| 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 |
1,063.25 |
1,087.25 |
24.00 |
2.3% |
1,061.75 |
| High |
1,094.50 |
1,101.50 |
7.00 |
0.6% |
1,101.50 |
| Low |
1,061.25 |
1,084.00 |
22.75 |
2.1% |
1,050.75 |
| Close |
1,087.75 |
1,100.50 |
12.75 |
1.2% |
1,100.50 |
| Range |
33.25 |
17.50 |
-15.75 |
-47.4% |
50.75 |
| ATR |
24.63 |
24.12 |
-0.51 |
-2.1% |
0.00 |
| Volume |
2,440,958 |
2,178,892 |
-262,066 |
-10.7% |
11,160,187 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.75 |
1,141.75 |
1,110.00 |
|
| R3 |
1,130.25 |
1,124.25 |
1,105.25 |
|
| R2 |
1,112.75 |
1,112.75 |
1,103.75 |
|
| R1 |
1,106.75 |
1,106.75 |
1,102.00 |
1,109.75 |
| PP |
1,095.25 |
1,095.25 |
1,095.25 |
1,097.00 |
| S1 |
1,089.25 |
1,089.25 |
1,099.00 |
1,092.25 |
| S2 |
1,077.75 |
1,077.75 |
1,097.25 |
|
| S3 |
1,060.25 |
1,071.75 |
1,095.75 |
|
| S4 |
1,042.75 |
1,054.25 |
1,091.00 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.50 |
1,219.25 |
1,128.50 |
|
| R3 |
1,185.75 |
1,168.50 |
1,114.50 |
|
| R2 |
1,135.00 |
1,135.00 |
1,109.75 |
|
| R1 |
1,117.75 |
1,117.75 |
1,105.25 |
1,126.50 |
| PP |
1,084.25 |
1,084.25 |
1,084.25 |
1,088.50 |
| S1 |
1,067.00 |
1,067.00 |
1,095.75 |
1,075.50 |
| S2 |
1,033.50 |
1,033.50 |
1,091.25 |
|
| S3 |
982.75 |
1,016.25 |
1,086.50 |
|
| S4 |
932.00 |
965.50 |
1,072.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,101.50 |
1,050.75 |
50.75 |
4.6% |
24.25 |
2.2% |
98% |
True |
False |
2,232,037 |
| 10 |
1,101.50 |
1,050.75 |
50.75 |
4.6% |
23.00 |
2.1% |
98% |
True |
False |
2,032,295 |
| 20 |
1,101.50 |
1,002.75 |
98.75 |
9.0% |
24.00 |
2.2% |
99% |
True |
False |
2,266,905 |
| 40 |
1,129.50 |
1,002.75 |
126.75 |
11.5% |
24.50 |
2.2% |
77% |
False |
False |
1,725,293 |
| 60 |
1,203.25 |
1,002.75 |
200.50 |
18.2% |
27.75 |
2.5% |
49% |
False |
False |
1,152,608 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
24.00 |
2.2% |
47% |
False |
False |
864,883 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
21.50 |
1.9% |
47% |
False |
False |
692,025 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
20.00 |
1.8% |
47% |
False |
False |
576,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,176.00 |
|
2.618 |
1,147.25 |
|
1.618 |
1,129.75 |
|
1.000 |
1,119.00 |
|
0.618 |
1,112.25 |
|
HIGH |
1,101.50 |
|
0.618 |
1,094.75 |
|
0.500 |
1,092.75 |
|
0.382 |
1,090.75 |
|
LOW |
1,084.00 |
|
0.618 |
1,073.25 |
|
1.000 |
1,066.50 |
|
1.618 |
1,055.75 |
|
2.618 |
1,038.25 |
|
4.250 |
1,009.50 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,098.00 |
1,094.00 |
| PP |
1,095.25 |
1,087.75 |
| S1 |
1,092.75 |
1,081.25 |
|