| 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 |
1,815.50 |
1,850.50 |
35.00 |
1.9% |
1,800.50 |
| High |
1,869.25 |
1,876.25 |
7.00 |
0.4% |
1,876.25 |
| Low |
1,812.50 |
1,844.25 |
31.75 |
1.8% |
1,781.75 |
| Close |
1,852.75 |
1,873.75 |
21.00 |
1.1% |
1,873.75 |
| Range |
56.75 |
32.00 |
-24.75 |
-43.6% |
94.50 |
| ATR |
44.89 |
43.97 |
-0.92 |
-2.1% |
0.00 |
| Volume |
401,877 |
349,001 |
-52,876 |
-13.2% |
1,800,645 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.75 |
1,949.25 |
1,891.25 |
|
| R3 |
1,928.75 |
1,917.25 |
1,882.50 |
|
| R2 |
1,896.75 |
1,896.75 |
1,879.50 |
|
| R1 |
1,885.25 |
1,885.25 |
1,876.75 |
1,891.00 |
| PP |
1,864.75 |
1,864.75 |
1,864.75 |
1,867.50 |
| S1 |
1,853.25 |
1,853.25 |
1,870.75 |
1,859.00 |
| S2 |
1,832.75 |
1,832.75 |
1,868.00 |
|
| S3 |
1,800.75 |
1,821.25 |
1,865.00 |
|
| S4 |
1,768.75 |
1,789.25 |
1,856.25 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.50 |
2,095.00 |
1,925.75 |
|
| R3 |
2,033.00 |
2,000.50 |
1,899.75 |
|
| R2 |
1,938.50 |
1,938.50 |
1,891.00 |
|
| R1 |
1,906.00 |
1,906.00 |
1,882.50 |
1,922.25 |
| PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,852.00 |
| S1 |
1,811.50 |
1,811.50 |
1,865.00 |
1,827.75 |
| S2 |
1,749.50 |
1,749.50 |
1,856.50 |
|
| S3 |
1,655.00 |
1,717.00 |
1,847.75 |
|
| S4 |
1,560.50 |
1,622.50 |
1,821.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,876.25 |
1,781.75 |
94.50 |
5.0% |
47.25 |
2.5% |
97% |
True |
False |
360,129 |
| 10 |
1,876.25 |
1,781.75 |
94.50 |
5.0% |
41.50 |
2.2% |
97% |
True |
False |
326,064 |
| 20 |
1,876.25 |
1,698.00 |
178.25 |
9.5% |
43.75 |
2.3% |
99% |
True |
False |
342,550 |
| 40 |
1,941.00 |
1,698.00 |
243.00 |
13.0% |
44.50 |
2.4% |
72% |
False |
False |
249,734 |
| 60 |
2,044.50 |
1,698.00 |
346.50 |
18.5% |
51.75 |
2.8% |
51% |
False |
False |
166,577 |
| 80 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
45.00 |
2.4% |
49% |
False |
False |
124,977 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
38.25 |
2.0% |
49% |
False |
False |
99,988 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.1% |
32.25 |
1.7% |
49% |
False |
False |
83,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,012.25 |
|
2.618 |
1,960.00 |
|
1.618 |
1,928.00 |
|
1.000 |
1,908.25 |
|
0.618 |
1,896.00 |
|
HIGH |
1,876.25 |
|
0.618 |
1,864.00 |
|
0.500 |
1,860.25 |
|
0.382 |
1,856.50 |
|
LOW |
1,844.25 |
|
0.618 |
1,824.50 |
|
1.000 |
1,812.25 |
|
1.618 |
1,792.50 |
|
2.618 |
1,760.50 |
|
4.250 |
1,708.25 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,869.25 |
1,863.75 |
| PP |
1,864.75 |
1,853.75 |
| S1 |
1,860.25 |
1,843.50 |
|