| 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 |
1,102.50 |
1,096.25 |
-6.25 |
-0.6% |
1,101.25 |
| High |
1,113.00 |
1,103.50 |
-9.50 |
-0.9% |
1,118.75 |
| Low |
1,088.75 |
1,083.50 |
-5.25 |
-0.5% |
1,083.50 |
| Close |
1,097.00 |
1,098.25 |
1.25 |
0.1% |
1,098.25 |
| Range |
24.25 |
20.00 |
-4.25 |
-17.5% |
35.25 |
| ATR |
22.39 |
22.22 |
-0.17 |
-0.8% |
0.00 |
| Volume |
1,641,500 |
2,250,104 |
608,604 |
37.1% |
9,348,843 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,155.00 |
1,146.75 |
1,109.25 |
|
| R3 |
1,135.00 |
1,126.75 |
1,103.75 |
|
| R2 |
1,115.00 |
1,115.00 |
1,102.00 |
|
| R1 |
1,106.75 |
1,106.75 |
1,100.00 |
1,111.00 |
| PP |
1,095.00 |
1,095.00 |
1,095.00 |
1,097.25 |
| S1 |
1,086.75 |
1,086.75 |
1,096.50 |
1,091.00 |
| S2 |
1,075.00 |
1,075.00 |
1,094.50 |
|
| S3 |
1,055.00 |
1,066.75 |
1,092.75 |
|
| S4 |
1,035.00 |
1,046.75 |
1,087.25 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.00 |
1,187.25 |
1,117.75 |
|
| R3 |
1,170.75 |
1,152.00 |
1,108.00 |
|
| R2 |
1,135.50 |
1,135.50 |
1,104.75 |
|
| R1 |
1,116.75 |
1,116.75 |
1,101.50 |
1,108.50 |
| PP |
1,100.25 |
1,100.25 |
1,100.25 |
1,096.00 |
| S1 |
1,081.50 |
1,081.50 |
1,095.00 |
1,073.25 |
| S2 |
1,065.00 |
1,065.00 |
1,091.75 |
|
| S3 |
1,029.75 |
1,046.25 |
1,088.50 |
|
| S4 |
994.50 |
1,011.00 |
1,078.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,118.75 |
1,083.50 |
35.25 |
3.2% |
17.75 |
1.6% |
42% |
False |
True |
1,869,768 |
| 10 |
1,118.75 |
1,050.75 |
68.00 |
6.2% |
21.00 |
1.9% |
70% |
False |
False |
2,050,903 |
| 20 |
1,118.75 |
1,002.75 |
116.00 |
10.6% |
22.25 |
2.0% |
82% |
False |
False |
2,113,101 |
| 40 |
1,129.50 |
1,002.75 |
126.75 |
11.5% |
23.00 |
2.1% |
75% |
False |
False |
1,956,002 |
| 60 |
1,170.00 |
1,002.75 |
167.25 |
15.2% |
27.25 |
2.5% |
57% |
False |
False |
1,308,184 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
24.50 |
2.2% |
46% |
False |
False |
981,675 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
21.75 |
2.0% |
46% |
False |
False |
785,509 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.0% |
20.25 |
1.8% |
46% |
False |
False |
654,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.50 |
|
2.618 |
1,155.75 |
|
1.618 |
1,135.75 |
|
1.000 |
1,123.50 |
|
0.618 |
1,115.75 |
|
HIGH |
1,103.50 |
|
0.618 |
1,095.75 |
|
0.500 |
1,093.50 |
|
0.382 |
1,091.25 |
|
LOW |
1,083.50 |
|
0.618 |
1,071.25 |
|
1.000 |
1,063.50 |
|
1.618 |
1,051.25 |
|
2.618 |
1,031.25 |
|
4.250 |
998.50 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,096.75 |
1,099.50 |
| PP |
1,095.00 |
1,099.25 |
| S1 |
1,093.50 |
1,098.75 |
|