| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,684.0 |
2,738.0 |
54.0 |
2.0% |
2,511.0 |
| High |
2,727.0 |
2,738.0 |
11.0 |
0.4% |
2,689.0 |
| Low |
2,678.0 |
2,700.0 |
22.0 |
0.8% |
2,481.0 |
| Close |
2,718.0 |
2,720.0 |
2.0 |
0.1% |
2,666.0 |
| Range |
49.0 |
38.0 |
-11.0 |
-22.4% |
208.0 |
| ATR |
66.9 |
64.8 |
-2.1 |
-3.1% |
0.0 |
| Volume |
419 |
1,825 |
1,406 |
335.6% |
16,496 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.3 |
2,814.7 |
2,740.9 |
|
| R3 |
2,795.3 |
2,776.7 |
2,730.5 |
|
| R2 |
2,757.3 |
2,757.3 |
2,727.0 |
|
| R1 |
2,738.7 |
2,738.7 |
2,723.5 |
2,729.0 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,714.5 |
| S1 |
2,700.7 |
2,700.7 |
2,716.5 |
2,691.0 |
| S2 |
2,681.3 |
2,681.3 |
2,713.0 |
|
| S3 |
2,643.3 |
2,662.7 |
2,709.6 |
|
| S4 |
2,605.3 |
2,624.7 |
2,699.1 |
|
|
| 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 |
2,738.0 |
2,629.0 |
109.0 |
4.0% |
39.6 |
1.5% |
83% |
True |
False |
2,951 |
| 10 |
2,738.0 |
2,481.0 |
257.0 |
9.4% |
56.5 |
2.1% |
93% |
True |
False |
2,038 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.0% |
56.8 |
2.1% |
80% |
False |
False |
4,359 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.1% |
62.9 |
2.3% |
83% |
False |
False |
5,156 |
| 60 |
2,874.0 |
2,387.0 |
487.0 |
17.9% |
71.3 |
2.6% |
68% |
False |
False |
3,692 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.2% |
58.4 |
2.1% |
61% |
False |
False |
2,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.5 |
|
2.618 |
2,837.5 |
|
1.618 |
2,799.5 |
|
1.000 |
2,776.0 |
|
0.618 |
2,761.5 |
|
HIGH |
2,738.0 |
|
0.618 |
2,723.5 |
|
0.500 |
2,719.0 |
|
0.382 |
2,714.5 |
|
LOW |
2,700.0 |
|
0.618 |
2,676.5 |
|
1.000 |
2,662.0 |
|
1.618 |
2,638.5 |
|
2.618 |
2,600.5 |
|
4.250 |
2,538.5 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,719.7 |
2,712.7 |
| PP |
2,719.3 |
2,705.3 |
| S1 |
2,719.0 |
2,698.0 |
|