| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,698.0 |
2,625.0 |
-73.0 |
-2.7% |
2,671.0 |
| High |
2,710.0 |
2,659.0 |
-51.0 |
-1.9% |
2,738.0 |
| Low |
2,614.0 |
2,614.0 |
0.0 |
0.0% |
2,614.0 |
| Close |
2,634.0 |
2,623.0 |
-11.0 |
-0.4% |
2,634.0 |
| Range |
96.0 |
45.0 |
-51.0 |
-53.1% |
124.0 |
| ATR |
66.7 |
65.2 |
-1.6 |
-2.3% |
0.0 |
| Volume |
2,162 |
134 |
-2,028 |
-93.8% |
6,613 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.0 |
2,740.0 |
2,647.8 |
|
| R3 |
2,722.0 |
2,695.0 |
2,635.4 |
|
| R2 |
2,677.0 |
2,677.0 |
2,631.3 |
|
| R1 |
2,650.0 |
2,650.0 |
2,627.1 |
2,641.0 |
| PP |
2,632.0 |
2,632.0 |
2,632.0 |
2,627.5 |
| S1 |
2,605.0 |
2,605.0 |
2,618.9 |
2,596.0 |
| S2 |
2,587.0 |
2,587.0 |
2,614.8 |
|
| S3 |
2,542.0 |
2,560.0 |
2,610.6 |
|
| S4 |
2,497.0 |
2,515.0 |
2,598.3 |
|
|
| 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% |
57.6 |
2.2% |
7% |
False |
True |
1,256 |
| 10 |
2,738.0 |
2,504.0 |
234.0 |
8.9% |
61.4 |
2.3% |
51% |
False |
False |
2,185 |
| 20 |
2,743.0 |
2,481.0 |
262.0 |
10.0% |
60.1 |
2.3% |
54% |
False |
False |
1,671 |
| 40 |
2,779.0 |
2,424.0 |
355.0 |
13.5% |
61.4 |
2.3% |
56% |
False |
False |
5,179 |
| 60 |
2,846.0 |
2,387.0 |
459.0 |
17.5% |
72.4 |
2.8% |
51% |
False |
False |
3,748 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
21.0% |
60.5 |
2.3% |
43% |
False |
False |
2,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,850.3 |
|
2.618 |
2,776.8 |
|
1.618 |
2,731.8 |
|
1.000 |
2,704.0 |
|
0.618 |
2,686.8 |
|
HIGH |
2,659.0 |
|
0.618 |
2,641.8 |
|
0.500 |
2,636.5 |
|
0.382 |
2,631.2 |
|
LOW |
2,614.0 |
|
0.618 |
2,586.2 |
|
1.000 |
2,569.0 |
|
1.618 |
2,541.2 |
|
2.618 |
2,496.2 |
|
4.250 |
2,422.8 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,636.5 |
2,674.5 |
| PP |
2,632.0 |
2,657.3 |
| S1 |
2,627.5 |
2,640.2 |
|