| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,738.0 |
2,699.0 |
-39.0 |
-1.4% |
2,683.0 |
| High |
2,752.0 |
2,727.0 |
-25.0 |
-0.9% |
2,758.0 |
| Low |
2,687.0 |
2,620.0 |
-67.0 |
-2.5% |
2,620.0 |
| Close |
2,699.0 |
2,647.0 |
-52.0 |
-1.9% |
2,647.0 |
| Range |
65.0 |
107.0 |
42.0 |
64.6% |
138.0 |
| ATR |
71.4 |
74.0 |
2.5 |
3.6% |
0.0 |
| Volume |
1,331,532 |
1,441,325 |
109,793 |
8.2% |
5,866,128 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.7 |
2,923.3 |
2,705.9 |
|
| R3 |
2,878.7 |
2,816.3 |
2,676.4 |
|
| R2 |
2,771.7 |
2,771.7 |
2,666.6 |
|
| R1 |
2,709.3 |
2,709.3 |
2,656.8 |
2,687.0 |
| PP |
2,664.7 |
2,664.7 |
2,664.7 |
2,653.5 |
| S1 |
2,602.3 |
2,602.3 |
2,637.2 |
2,580.0 |
| S2 |
2,557.7 |
2,557.7 |
2,627.4 |
|
| S3 |
2,450.7 |
2,495.3 |
2,617.6 |
|
| S4 |
2,343.7 |
2,388.3 |
2,588.2 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.0 |
3,006.0 |
2,722.9 |
|
| R3 |
2,951.0 |
2,868.0 |
2,685.0 |
|
| R2 |
2,813.0 |
2,813.0 |
2,672.3 |
|
| R1 |
2,730.0 |
2,730.0 |
2,659.7 |
2,702.5 |
| PP |
2,675.0 |
2,675.0 |
2,675.0 |
2,661.3 |
| S1 |
2,592.0 |
2,592.0 |
2,634.4 |
2,564.5 |
| S2 |
2,537.0 |
2,537.0 |
2,621.7 |
|
| S3 |
2,399.0 |
2,454.0 |
2,609.1 |
|
| S4 |
2,261.0 |
2,316.0 |
2,571.1 |
|
|
| 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 |
2,620.0 |
138.0 |
5.2% |
63.6 |
2.4% |
20% |
False |
True |
1,173,225 |
| 10 |
2,758.0 |
2,492.0 |
266.0 |
10.0% |
71.3 |
2.7% |
58% |
False |
False |
1,240,745 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.4% |
68.4 |
2.6% |
51% |
False |
False |
1,314,167 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.7% |
71.1 |
2.7% |
59% |
False |
False |
778,307 |
| 60 |
2,890.0 |
2,350.0 |
540.0 |
20.4% |
81.0 |
3.1% |
55% |
False |
False |
519,436 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.7% |
70.9 |
2.7% |
49% |
False |
False |
389,828 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.7% |
62.9 |
2.4% |
49% |
False |
False |
313,198 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.7% |
57.9 |
2.2% |
49% |
False |
False |
261,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,181.8 |
|
2.618 |
3,007.1 |
|
1.618 |
2,900.1 |
|
1.000 |
2,834.0 |
|
0.618 |
2,793.1 |
|
HIGH |
2,727.0 |
|
0.618 |
2,686.1 |
|
0.500 |
2,673.5 |
|
0.382 |
2,660.9 |
|
LOW |
2,620.0 |
|
0.618 |
2,553.9 |
|
1.000 |
2,513.0 |
|
1.618 |
2,446.9 |
|
2.618 |
2,339.9 |
|
4.250 |
2,165.3 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,673.5 |
2,689.0 |
| PP |
2,664.7 |
2,675.0 |
| S1 |
2,655.8 |
2,661.0 |
|