| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,690.0 |
2,725.0 |
35.0 |
1.3% |
2,625.0 |
| High |
2,726.0 |
2,734.0 |
8.0 |
0.3% |
2,726.0 |
| Low |
2,682.0 |
2,697.0 |
15.0 |
0.6% |
2,575.0 |
| Close |
2,706.0 |
2,727.0 |
21.0 |
0.8% |
2,706.0 |
| Range |
44.0 |
37.0 |
-7.0 |
-15.9% |
151.0 |
| ATR |
66.6 |
64.5 |
-2.1 |
-3.2% |
0.0 |
| Volume |
1,660 |
877 |
-783 |
-47.2% |
13,310 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.3 |
2,815.7 |
2,747.4 |
|
| R3 |
2,793.3 |
2,778.7 |
2,737.2 |
|
| R2 |
2,756.3 |
2,756.3 |
2,733.8 |
|
| R1 |
2,741.7 |
2,741.7 |
2,730.4 |
2,749.0 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,723.0 |
| S1 |
2,704.7 |
2,704.7 |
2,723.6 |
2,712.0 |
| S2 |
2,682.3 |
2,682.3 |
2,720.2 |
|
| S3 |
2,645.3 |
2,667.7 |
2,716.8 |
|
| S4 |
2,608.3 |
2,630.7 |
2,706.7 |
|
|
| 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 |
2,734.0 |
2,575.0 |
159.0 |
5.8% |
64.4 |
2.4% |
96% |
True |
False |
2,810 |
| 10 |
2,738.0 |
2,575.0 |
163.0 |
6.0% |
61.0 |
2.2% |
93% |
False |
False |
2,033 |
| 20 |
2,738.0 |
2,481.0 |
257.0 |
9.4% |
61.6 |
2.3% |
96% |
False |
False |
2,139 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.1% |
61.3 |
2.2% |
84% |
False |
False |
5,391 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
14.4% |
71.8 |
2.6% |
87% |
False |
False |
3,899 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.2% |
64.3 |
2.4% |
62% |
False |
False |
3,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.3 |
|
2.618 |
2,830.9 |
|
1.618 |
2,793.9 |
|
1.000 |
2,771.0 |
|
0.618 |
2,756.9 |
|
HIGH |
2,734.0 |
|
0.618 |
2,719.9 |
|
0.500 |
2,715.5 |
|
0.382 |
2,711.1 |
|
LOW |
2,697.0 |
|
0.618 |
2,674.1 |
|
1.000 |
2,660.0 |
|
1.618 |
2,637.1 |
|
2.618 |
2,600.1 |
|
4.250 |
2,539.8 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.2 |
2,706.7 |
| PP |
2,719.3 |
2,686.3 |
| S1 |
2,715.5 |
2,666.0 |
|