| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,774.0 |
2,754.0 |
-20.0 |
-0.7% |
2,625.0 |
| High |
2,774.0 |
2,787.0 |
13.0 |
0.5% |
2,726.0 |
| Low |
2,742.0 |
2,705.0 |
-37.0 |
-1.3% |
2,575.0 |
| Close |
2,750.0 |
2,738.0 |
-12.0 |
-0.4% |
2,706.0 |
| Range |
32.0 |
82.0 |
50.0 |
156.3% |
151.0 |
| ATR |
61.2 |
62.6 |
1.5 |
2.4% |
0.0 |
| Volume |
3,375 |
2,640 |
-735 |
-21.8% |
13,310 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.3 |
2,945.7 |
2,783.1 |
|
| R3 |
2,907.3 |
2,863.7 |
2,760.6 |
|
| R2 |
2,825.3 |
2,825.3 |
2,753.0 |
|
| R1 |
2,781.7 |
2,781.7 |
2,745.5 |
2,762.5 |
| PP |
2,743.3 |
2,743.3 |
2,743.3 |
2,733.8 |
| S1 |
2,699.7 |
2,699.7 |
2,730.5 |
2,680.5 |
| S2 |
2,661.3 |
2,661.3 |
2,723.0 |
|
| S3 |
2,579.3 |
2,617.7 |
2,715.5 |
|
| S4 |
2,497.3 |
2,535.7 |
2,692.9 |
|
|
| 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 |
2,787.0 |
2,682.0 |
105.0 |
3.8% |
47.6 |
1.7% |
53% |
True |
False |
2,248 |
| 10 |
2,787.0 |
2,575.0 |
212.0 |
7.7% |
62.0 |
2.3% |
77% |
True |
False |
2,505 |
| 20 |
2,787.0 |
2,481.0 |
306.0 |
11.2% |
59.6 |
2.2% |
84% |
True |
False |
2,307 |
| 40 |
2,787.0 |
2,450.0 |
337.0 |
12.3% |
60.4 |
2.2% |
85% |
True |
False |
5,370 |
| 60 |
2,787.0 |
2,413.0 |
374.0 |
13.7% |
67.1 |
2.5% |
87% |
True |
False |
4,011 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.1% |
65.2 |
2.4% |
64% |
False |
False |
3,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.5 |
|
2.618 |
3,001.7 |
|
1.618 |
2,919.7 |
|
1.000 |
2,869.0 |
|
0.618 |
2,837.7 |
|
HIGH |
2,787.0 |
|
0.618 |
2,755.7 |
|
0.500 |
2,746.0 |
|
0.382 |
2,736.3 |
|
LOW |
2,705.0 |
|
0.618 |
2,654.3 |
|
1.000 |
2,623.0 |
|
1.618 |
2,572.3 |
|
2.618 |
2,490.3 |
|
4.250 |
2,356.5 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,746.0 |
2,746.0 |
| PP |
2,743.3 |
2,743.3 |
| S1 |
2,740.7 |
2,740.7 |
|