2,615.0 |
|
1.618 |
2,592.1 |
|
2.618 |
2,555.1 |
|
4.250 |
2,494.8 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,670.5 |
2,645.0 |
| PP |
2,669.0 |
2,624.0 |
| S1 |
2,667.5 |
2,603.0 |
|