| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,709.0 |
2,698.0 |
-11.0 |
-0.4% |
2,671.0 |
| High |
2,735.0 |
2,710.0 |
-25.0 |
-0.9% |
2,738.0 |
| Low |
2,675.0 |
2,614.0 |
-61.0 |
-2.3% |
2,614.0 |
| Close |
2,686.0 |
2,634.0 |
-52.0 |
-1.9% |
2,634.0 |
| Range |
60.0 |
96.0 |
36.0 |
60.0% |
124.0 |
| ATR |
64.5 |
66.7 |
2.3 |
3.5% |
0.0 |
| Volume |
1,742 |
2,162 |
420 |
24.1% |
6,613 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,883.3 |
2,686.8 |
|
| R3 |
2,844.7 |
2,787.3 |
2,660.4 |
|
| R2 |
2,748.7 |
2,748.7 |
2,651.6 |
|
| R1 |
2,691.3 |
2,691.3 |
2,642.8 |
2,672.0 |
| PP |
2,652.7 |
2,652.7 |
2,652.7 |
2,643.0 |
| S1 |
2,595.3 |
2,595.3 |
2,625.2 |
2,576.0 |
| S2 |
2,556.7 |
2,556.7 |
2,616.4 |
|
| S3 |
2,460.7 |
2,499.3 |
2,607.6 |
|
| S4 |
2,364.7 |
2,403.3 |
2,581.2 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.0 |
2,958.0 |
2,702.2 |
|
| R3 |
2,910.0 |
2,834.0 |
2,668.1 |
|
| R2 |
2,786.0 |
2,786.0 |
2,656.7 |
|
| R1 |
2,710.0 |
2,710.0 |
2,645.4 |
2,686.0 |
| PP |
2,662.0 |
2,662.0 |
2,662.0 |
2,650.0 |
| S1 |
2,586.0 |
2,586.0 |
2,622.6 |
2,562.0 |
| S2 |
2,538.0 |
2,538.0 |
2,611.3 |
|
| S3 |
2,414.0 |
2,462.0 |
2,599.9 |
|
| S4 |
2,290.0 |
2,338.0 |
2,565.8 |
|
|
| 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 |
2,614.0 |
124.0 |
4.7% |
54.2 |
2.1% |
16% |
False |
True |
1,322 |
| 10 |
2,738.0 |
2,481.0 |
257.0 |
9.8% |
60.3 |
2.3% |
60% |
False |
False |
2,310 |
| 20 |
2,779.0 |
2,481.0 |
298.0 |
11.3% |
61.1 |
2.3% |
51% |
False |
False |
1,681 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.5% |
61.4 |
2.3% |
59% |
False |
False |
5,206 |
| 60 |
2,864.0 |
2,387.0 |
477.0 |
18.1% |
71.8 |
2.7% |
52% |
False |
False |
3,746 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.9% |
60.4 |
2.3% |
45% |
False |
False |
2,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,118.0 |
|
2.618 |
2,961.3 |
|
1.618 |
2,865.3 |
|
1.000 |
2,806.0 |
|
0.618 |
2,769.3 |
|
HIGH |
2,710.0 |
|
0.618 |
2,673.3 |
|
0.500 |
2,662.0 |
|
0.382 |
2,650.7 |
|
LOW |
2,614.0 |
|
0.618 |
2,554.7 |
|
1.000 |
2,518.0 |
|
1.618 |
2,458.7 |
|
2.618 |
2,362.7 |
|
4.250 |
2,206.0 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.0 |
2,676.0 |
| PP |
2,652.7 |
2,662.0 |
| S1 |
2,643.3 |
2,648.0 |
|