| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,688.0 |
2,754.0 |
66.0 |
2.5% |
2,512.0 |
| High |
2,743.0 |
2,758.0 |
15.0 |
0.5% |
2,705.0 |
| Low |
2,680.0 |
2,709.0 |
29.0 |
1.1% |
2,511.0 |
| Close |
2,731.0 |
2,733.0 |
2.0 |
0.1% |
2,679.0 |
| Range |
63.0 |
49.0 |
-14.0 |
-22.2% |
194.0 |
| ATR |
73.7 |
71.9 |
-1.8 |
-2.4% |
0.0 |
| Volume |
1,192,475 |
1,064,200 |
-128,275 |
-10.8% |
5,283,229 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.3 |
2,855.7 |
2,760.0 |
|
| R3 |
2,831.3 |
2,806.7 |
2,746.5 |
|
| R2 |
2,782.3 |
2,782.3 |
2,742.0 |
|
| R1 |
2,757.7 |
2,757.7 |
2,737.5 |
2,745.5 |
| PP |
2,733.3 |
2,733.3 |
2,733.3 |
2,727.3 |
| S1 |
2,708.7 |
2,708.7 |
2,728.5 |
2,696.5 |
| S2 |
2,684.3 |
2,684.3 |
2,724.0 |
|
| S3 |
2,635.3 |
2,659.7 |
2,719.5 |
|
| S4 |
2,586.3 |
2,610.7 |
2,706.1 |
|
|
| 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 |
2,758.0 |
2,639.0 |
119.0 |
4.4% |
48.0 |
1.8% |
79% |
True |
False |
1,069,776 |
| 10 |
2,758.0 |
2,492.0 |
266.0 |
9.7% |
66.9 |
2.4% |
91% |
True |
False |
1,303,840 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.1% |
64.5 |
2.4% |
80% |
False |
False |
1,306,281 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.3% |
72.0 |
2.6% |
83% |
False |
False |
709,048 |
| 60 |
2,915.0 |
2,350.0 |
565.0 |
20.7% |
80.4 |
2.9% |
68% |
False |
False |
473,308 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
69.9 |
2.6% |
64% |
False |
False |
355,216 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
61.7 |
2.3% |
64% |
False |
False |
285,483 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
57.2 |
2.1% |
64% |
False |
False |
237,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.3 |
|
2.618 |
2,886.3 |
|
1.618 |
2,837.3 |
|
1.000 |
2,807.0 |
|
0.618 |
2,788.3 |
|
HIGH |
2,758.0 |
|
0.618 |
2,739.3 |
|
0.500 |
2,733.5 |
|
0.382 |
2,727.7 |
|
LOW |
2,709.0 |
|
0.618 |
2,678.7 |
|
1.000 |
2,660.0 |
|
1.618 |
2,629.7 |
|
2.618 |
2,580.7 |
|
4.250 |
2,500.8 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.5 |
2,726.3 |
| PP |
2,733.3 |
2,719.7 |
| S1 |
2,733.2 |
2,713.0 |
|