| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,702.0 |
2,742.0 |
40.0 |
1.5% |
2,646.0 |
| High |
2,739.0 |
2,748.0 |
9.0 |
0.3% |
2,739.0 |
| Low |
2,692.0 |
2,706.0 |
14.0 |
0.5% |
2,582.0 |
| Close |
2,719.0 |
2,740.0 |
21.0 |
0.8% |
2,719.0 |
| Range |
47.0 |
42.0 |
-5.0 |
-10.6% |
157.0 |
| ATR |
73.0 |
70.7 |
-2.2 |
-3.0% |
0.0 |
| Volume |
1,130,953 |
818,887 |
-312,066 |
-27.6% |
6,110,371 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.3 |
2,840.7 |
2,763.1 |
|
| R3 |
2,815.3 |
2,798.7 |
2,751.6 |
|
| R2 |
2,773.3 |
2,773.3 |
2,747.7 |
|
| R1 |
2,756.7 |
2,756.7 |
2,743.9 |
2,744.0 |
| PP |
2,731.3 |
2,731.3 |
2,731.3 |
2,725.0 |
| S1 |
2,714.7 |
2,714.7 |
2,736.2 |
2,702.0 |
| S2 |
2,689.3 |
2,689.3 |
2,732.3 |
|
| S3 |
2,647.3 |
2,672.7 |
2,728.5 |
|
| S4 |
2,605.3 |
2,630.7 |
2,716.9 |
|
|
| 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 |
2,748.0 |
2,582.0 |
166.0 |
6.1% |
68.8 |
2.5% |
95% |
True |
False |
1,175,491 |
| 10 |
2,758.0 |
2,582.0 |
176.0 |
6.4% |
67.8 |
2.5% |
90% |
False |
False |
1,195,879 |
| 20 |
2,758.0 |
2,492.0 |
266.0 |
9.7% |
69.6 |
2.5% |
93% |
False |
False |
1,281,543 |
| 40 |
2,795.0 |
2,463.0 |
332.0 |
12.1% |
68.2 |
2.5% |
83% |
False |
False |
950,716 |
| 60 |
2,795.0 |
2,350.0 |
445.0 |
16.2% |
80.6 |
2.9% |
88% |
False |
False |
634,684 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
73.1 |
2.7% |
65% |
False |
False |
476,392 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
65.1 |
2.4% |
65% |
False |
False |
382,475 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
59.3 |
2.2% |
65% |
False |
False |
318,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.5 |
|
2.618 |
2,858.0 |
|
1.618 |
2,816.0 |
|
1.000 |
2,790.0 |
|
0.618 |
2,774.0 |
|
HIGH |
2,748.0 |
|
0.618 |
2,732.0 |
|
0.500 |
2,727.0 |
|
0.382 |
2,722.0 |
|
LOW |
2,706.0 |
|
0.618 |
2,680.0 |
|
1.000 |
2,664.0 |
|
1.618 |
2,638.0 |
|
2.618 |
2,596.0 |
|
4.250 |
2,527.5 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.7 |
2,719.7 |
| PP |
2,731.3 |
2,699.3 |
| S1 |
2,727.0 |
2,679.0 |
|