| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,024.00 |
1,058.75 |
34.75 |
3.4% |
1,074.25 |
| High |
1,059.75 |
1,068.50 |
8.75 |
0.8% |
1,079.75 |
| Low |
1,016.25 |
1,054.00 |
37.75 |
3.7% |
1,006.00 |
| Close |
1,059.25 |
1,067.00 |
7.75 |
0.7% |
1,014.25 |
| Range |
43.50 |
14.50 |
-29.00 |
-66.7% |
73.75 |
| ATR |
26.50 |
25.64 |
-0.86 |
-3.2% |
0.00 |
| Volume |
2,431,642 |
2,556,140 |
124,498 |
5.1% |
13,227,980 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,106.75 |
1,101.25 |
1,075.00 |
|
| R3 |
1,092.25 |
1,086.75 |
1,071.00 |
|
| R2 |
1,077.75 |
1,077.75 |
1,069.75 |
|
| R1 |
1,072.25 |
1,072.25 |
1,068.25 |
1,075.00 |
| PP |
1,063.25 |
1,063.25 |
1,063.25 |
1,064.50 |
| S1 |
1,057.75 |
1,057.75 |
1,065.75 |
1,060.50 |
| S2 |
1,048.75 |
1,048.75 |
1,064.25 |
|
| S3 |
1,034.25 |
1,043.25 |
1,063.00 |
|
| S4 |
1,019.75 |
1,028.75 |
1,059.00 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,254.50 |
1,208.25 |
1,054.75 |
|
| R3 |
1,180.75 |
1,134.50 |
1,034.50 |
|
| R2 |
1,107.00 |
1,107.00 |
1,027.75 |
|
| R1 |
1,060.75 |
1,060.75 |
1,021.00 |
1,047.00 |
| PP |
1,033.25 |
1,033.25 |
1,033.25 |
1,026.50 |
| S1 |
987.00 |
987.00 |
1,007.50 |
973.25 |
| S2 |
959.50 |
959.50 |
1,000.75 |
|
| S3 |
885.75 |
913.25 |
994.00 |
|
| S4 |
812.00 |
839.50 |
973.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,068.50 |
1,002.75 |
65.75 |
6.2% |
27.75 |
2.6% |
98% |
True |
False |
2,620,015 |
| 10 |
1,091.00 |
1,002.75 |
88.25 |
8.3% |
26.00 |
2.4% |
73% |
False |
False |
2,513,858 |
| 20 |
1,129.50 |
1,002.75 |
126.75 |
11.9% |
23.50 |
2.2% |
51% |
False |
False |
2,304,523 |
| 40 |
1,170.00 |
1,002.75 |
167.25 |
15.7% |
27.00 |
2.5% |
38% |
False |
False |
1,166,907 |
| 60 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
26.50 |
2.5% |
31% |
False |
False |
779,042 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
22.50 |
2.1% |
31% |
False |
False |
584,580 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
20.25 |
1.9% |
31% |
False |
False |
467,679 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.6% |
19.00 |
1.8% |
31% |
False |
False |
389,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,130.00 |
|
2.618 |
1,106.50 |
|
1.618 |
1,092.00 |
|
1.000 |
1,083.00 |
|
0.618 |
1,077.50 |
|
HIGH |
1,068.50 |
|
0.618 |
1,063.00 |
|
0.500 |
1,061.25 |
|
0.382 |
1,059.50 |
|
LOW |
1,054.00 |
|
0.618 |
1,045.00 |
|
1.000 |
1,039.50 |
|
1.618 |
1,030.50 |
|
2.618 |
1,016.00 |
|
4.250 |
992.50 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,065.00 |
1,056.50 |
| PP |
1,063.25 |
1,046.00 |
| S1 |
1,061.25 |
1,035.50 |
|