| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,699.0 |
2,646.0 |
-53.0 |
-2.0% |
2,683.0 |
| High |
2,727.0 |
2,674.0 |
-53.0 |
-1.9% |
2,758.0 |
| Low |
2,620.0 |
2,624.0 |
4.0 |
0.2% |
2,620.0 |
| Close |
2,647.0 |
2,636.0 |
-11.0 |
-0.4% |
2,647.0 |
| Range |
107.0 |
50.0 |
-57.0 |
-53.3% |
138.0 |
| ATR |
74.0 |
72.3 |
-1.7 |
-2.3% |
0.0 |
| Volume |
1,441,325 |
1,051,802 |
-389,523 |
-27.0% |
5,866,128 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.7 |
2,765.3 |
2,663.5 |
|
| R3 |
2,744.7 |
2,715.3 |
2,649.8 |
|
| R2 |
2,694.7 |
2,694.7 |
2,645.2 |
|
| R1 |
2,665.3 |
2,665.3 |
2,640.6 |
2,655.0 |
| PP |
2,644.7 |
2,644.7 |
2,644.7 |
2,639.5 |
| S1 |
2,615.3 |
2,615.3 |
2,631.4 |
2,605.0 |
| S2 |
2,594.7 |
2,594.7 |
2,626.8 |
|
| S3 |
2,544.7 |
2,565.3 |
2,622.3 |
|
| S4 |
2,494.7 |
2,515.3 |
2,608.5 |
|
|
| 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% |
66.8 |
2.5% |
12% |
False |
False |
1,216,266 |
| 10 |
2,758.0 |
2,511.0 |
247.0 |
9.4% |
68.8 |
2.6% |
51% |
False |
False |
1,220,115 |
| 20 |
2,795.0 |
2,492.0 |
303.0 |
11.5% |
69.1 |
2.6% |
48% |
False |
False |
1,302,954 |
| 40 |
2,795.0 |
2,432.0 |
363.0 |
13.8% |
69.9 |
2.7% |
56% |
False |
False |
804,539 |
| 60 |
2,890.0 |
2,350.0 |
540.0 |
20.5% |
81.0 |
3.1% |
53% |
False |
False |
536,906 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
71.0 |
2.7% |
48% |
False |
False |
402,970 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
63.3 |
2.4% |
48% |
False |
False |
323,715 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.8% |
58.0 |
2.2% |
48% |
False |
False |
269,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.5 |
|
2.618 |
2,804.9 |
|
1.618 |
2,754.9 |
|
1.000 |
2,724.0 |
|
0.618 |
2,704.9 |
|
HIGH |
2,674.0 |
|
0.618 |
2,654.9 |
|
0.500 |
2,649.0 |
|
0.382 |
2,643.1 |
|
LOW |
2,624.0 |
|
0.618 |
2,593.1 |
|
1.000 |
2,574.0 |
|
1.618 |
2,543.1 |
|
2.618 |
2,493.1 |
|
4.250 |
2,411.5 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.0 |
2,686.0 |
| PP |
2,644.7 |
2,669.3 |
| S1 |
2,640.3 |
2,652.7 |
|