| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,213.0 |
6,201.5 |
-11.5 |
-0.2% |
6,050.5 |
| High |
6,220.0 |
6,259.0 |
39.0 |
0.6% |
6,199.5 |
| Low |
6,135.5 |
6,187.5 |
52.0 |
0.8% |
5,911.5 |
| Close |
6,193.0 |
6,210.5 |
17.5 |
0.3% |
6,173.0 |
| Range |
84.5 |
71.5 |
-13.0 |
-15.4% |
288.0 |
| ATR |
126.0 |
122.2 |
-3.9 |
-3.1% |
0.0 |
| Volume |
103,186 |
120,449 |
17,263 |
16.7% |
697,633 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,433.5 |
6,393.5 |
6,249.8 |
|
| R3 |
6,362.0 |
6,322.0 |
6,230.2 |
|
| R2 |
6,290.5 |
6,290.5 |
6,223.6 |
|
| R1 |
6,250.5 |
6,250.5 |
6,217.1 |
6,270.5 |
| PP |
6,219.0 |
6,219.0 |
6,219.0 |
6,229.0 |
| S1 |
6,179.0 |
6,179.0 |
6,203.9 |
6,199.0 |
| S2 |
6,147.5 |
6,147.5 |
6,197.4 |
|
| S3 |
6,076.0 |
6,107.5 |
6,190.8 |
|
| S4 |
6,004.5 |
6,036.0 |
6,171.2 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,958.7 |
6,853.8 |
6,331.4 |
|
| R3 |
6,670.7 |
6,565.8 |
6,252.2 |
|
| R2 |
6,382.7 |
6,382.7 |
6,225.8 |
|
| R1 |
6,277.8 |
6,277.8 |
6,199.4 |
6,330.3 |
| PP |
6,094.7 |
6,094.7 |
6,094.7 |
6,120.9 |
| S1 |
5,989.8 |
5,989.8 |
6,146.6 |
6,042.3 |
| S2 |
5,806.7 |
5,806.7 |
6,120.2 |
|
| S3 |
5,518.7 |
5,701.8 |
6,093.8 |
|
| S4 |
5,230.7 |
5,413.8 |
6,014.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,259.0 |
5,944.5 |
314.5 |
5.1% |
112.5 |
1.8% |
85% |
True |
False |
131,517 |
| 10 |
6,264.5 |
5,911.5 |
353.0 |
5.7% |
120.8 |
1.9% |
85% |
False |
False |
134,675 |
| 20 |
6,264.5 |
5,805.0 |
459.5 |
7.4% |
121.1 |
2.0% |
88% |
False |
False |
139,142 |
| 40 |
6,359.5 |
5,805.0 |
554.5 |
8.9% |
121.9 |
2.0% |
73% |
False |
False |
102,255 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
137.2 |
2.2% |
81% |
False |
False |
68,415 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
124.9 |
2.0% |
81% |
False |
False |
51,406 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.3% |
112.0 |
1.8% |
81% |
False |
False |
41,435 |
| 120 |
6,359.5 |
5,419.0 |
940.5 |
15.1% |
105.3 |
1.7% |
84% |
False |
False |
34,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,562.9 |
|
2.618 |
6,446.2 |
|
1.618 |
6,374.7 |
|
1.000 |
6,330.5 |
|
0.618 |
6,303.2 |
|
HIGH |
6,259.0 |
|
0.618 |
6,231.7 |
|
0.500 |
6,223.3 |
|
0.382 |
6,214.8 |
|
LOW |
6,187.5 |
|
0.618 |
6,143.3 |
|
1.000 |
6,116.0 |
|
1.618 |
6,071.8 |
|
2.618 |
6,000.3 |
|
4.250 |
5,883.6 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,223.3 |
6,202.8 |
| PP |
6,219.0 |
6,195.2 |
| S1 |
6,214.8 |
6,187.5 |
|