| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,629.0 |
2,641.0 |
12.0 |
0.5% |
2,671.0 |
| High |
2,642.0 |
2,659.0 |
17.0 |
0.6% |
2,738.0 |
| Low |
2,575.0 |
2,589.0 |
14.0 |
0.5% |
2,614.0 |
| Close |
2,610.0 |
2,624.0 |
14.0 |
0.5% |
2,634.0 |
| Range |
67.0 |
70.0 |
3.0 |
4.5% |
124.0 |
| ATR |
65.3 |
65.6 |
0.3 |
0.5% |
0.0 |
| Volume |
211 |
7,659 |
7,448 |
3,529.9% |
6,613 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.0 |
2,799.0 |
2,662.5 |
|
| R3 |
2,764.0 |
2,729.0 |
2,643.3 |
|
| R2 |
2,694.0 |
2,694.0 |
2,636.8 |
|
| R1 |
2,659.0 |
2,659.0 |
2,630.4 |
2,641.5 |
| PP |
2,624.0 |
2,624.0 |
2,624.0 |
2,615.3 |
| S1 |
2,589.0 |
2,589.0 |
2,617.6 |
2,571.5 |
| S2 |
2,554.0 |
2,554.0 |
2,611.2 |
|
| S3 |
2,484.0 |
2,519.0 |
2,604.8 |
|
| S4 |
2,414.0 |
2,449.0 |
2,585.5 |
|
|
| 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 |
2,735.0 |
2,575.0 |
160.0 |
6.1% |
67.6 |
2.6% |
31% |
False |
False |
2,381 |
| 10 |
2,738.0 |
2,575.0 |
163.0 |
6.2% |
53.6 |
2.0% |
30% |
False |
False |
2,666 |
| 20 |
2,738.0 |
2,481.0 |
257.0 |
9.8% |
61.5 |
2.3% |
56% |
False |
False |
1,935 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.5% |
61.2 |
2.3% |
53% |
False |
False |
5,312 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
14.9% |
71.4 |
2.7% |
60% |
False |
False |
3,808 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
21.0% |
62.0 |
2.4% |
43% |
False |
False |
2,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.5 |
|
2.618 |
2,842.3 |
|
1.618 |
2,772.3 |
|
1.000 |
2,729.0 |
|
0.618 |
2,702.3 |
|
HIGH |
2,659.0 |
|
0.618 |
2,632.3 |
|
0.500 |
2,624.0 |
|
0.382 |
2,615.7 |
|
LOW |
2,589.0 |
|
0.618 |
2,545.7 |
|
1.000 |
2,519.0 |
|
1.618 |
2,475.7 |
|
2.618 |
2,405.7 |
|
4.250 |
2,291.5 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.0 |
2,621.7 |
| PP |
2,624.0 |
2,619.3 |
| S1 |
2,624.0 |
2,617.0 |
|