| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,689.0 |
2,683.0 |
-6.0 |
-0.2% |
2,512.0 |
| High |
2,705.0 |
2,702.0 |
-3.0 |
-0.1% |
2,705.0 |
| Low |
2,665.0 |
2,668.0 |
3.0 |
0.1% |
2,511.0 |
| Close |
2,679.0 |
2,681.0 |
2.0 |
0.1% |
2,679.0 |
| Range |
40.0 |
34.0 |
-6.0 |
-15.0% |
194.0 |
| ATR |
77.6 |
74.5 |
-3.1 |
-4.0% |
0.0 |
| Volume |
896,449 |
836,596 |
-59,853 |
-6.7% |
5,283,229 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,785.7 |
2,767.3 |
2,699.7 |
|
| R3 |
2,751.7 |
2,733.3 |
2,690.4 |
|
| R2 |
2,717.7 |
2,717.7 |
2,687.2 |
|
| R1 |
2,699.3 |
2,699.3 |
2,684.1 |
2,691.5 |
| PP |
2,683.7 |
2,683.7 |
2,683.7 |
2,679.8 |
| S1 |
2,665.3 |
2,665.3 |
2,677.9 |
2,657.5 |
| S2 |
2,649.7 |
2,649.7 |
2,674.8 |
|
| S3 |
2,615.7 |
2,631.3 |
2,671.7 |
|
| S4 |
2,581.7 |
2,597.3 |
2,662.3 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.7 |
3,140.3 |
2,785.7 |
|
| R3 |
3,019.7 |
2,946.3 |
2,732.4 |
|
| R2 |
2,825.7 |
2,825.7 |
2,714.6 |
|
| R1 |
2,752.3 |
2,752.3 |
2,696.8 |
2,789.0 |
| PP |
2,631.7 |
2,631.7 |
2,631.7 |
2,650.0 |
| S1 |
2,558.3 |
2,558.3 |
2,661.2 |
2,595.0 |
| S2 |
2,437.7 |
2,437.7 |
2,643.4 |
|
| S3 |
2,243.7 |
2,364.3 |
2,625.7 |
|
| S4 |
2,049.7 |
2,170.3 |
2,572.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,511.0 |
194.0 |
7.2% |
70.8 |
2.6% |
88% |
False |
False |
1,223,965 |
| 10 |
2,705.0 |
2,492.0 |
213.0 |
7.9% |
71.3 |
2.7% |
89% |
False |
False |
1,367,208 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.3% |
65.3 |
2.4% |
62% |
False |
False |
1,267,487 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.5% |
73.3 |
2.7% |
69% |
False |
False |
652,668 |
| 60 |
2,915.0 |
2,350.0 |
565.0 |
21.1% |
79.8 |
3.0% |
59% |
False |
False |
435,724 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.4% |
69.4 |
2.6% |
55% |
False |
False |
327,722 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.4% |
61.4 |
2.3% |
55% |
False |
False |
262,927 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.4% |
57.6 |
2.1% |
55% |
False |
False |
219,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.5 |
|
2.618 |
2,791.0 |
|
1.618 |
2,757.0 |
|
1.000 |
2,736.0 |
|
0.618 |
2,723.0 |
|
HIGH |
2,702.0 |
|
0.618 |
2,689.0 |
|
0.500 |
2,685.0 |
|
0.382 |
2,681.0 |
|
LOW |
2,668.0 |
|
0.618 |
2,647.0 |
|
1.000 |
2,634.0 |
|
1.618 |
2,613.0 |
|
2.618 |
2,579.0 |
|
4.250 |
2,523.5 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,685.0 |
2,678.0 |
| PP |
2,683.7 |
2,675.0 |
| S1 |
2,682.3 |
2,672.0 |
|