| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,619.0 |
2,702.0 |
83.0 |
3.2% |
2,646.0 |
| High |
2,718.0 |
2,739.0 |
21.0 |
0.8% |
2,739.0 |
| Low |
2,610.0 |
2,692.0 |
82.0 |
3.1% |
2,582.0 |
| Close |
2,712.0 |
2,719.0 |
7.0 |
0.3% |
2,719.0 |
| Range |
108.0 |
47.0 |
-61.0 |
-56.5% |
157.0 |
| ATR |
75.0 |
73.0 |
-2.0 |
-2.7% |
0.0 |
| Volume |
1,390,452 |
1,130,953 |
-259,499 |
-18.7% |
6,110,371 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.7 |
2,835.3 |
2,744.9 |
|
| R3 |
2,810.7 |
2,788.3 |
2,731.9 |
|
| R2 |
2,763.7 |
2,763.7 |
2,727.6 |
|
| R1 |
2,741.3 |
2,741.3 |
2,723.3 |
2,752.5 |
| PP |
2,716.7 |
2,716.7 |
2,716.7 |
2,722.3 |
| S1 |
2,694.3 |
2,694.3 |
2,714.7 |
2,705.5 |
| S2 |
2,669.7 |
2,669.7 |
2,710.4 |
|
| S3 |
2,622.7 |
2,647.3 |
2,706.1 |
|
| S4 |
2,575.7 |
2,600.3 |
2,693.2 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.0 |
3,092.0 |
2,805.4 |
|
| R3 |
2,994.0 |
2,935.0 |
2,762.2 |
|
| R2 |
2,837.0 |
2,837.0 |
2,747.8 |
|
| R1 |
2,778.0 |
2,778.0 |
2,733.4 |
2,807.5 |
| PP |
2,680.0 |
2,680.0 |
2,680.0 |
2,694.8 |
| S1 |
2,621.0 |
2,621.0 |
2,704.6 |
2,650.5 |
| S2 |
2,523.0 |
2,523.0 |
2,690.2 |
|
| S3 |
2,366.0 |
2,464.0 |
2,675.8 |
|
| S4 |
2,209.0 |
2,307.0 |
2,632.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,739.0 |
2,582.0 |
157.0 |
5.8% |
70.4 |
2.6% |
87% |
True |
False |
1,222,074 |
| 10 |
2,758.0 |
2,582.0 |
176.0 |
6.5% |
67.0 |
2.5% |
78% |
False |
False |
1,197,649 |
| 20 |
2,758.0 |
2,492.0 |
266.0 |
9.8% |
69.9 |
2.6% |
85% |
False |
False |
1,304,464 |
| 40 |
2,795.0 |
2,463.0 |
332.0 |
12.2% |
69.0 |
2.5% |
77% |
False |
False |
930,317 |
| 60 |
2,795.0 |
2,350.0 |
445.0 |
16.4% |
80.8 |
3.0% |
83% |
False |
False |
621,042 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
73.0 |
2.7% |
61% |
False |
False |
466,160 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
65.0 |
2.4% |
61% |
False |
False |
374,287 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
59.2 |
2.2% |
61% |
False |
False |
311,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.8 |
|
2.618 |
2,862.0 |
|
1.618 |
2,815.0 |
|
1.000 |
2,786.0 |
|
0.618 |
2,768.0 |
|
HIGH |
2,739.0 |
|
0.618 |
2,721.0 |
|
0.500 |
2,715.5 |
|
0.382 |
2,710.0 |
|
LOW |
2,692.0 |
|
0.618 |
2,663.0 |
|
1.000 |
2,645.0 |
|
1.618 |
2,616.0 |
|
2.618 |
2,569.0 |
|
4.250 |
2,492.3 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.8 |
2,702.7 |
| PP |
2,716.7 |
2,686.3 |
| S1 |
2,715.5 |
2,670.0 |
|