| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,604.0 |
2,690.0 |
86.0 |
3.3% |
2,625.0 |
| High |
2,702.0 |
2,726.0 |
24.0 |
0.9% |
2,726.0 |
| Low |
2,598.0 |
2,682.0 |
84.0 |
3.2% |
2,575.0 |
| Close |
2,699.0 |
2,706.0 |
7.0 |
0.3% |
2,706.0 |
| Range |
104.0 |
44.0 |
-60.0 |
-57.7% |
151.0 |
| ATR |
68.4 |
66.6 |
-1.7 |
-2.5% |
0.0 |
| Volume |
3,646 |
1,660 |
-1,986 |
-54.5% |
13,310 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.7 |
2,815.3 |
2,730.2 |
|
| R3 |
2,792.7 |
2,771.3 |
2,718.1 |
|
| R2 |
2,748.7 |
2,748.7 |
2,714.1 |
|
| R1 |
2,727.3 |
2,727.3 |
2,710.0 |
2,738.0 |
| PP |
2,704.7 |
2,704.7 |
2,704.7 |
2,710.0 |
| S1 |
2,683.3 |
2,683.3 |
2,702.0 |
2,694.0 |
| S2 |
2,660.7 |
2,660.7 |
2,697.9 |
|
| S3 |
2,616.7 |
2,639.3 |
2,693.9 |
|
| S4 |
2,572.7 |
2,595.3 |
2,681.8 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,122.0 |
3,065.0 |
2,789.1 |
|
| R3 |
2,971.0 |
2,914.0 |
2,747.5 |
|
| R2 |
2,820.0 |
2,820.0 |
2,733.7 |
|
| R1 |
2,763.0 |
2,763.0 |
2,719.8 |
2,791.5 |
| PP |
2,669.0 |
2,669.0 |
2,669.0 |
2,683.3 |
| S1 |
2,612.0 |
2,612.0 |
2,692.2 |
2,640.5 |
| S2 |
2,518.0 |
2,518.0 |
2,678.3 |
|
| S3 |
2,367.0 |
2,461.0 |
2,664.5 |
|
| S4 |
2,216.0 |
2,310.0 |
2,623.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,726.0 |
2,575.0 |
151.0 |
5.6% |
66.0 |
2.4% |
87% |
True |
False |
2,662 |
| 10 |
2,738.0 |
2,575.0 |
163.0 |
6.0% |
60.1 |
2.2% |
80% |
False |
False |
1,992 |
| 20 |
2,738.0 |
2,481.0 |
257.0 |
9.5% |
62.3 |
2.3% |
88% |
False |
False |
2,126 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.2% |
60.5 |
2.2% |
78% |
False |
False |
5,380 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
14.5% |
72.1 |
2.7% |
81% |
False |
False |
3,887 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.3% |
63.8 |
2.4% |
58% |
False |
False |
3,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.0 |
|
2.618 |
2,841.2 |
|
1.618 |
2,797.2 |
|
1.000 |
2,770.0 |
|
0.618 |
2,753.2 |
|
HIGH |
2,726.0 |
|
0.618 |
2,709.2 |
|
0.500 |
2,704.0 |
|
0.382 |
2,698.8 |
|
LOW |
2,682.0 |
|
0.618 |
2,654.8 |
|
1.000 |
2,638.0 |
|
1.618 |
2,610.8 |
|
2.618 |
2,566.8 |
|
4.250 |
2,495.0 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.3 |
2,689.8 |
| PP |
2,704.7 |
2,673.7 |
| S1 |
2,704.0 |
2,657.5 |
|