| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,726.0 |
2,750.0 |
24.0 |
0.9% |
2,725.0 |
| High |
2,750.0 |
2,822.0 |
72.0 |
2.6% |
2,787.0 |
| Low |
2,694.0 |
2,748.0 |
54.0 |
2.0% |
2,694.0 |
| Close |
2,732.0 |
2,802.0 |
70.0 |
2.6% |
2,732.0 |
| Range |
56.0 |
74.0 |
18.0 |
32.1% |
93.0 |
| ATR |
62.2 |
64.2 |
2.0 |
3.2% |
0.0 |
| Volume |
501 |
128 |
-373 |
-74.5% |
10,083 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,981.3 |
2,842.7 |
|
| R3 |
2,938.7 |
2,907.3 |
2,822.4 |
|
| R2 |
2,864.7 |
2,864.7 |
2,815.6 |
|
| R1 |
2,833.3 |
2,833.3 |
2,808.8 |
2,849.0 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,798.5 |
| S1 |
2,759.3 |
2,759.3 |
2,795.2 |
2,775.0 |
| S2 |
2,716.7 |
2,716.7 |
2,788.4 |
|
| S3 |
2,642.7 |
2,685.3 |
2,781.7 |
|
| S4 |
2,568.7 |
2,611.3 |
2,761.3 |
|
|
| 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 |
2,822.0 |
2,694.0 |
128.0 |
4.6% |
57.4 |
2.0% |
84% |
True |
False |
1,866 |
| 10 |
2,822.0 |
2,575.0 |
247.0 |
8.8% |
60.9 |
2.2% |
92% |
True |
False |
2,338 |
| 20 |
2,822.0 |
2,504.0 |
318.0 |
11.3% |
61.2 |
2.2% |
94% |
True |
False |
2,262 |
| 40 |
2,822.0 |
2,450.0 |
372.0 |
13.3% |
59.8 |
2.1% |
95% |
True |
False |
5,197 |
| 60 |
2,822.0 |
2,424.0 |
398.0 |
14.2% |
64.3 |
2.3% |
95% |
True |
False |
3,981 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
19.6% |
66.2 |
2.4% |
75% |
False |
False |
3,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.5 |
|
2.618 |
3,015.7 |
|
1.618 |
2,941.7 |
|
1.000 |
2,896.0 |
|
0.618 |
2,867.7 |
|
HIGH |
2,822.0 |
|
0.618 |
2,793.7 |
|
0.500 |
2,785.0 |
|
0.382 |
2,776.3 |
|
LOW |
2,748.0 |
|
0.618 |
2,702.3 |
|
1.000 |
2,674.0 |
|
1.618 |
2,628.3 |
|
2.618 |
2,554.3 |
|
4.250 |
2,433.5 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.3 |
2,787.3 |
| PP |
2,790.7 |
2,772.7 |
| S1 |
2,785.0 |
2,758.0 |
|