| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,737.0 |
-29.0 |
-1.0% |
2,742.0 |
| High |
2,801.0 |
2,765.0 |
-36.0 |
-1.3% |
2,801.0 |
| Low |
2,719.0 |
2,707.0 |
-12.0 |
-0.4% |
2,706.0 |
| Close |
2,751.0 |
2,745.0 |
-6.0 |
-0.2% |
2,745.0 |
| Range |
82.0 |
58.0 |
-24.0 |
-29.3% |
95.0 |
| ATR |
68.3 |
67.6 |
-0.7 |
-1.1% |
0.0 |
| Volume |
1,112,609 |
1,302,134 |
189,525 |
17.0% |
5,308,809 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.0 |
2,887.0 |
2,776.9 |
|
| R3 |
2,855.0 |
2,829.0 |
2,761.0 |
|
| R2 |
2,797.0 |
2,797.0 |
2,755.6 |
|
| R1 |
2,771.0 |
2,771.0 |
2,750.3 |
2,784.0 |
| PP |
2,739.0 |
2,739.0 |
2,739.0 |
2,745.5 |
| S1 |
2,713.0 |
2,713.0 |
2,739.7 |
2,726.0 |
| S2 |
2,681.0 |
2,681.0 |
2,734.4 |
|
| S3 |
2,623.0 |
2,655.0 |
2,729.1 |
|
| S4 |
2,565.0 |
2,597.0 |
2,713.1 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.7 |
2,985.3 |
2,797.3 |
|
| R3 |
2,940.7 |
2,890.3 |
2,771.1 |
|
| R2 |
2,845.7 |
2,845.7 |
2,762.4 |
|
| R1 |
2,795.3 |
2,795.3 |
2,753.7 |
2,820.5 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,763.3 |
| S1 |
2,700.3 |
2,700.3 |
2,736.3 |
2,725.5 |
| S2 |
2,655.7 |
2,655.7 |
2,727.6 |
|
| S3 |
2,560.7 |
2,605.3 |
2,718.9 |
|
| S4 |
2,465.7 |
2,510.3 |
2,692.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.0 |
2,706.0 |
95.0 |
3.5% |
54.6 |
2.0% |
41% |
False |
False |
1,061,761 |
| 10 |
2,801.0 |
2,582.0 |
219.0 |
8.0% |
62.5 |
2.3% |
74% |
False |
False |
1,141,918 |
| 20 |
2,801.0 |
2,492.0 |
309.0 |
11.3% |
66.9 |
2.4% |
82% |
False |
False |
1,191,331 |
| 40 |
2,801.0 |
2,463.0 |
338.0 |
12.3% |
67.9 |
2.5% |
83% |
False |
False |
1,062,252 |
| 60 |
2,801.0 |
2,419.0 |
382.0 |
13.9% |
75.3 |
2.7% |
85% |
False |
False |
709,420 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
74.2 |
2.7% |
66% |
False |
False |
532,488 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
66.2 |
2.4% |
66% |
False |
False |
427,336 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.9% |
59.4 |
2.2% |
66% |
False |
False |
356,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.5 |
|
2.618 |
2,916.8 |
|
1.618 |
2,858.8 |
|
1.000 |
2,823.0 |
|
0.618 |
2,800.8 |
|
HIGH |
2,765.0 |
|
0.618 |
2,742.8 |
|
0.500 |
2,736.0 |
|
0.382 |
2,729.2 |
|
LOW |
2,707.0 |
|
0.618 |
2,671.2 |
|
1.000 |
2,649.0 |
|
1.618 |
2,613.2 |
|
2.618 |
2,555.2 |
|
4.250 |
2,460.5 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.0 |
2,754.0 |
| PP |
2,739.0 |
2,751.0 |
| S1 |
2,736.0 |
2,748.0 |
|