| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,641.0 |
2,604.0 |
-37.0 |
-1.4% |
2,671.0 |
| High |
2,659.0 |
2,702.0 |
43.0 |
1.6% |
2,738.0 |
| Low |
2,589.0 |
2,598.0 |
9.0 |
0.3% |
2,614.0 |
| Close |
2,624.0 |
2,699.0 |
75.0 |
2.9% |
2,634.0 |
| Range |
70.0 |
104.0 |
34.0 |
48.6% |
124.0 |
| ATR |
65.6 |
68.4 |
2.7 |
4.2% |
0.0 |
| Volume |
7,659 |
3,646 |
-4,013 |
-52.4% |
6,613 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,978.3 |
2,942.7 |
2,756.2 |
|
| R3 |
2,874.3 |
2,838.7 |
2,727.6 |
|
| R2 |
2,770.3 |
2,770.3 |
2,718.1 |
|
| R1 |
2,734.7 |
2,734.7 |
2,708.5 |
2,752.5 |
| PP |
2,666.3 |
2,666.3 |
2,666.3 |
2,675.3 |
| S1 |
2,630.7 |
2,630.7 |
2,689.5 |
2,648.5 |
| S2 |
2,562.3 |
2,562.3 |
2,679.9 |
|
| S3 |
2,458.3 |
2,526.7 |
2,670.4 |
|
| S4 |
2,354.3 |
2,422.7 |
2,641.8 |
|
|
| 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 |
2,710.0 |
2,575.0 |
135.0 |
5.0% |
76.4 |
2.8% |
92% |
False |
False |
2,762 |
| 10 |
2,738.0 |
2,575.0 |
163.0 |
6.0% |
59.4 |
2.2% |
76% |
False |
False |
2,964 |
| 20 |
2,738.0 |
2,481.0 |
257.0 |
9.5% |
62.1 |
2.3% |
85% |
False |
False |
2,056 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.2% |
61.2 |
2.3% |
76% |
False |
False |
5,378 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
14.5% |
72.3 |
2.7% |
80% |
False |
False |
3,862 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.4% |
63.3 |
2.3% |
57% |
False |
False |
2,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.0 |
|
2.618 |
2,974.3 |
|
1.618 |
2,870.3 |
|
1.000 |
2,806.0 |
|
0.618 |
2,766.3 |
|
HIGH |
2,702.0 |
|
0.618 |
2,662.3 |
|
0.500 |
2,650.0 |
|
0.382 |
2,637.7 |
|
LOW |
2,598.0 |
|
0.618 |
2,533.7 |
|
1.000 |
2,494.0 |
|
1.618 |
2,429.7 |
|
2.618 |
2,325.7 |
|
4.250 |
2,156.0 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.7 |
2,678.8 |
| PP |
2,666.3 |
2,658.7 |
| S1 |
2,650.0 |
2,638.5 |
|