| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,151.48 |
10,226.02 |
74.54 |
0.7% |
10,199.24 |
| High |
10,236.40 |
10,265.54 |
29.14 |
0.3% |
10,407.82 |
| Low |
10,007.76 |
10,065.50 |
57.74 |
0.6% |
10,079.58 |
| Close |
10,229.96 |
10,120.53 |
-109.43 |
-1.1% |
10,097.90 |
| Range |
228.64 |
200.04 |
-28.60 |
-12.5% |
328.24 |
| ATR |
173.50 |
175.39 |
1.90 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,750.64 |
10,635.63 |
10,230.55 |
|
| R3 |
10,550.60 |
10,435.59 |
10,175.54 |
|
| R2 |
10,350.56 |
10,350.56 |
10,157.20 |
|
| R1 |
10,235.55 |
10,235.55 |
10,138.87 |
10,193.04 |
| PP |
10,150.52 |
10,150.52 |
10,150.52 |
10,129.27 |
| S1 |
10,035.51 |
10,035.51 |
10,102.19 |
9,993.00 |
| S2 |
9,950.48 |
9,950.48 |
10,083.86 |
|
| S3 |
9,750.44 |
9,835.47 |
10,065.52 |
|
| S4 |
9,550.40 |
9,635.43 |
10,010.51 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,179.82 |
10,967.10 |
10,278.43 |
|
| R3 |
10,851.58 |
10,638.86 |
10,188.17 |
|
| R2 |
10,523.34 |
10,523.34 |
10,158.08 |
|
| R1 |
10,310.62 |
10,310.62 |
10,127.99 |
10,252.86 |
| PP |
10,195.10 |
10,195.10 |
10,195.10 |
10,166.22 |
| S1 |
9,982.38 |
9,982.38 |
10,067.81 |
9,924.62 |
| S2 |
9,866.86 |
9,866.86 |
10,037.72 |
|
| S3 |
9,538.62 |
9,654.14 |
10,007.63 |
|
| S4 |
9,210.38 |
9,325.90 |
9,917.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,379.74 |
10,007.76 |
371.98 |
3.7% |
191.63 |
1.9% |
30% |
False |
False |
|
| 10 |
10,407.82 |
10,007.76 |
400.06 |
4.0% |
152.33 |
1.5% |
28% |
False |
False |
|
| 20 |
10,407.82 |
9,614.32 |
793.50 |
7.8% |
167.69 |
1.7% |
64% |
False |
False |
|
| 40 |
10,594.16 |
9,614.32 |
979.84 |
9.7% |
182.06 |
1.8% |
52% |
False |
False |
|
| 60 |
11,218.86 |
9,614.32 |
1,604.54 |
15.9% |
209.64 |
2.1% |
32% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
179.42 |
1.8% |
31% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
160.54 |
1.6% |
31% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
157.52 |
1.6% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,115.71 |
|
2.618 |
10,789.24 |
|
1.618 |
10,589.20 |
|
1.000 |
10,465.58 |
|
0.618 |
10,389.16 |
|
HIGH |
10,265.54 |
|
0.618 |
10,189.12 |
|
0.500 |
10,165.52 |
|
0.382 |
10,141.92 |
|
LOW |
10,065.50 |
|
0.618 |
9,941.88 |
|
1.000 |
9,865.46 |
|
1.618 |
9,741.84 |
|
2.618 |
9,541.80 |
|
4.250 |
9,215.33 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,165.52 |
10,136.65 |
| PP |
10,150.52 |
10,131.28 |
| S1 |
10,135.53 |
10,125.90 |
|