| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,726.0 |
-28.0 |
-1.0% |
2,725.0 |
| High |
2,787.0 |
2,750.0 |
-37.0 |
-1.3% |
2,787.0 |
| Low |
2,705.0 |
2,694.0 |
-11.0 |
-0.4% |
2,694.0 |
| Close |
2,738.0 |
2,732.0 |
-6.0 |
-0.2% |
2,732.0 |
| Range |
82.0 |
56.0 |
-26.0 |
-31.7% |
93.0 |
| ATR |
62.6 |
62.2 |
-0.5 |
-0.8% |
0.0 |
| Volume |
2,640 |
501 |
-2,139 |
-81.0% |
10,083 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.3 |
2,868.7 |
2,762.8 |
|
| R3 |
2,837.3 |
2,812.7 |
2,747.4 |
|
| R2 |
2,781.3 |
2,781.3 |
2,742.3 |
|
| R1 |
2,756.7 |
2,756.7 |
2,737.1 |
2,769.0 |
| PP |
2,725.3 |
2,725.3 |
2,725.3 |
2,731.5 |
| S1 |
2,700.7 |
2,700.7 |
2,726.9 |
2,713.0 |
| S2 |
2,669.3 |
2,669.3 |
2,721.7 |
|
| S3 |
2,613.3 |
2,644.7 |
2,716.6 |
|
| S4 |
2,557.3 |
2,588.7 |
2,701.2 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,967.3 |
2,783.2 |
|
| R3 |
2,923.7 |
2,874.3 |
2,757.6 |
|
| R2 |
2,830.7 |
2,830.7 |
2,749.1 |
|
| R1 |
2,781.3 |
2,781.3 |
2,740.5 |
2,806.0 |
| PP |
2,737.7 |
2,737.7 |
2,737.7 |
2,750.0 |
| S1 |
2,688.3 |
2,688.3 |
2,723.5 |
2,713.0 |
| S2 |
2,644.7 |
2,644.7 |
2,715.0 |
|
| S3 |
2,551.7 |
2,595.3 |
2,706.4 |
|
| S4 |
2,458.7 |
2,502.3 |
2,680.9 |
|
|
| 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 |
2,694.0 |
93.0 |
3.4% |
50.0 |
1.8% |
41% |
False |
True |
2,016 |
| 10 |
2,787.0 |
2,575.0 |
212.0 |
7.8% |
58.0 |
2.1% |
74% |
False |
False |
2,339 |
| 20 |
2,787.0 |
2,481.0 |
306.0 |
11.2% |
59.2 |
2.2% |
82% |
False |
False |
2,325 |
| 40 |
2,787.0 |
2,450.0 |
337.0 |
12.3% |
59.5 |
2.2% |
84% |
False |
False |
5,259 |
| 60 |
2,787.0 |
2,424.0 |
363.0 |
13.3% |
65.7 |
2.4% |
85% |
False |
False |
4,000 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.1% |
65.5 |
2.4% |
63% |
False |
False |
3,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.0 |
|
2.618 |
2,896.6 |
|
1.618 |
2,840.6 |
|
1.000 |
2,806.0 |
|
0.618 |
2,784.6 |
|
HIGH |
2,750.0 |
|
0.618 |
2,728.6 |
|
0.500 |
2,722.0 |
|
0.382 |
2,715.4 |
|
LOW |
2,694.0 |
|
0.618 |
2,659.4 |
|
1.000 |
2,638.0 |
|
1.618 |
2,603.4 |
|
2.618 |
2,547.4 |
|
4.250 |
2,456.0 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,728.7 |
2,740.5 |
| PP |
2,725.3 |
2,737.7 |
| S1 |
2,722.0 |
2,734.8 |
|