| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,199.24 |
10,217.55 |
18.31 |
0.2% |
9,689.21 |
| High |
10,220.28 |
10,407.82 |
187.54 |
1.8% |
10,201.77 |
| Low |
10,146.49 |
10,217.55 |
71.06 |
0.7% |
9,659.01 |
| Close |
10,216.27 |
10,363.02 |
146.75 |
1.4% |
10,198.03 |
| Range |
73.79 |
190.27 |
116.48 |
157.9% |
542.76 |
| ATR |
171.34 |
172.78 |
1.44 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,900.27 |
10,821.92 |
10,467.67 |
|
| R3 |
10,710.00 |
10,631.65 |
10,415.34 |
|
| R2 |
10,519.73 |
10,519.73 |
10,397.90 |
|
| R1 |
10,441.38 |
10,441.38 |
10,380.46 |
10,480.56 |
| PP |
10,329.46 |
10,329.46 |
10,329.46 |
10,349.05 |
| S1 |
10,251.11 |
10,251.11 |
10,345.58 |
10,290.29 |
| S2 |
10,139.19 |
10,139.19 |
10,328.14 |
|
| S3 |
9,948.92 |
10,060.84 |
10,310.70 |
|
| S4 |
9,758.65 |
9,870.57 |
10,258.37 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,647.88 |
11,465.72 |
10,496.55 |
|
| R3 |
11,105.12 |
10,922.96 |
10,347.29 |
|
| R2 |
10,562.36 |
10,562.36 |
10,297.54 |
|
| R1 |
10,380.20 |
10,380.20 |
10,247.78 |
10,471.28 |
| PP |
10,019.60 |
10,019.60 |
10,019.60 |
10,065.15 |
| S1 |
9,837.44 |
9,837.44 |
10,148.28 |
9,928.52 |
| S2 |
9,476.84 |
9,476.84 |
10,098.52 |
|
| S3 |
8,934.08 |
9,294.68 |
10,048.77 |
|
| S4 |
8,391.32 |
8,751.92 |
9,899.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,407.82 |
9,736.70 |
671.12 |
6.5% |
151.58 |
1.5% |
93% |
True |
False |
|
| 10 |
10,407.82 |
9,614.32 |
793.50 |
7.7% |
176.61 |
1.7% |
94% |
True |
False |
|
| 20 |
10,594.16 |
9,614.32 |
979.84 |
9.5% |
160.03 |
1.5% |
76% |
False |
False |
|
| 40 |
10,718.86 |
9,614.32 |
1,104.54 |
10.7% |
192.12 |
1.9% |
68% |
False |
False |
|
| 60 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
201.53 |
1.9% |
46% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
174.05 |
1.7% |
46% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
156.77 |
1.5% |
46% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
157.41 |
1.5% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,216.47 |
|
2.618 |
10,905.95 |
|
1.618 |
10,715.68 |
|
1.000 |
10,598.09 |
|
0.618 |
10,525.41 |
|
HIGH |
10,407.82 |
|
0.618 |
10,335.14 |
|
0.500 |
10,312.69 |
|
0.382 |
10,290.23 |
|
LOW |
10,217.55 |
|
0.618 |
10,099.96 |
|
1.000 |
10,027.28 |
|
1.618 |
9,909.69 |
|
2.618 |
9,719.42 |
|
4.250 |
9,408.90 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,346.24 |
10,329.72 |
| PP |
10,329.46 |
10,296.42 |
| S1 |
10,312.69 |
10,263.12 |
|