| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,625.0 |
2,629.0 |
4.0 |
0.2% |
2,671.0 |
| High |
2,659.0 |
2,642.0 |
-17.0 |
-0.6% |
2,738.0 |
| Low |
2,614.0 |
2,575.0 |
-39.0 |
-1.5% |
2,614.0 |
| Close |
2,623.0 |
2,610.0 |
-13.0 |
-0.5% |
2,634.0 |
| Range |
45.0 |
67.0 |
22.0 |
48.9% |
124.0 |
| ATR |
65.2 |
65.3 |
0.1 |
0.2% |
0.0 |
| Volume |
134 |
211 |
77 |
57.5% |
6,613 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.0 |
2,777.0 |
2,646.9 |
|
| R3 |
2,743.0 |
2,710.0 |
2,628.4 |
|
| R2 |
2,676.0 |
2,676.0 |
2,622.3 |
|
| R1 |
2,643.0 |
2,643.0 |
2,616.1 |
2,626.0 |
| PP |
2,609.0 |
2,609.0 |
2,609.0 |
2,600.5 |
| S1 |
2,576.0 |
2,576.0 |
2,603.9 |
2,559.0 |
| S2 |
2,542.0 |
2,542.0 |
2,597.7 |
|
| S3 |
2,475.0 |
2,509.0 |
2,591.6 |
|
| S4 |
2,408.0 |
2,442.0 |
2,573.2 |
|
|
| 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 |
2,575.0 |
163.0 |
6.2% |
61.2 |
2.3% |
21% |
False |
True |
1,214 |
| 10 |
2,738.0 |
2,517.0 |
221.0 |
8.5% |
60.1 |
2.3% |
42% |
False |
False |
2,082 |
| 20 |
2,738.0 |
2,481.0 |
257.0 |
9.8% |
60.2 |
2.3% |
50% |
False |
False |
1,586 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.6% |
61.2 |
2.3% |
49% |
False |
False |
5,141 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
15.0% |
71.5 |
2.7% |
57% |
False |
False |
3,745 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
21.1% |
61.1 |
2.3% |
41% |
False |
False |
2,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.8 |
|
2.618 |
2,817.4 |
|
1.618 |
2,750.4 |
|
1.000 |
2,709.0 |
|
0.618 |
2,683.4 |
|
HIGH |
2,642.0 |
|
0.618 |
2,616.4 |
|
0.500 |
2,608.5 |
|
0.382 |
2,600.6 |
|
LOW |
2,575.0 |
|
0.618 |
2,533.6 |
|
1.000 |
2,508.0 |
|
1.618 |
2,466.6 |
|
2.618 |
2,399.6 |
|
4.250 |
2,290.3 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,609.5 |
2,642.5 |
| PP |
2,609.0 |
2,631.7 |
| S1 |
2,608.5 |
2,620.8 |
|