| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,725.0 |
2,733.0 |
8.0 |
0.3% |
2,625.0 |
| High |
2,734.0 |
2,776.0 |
42.0 |
1.5% |
2,726.0 |
| Low |
2,697.0 |
2,733.0 |
36.0 |
1.3% |
2,575.0 |
| Close |
2,727.0 |
2,753.0 |
26.0 |
1.0% |
2,706.0 |
| Range |
37.0 |
43.0 |
6.0 |
16.2% |
151.0 |
| ATR |
64.5 |
63.4 |
-1.1 |
-1.7% |
0.0 |
| Volume |
877 |
2,690 |
1,813 |
206.7% |
13,310 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.0 |
2,861.0 |
2,776.7 |
|
| R3 |
2,840.0 |
2,818.0 |
2,764.8 |
|
| R2 |
2,797.0 |
2,797.0 |
2,760.9 |
|
| R1 |
2,775.0 |
2,775.0 |
2,756.9 |
2,786.0 |
| PP |
2,754.0 |
2,754.0 |
2,754.0 |
2,759.5 |
| S1 |
2,732.0 |
2,732.0 |
2,749.1 |
2,743.0 |
| S2 |
2,711.0 |
2,711.0 |
2,745.1 |
|
| S3 |
2,668.0 |
2,689.0 |
2,741.2 |
|
| S4 |
2,625.0 |
2,646.0 |
2,729.4 |
|
|
| 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 |
2,776.0 |
2,589.0 |
187.0 |
6.8% |
59.6 |
2.2% |
88% |
True |
False |
3,306 |
| 10 |
2,776.0 |
2,575.0 |
201.0 |
7.3% |
60.4 |
2.2% |
89% |
True |
False |
2,260 |
| 20 |
2,776.0 |
2,481.0 |
295.0 |
10.7% |
59.6 |
2.2% |
92% |
True |
False |
2,067 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.0% |
60.4 |
2.2% |
92% |
False |
False |
5,387 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
14.2% |
70.5 |
2.6% |
93% |
False |
False |
3,937 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.0% |
64.6 |
2.3% |
67% |
False |
False |
3,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.8 |
|
2.618 |
2,888.6 |
|
1.618 |
2,845.6 |
|
1.000 |
2,819.0 |
|
0.618 |
2,802.6 |
|
HIGH |
2,776.0 |
|
0.618 |
2,759.6 |
|
0.500 |
2,754.5 |
|
0.382 |
2,749.4 |
|
LOW |
2,733.0 |
|
0.618 |
2,706.4 |
|
1.000 |
2,690.0 |
|
1.618 |
2,663.4 |
|
2.618 |
2,620.4 |
|
4.250 |
2,550.3 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.5 |
2,745.0 |
| PP |
2,754.0 |
2,737.0 |
| S1 |
2,753.5 |
2,729.0 |
|