| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,738.0 |
2,709.0 |
-29.0 |
-1.1% |
2,511.0 |
| High |
2,738.0 |
2,735.0 |
-3.0 |
-0.1% |
2,689.0 |
| Low |
2,700.0 |
2,675.0 |
-25.0 |
-0.9% |
2,481.0 |
| Close |
2,720.0 |
2,686.0 |
-34.0 |
-1.3% |
2,666.0 |
| Range |
38.0 |
60.0 |
22.0 |
57.9% |
208.0 |
| ATR |
64.8 |
64.5 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,825 |
1,742 |
-83 |
-4.5% |
16,496 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.7 |
2,842.3 |
2,719.0 |
|
| R3 |
2,818.7 |
2,782.3 |
2,702.5 |
|
| R2 |
2,758.7 |
2,758.7 |
2,697.0 |
|
| R1 |
2,722.3 |
2,722.3 |
2,691.5 |
2,710.5 |
| PP |
2,698.7 |
2,698.7 |
2,698.7 |
2,692.8 |
| S1 |
2,662.3 |
2,662.3 |
2,680.5 |
2,650.5 |
| S2 |
2,638.7 |
2,638.7 |
2,675.0 |
|
| S3 |
2,578.7 |
2,602.3 |
2,669.5 |
|
| S4 |
2,518.7 |
2,542.3 |
2,653.0 |
|
|
| 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 |
2,652.0 |
86.0 |
3.2% |
42.4 |
1.6% |
40% |
False |
False |
3,166 |
| 10 |
2,738.0 |
2,481.0 |
257.0 |
9.6% |
57.1 |
2.1% |
80% |
False |
False |
2,109 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.1% |
58.0 |
2.2% |
69% |
False |
False |
2,436 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.2% |
61.4 |
2.3% |
74% |
False |
False |
5,197 |
| 60 |
2,864.0 |
2,387.0 |
477.0 |
17.8% |
71.0 |
2.6% |
63% |
False |
False |
3,715 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.5% |
59.2 |
2.2% |
54% |
False |
False |
2,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.0 |
|
2.618 |
2,892.1 |
|
1.618 |
2,832.1 |
|
1.000 |
2,795.0 |
|
0.618 |
2,772.1 |
|
HIGH |
2,735.0 |
|
0.618 |
2,712.1 |
|
0.500 |
2,705.0 |
|
0.382 |
2,697.9 |
|
LOW |
2,675.0 |
|
0.618 |
2,637.9 |
|
1.000 |
2,615.0 |
|
1.618 |
2,577.9 |
|
2.618 |
2,517.9 |
|
4.250 |
2,420.0 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.0 |
2,706.5 |
| PP |
2,698.7 |
2,699.7 |
| S1 |
2,692.3 |
2,692.8 |
|