| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,066.75 |
1,071.50 |
4.75 |
0.4% |
1,015.00 |
| High |
1,075.00 |
1,077.25 |
2.25 |
0.2% |
1,075.00 |
| Low |
1,063.25 |
1,065.50 |
2.25 |
0.2% |
1,002.75 |
| Close |
1,072.50 |
1,076.50 |
4.00 |
0.4% |
1,072.50 |
| Range |
11.75 |
11.75 |
0.00 |
0.0% |
72.25 |
| ATR |
24.65 |
23.73 |
-0.92 |
-3.7% |
0.00 |
| Volume |
2,112,208 |
1,421,814 |
-690,394 |
-32.7% |
9,235,325 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.25 |
1,104.25 |
1,083.00 |
|
| R3 |
1,096.50 |
1,092.50 |
1,079.75 |
|
| R2 |
1,084.75 |
1,084.75 |
1,078.75 |
|
| R1 |
1,080.75 |
1,080.75 |
1,077.50 |
1,082.75 |
| PP |
1,073.00 |
1,073.00 |
1,073.00 |
1,074.00 |
| S1 |
1,069.00 |
1,069.00 |
1,075.50 |
1,071.00 |
| S2 |
1,061.25 |
1,061.25 |
1,074.25 |
|
| S3 |
1,049.50 |
1,057.25 |
1,073.25 |
|
| S4 |
1,037.75 |
1,045.50 |
1,070.00 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.75 |
1,242.00 |
1,112.25 |
|
| R3 |
1,194.50 |
1,169.75 |
1,092.25 |
|
| R2 |
1,122.25 |
1,122.25 |
1,085.75 |
|
| R1 |
1,097.50 |
1,097.50 |
1,079.00 |
1,110.00 |
| PP |
1,050.00 |
1,050.00 |
1,050.00 |
1,056.25 |
| S1 |
1,025.25 |
1,025.25 |
1,066.00 |
1,037.50 |
| S2 |
977.75 |
977.75 |
1,059.25 |
|
| S3 |
905.50 |
953.00 |
1,052.75 |
|
| S4 |
833.25 |
880.75 |
1,032.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,077.25 |
1,002.75 |
74.50 |
6.9% |
23.50 |
2.2% |
99% |
True |
False |
2,131,427 |
| 10 |
1,079.75 |
1,002.75 |
77.00 |
7.2% |
24.25 |
2.2% |
96% |
False |
False |
2,388,511 |
| 20 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
22.00 |
2.0% |
58% |
False |
False |
2,366,562 |
| 40 |
1,154.75 |
1,002.75 |
152.00 |
14.1% |
26.25 |
2.4% |
49% |
False |
False |
1,254,887 |
| 60 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
26.50 |
2.5% |
35% |
False |
False |
837,928 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
22.50 |
2.1% |
35% |
False |
False |
628,751 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
20.25 |
1.9% |
35% |
False |
False |
503,018 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
19.25 |
1.8% |
35% |
False |
False |
419,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,127.25 |
|
2.618 |
1,108.00 |
|
1.618 |
1,096.25 |
|
1.000 |
1,089.00 |
|
0.618 |
1,084.50 |
|
HIGH |
1,077.25 |
|
0.618 |
1,072.75 |
|
0.500 |
1,071.50 |
|
0.382 |
1,070.00 |
|
LOW |
1,065.50 |
|
0.618 |
1,058.25 |
|
1.000 |
1,053.75 |
|
1.618 |
1,046.50 |
|
2.618 |
1,034.75 |
|
4.250 |
1,015.50 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.75 |
1,073.00 |
| PP |
1,073.00 |
1,069.25 |
| S1 |
1,071.50 |
1,065.50 |
|