| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,201.5 |
6,245.0 |
43.5 |
0.7% |
6,050.5 |
| High |
6,259.0 |
6,254.0 |
-5.0 |
-0.1% |
6,199.5 |
| Low |
6,187.5 |
6,151.5 |
-36.0 |
-0.6% |
5,911.5 |
| Close |
6,210.5 |
6,177.5 |
-33.0 |
-0.5% |
6,173.0 |
| Range |
71.5 |
102.5 |
31.0 |
43.4% |
288.0 |
| ATR |
122.2 |
120.7 |
-1.4 |
-1.1% |
0.0 |
| Volume |
120,449 |
108,761 |
-11,688 |
-9.7% |
697,633 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,501.8 |
6,442.2 |
6,233.9 |
|
| R3 |
6,399.3 |
6,339.7 |
6,205.7 |
|
| R2 |
6,296.8 |
6,296.8 |
6,196.3 |
|
| R1 |
6,237.2 |
6,237.2 |
6,186.9 |
6,215.8 |
| PP |
6,194.3 |
6,194.3 |
6,194.3 |
6,183.6 |
| S1 |
6,134.7 |
6,134.7 |
6,168.1 |
6,113.3 |
| S2 |
6,091.8 |
6,091.8 |
6,158.7 |
|
| S3 |
5,989.3 |
6,032.2 |
6,149.3 |
|
| S4 |
5,886.8 |
5,929.7 |
6,121.1 |
|
|
| 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 |
5,954.5 |
304.5 |
4.9% |
108.4 |
1.8% |
73% |
False |
False |
124,137 |
| 10 |
6,264.5 |
5,911.5 |
353.0 |
5.7% |
123.0 |
2.0% |
75% |
False |
False |
134,089 |
| 20 |
6,264.5 |
5,805.0 |
459.5 |
7.4% |
118.4 |
1.9% |
81% |
False |
False |
135,768 |
| 40 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
120.1 |
1.9% |
67% |
False |
False |
104,952 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
135.5 |
2.2% |
76% |
False |
False |
70,220 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
125.6 |
2.0% |
76% |
False |
False |
52,761 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.4% |
112.2 |
1.8% |
76% |
False |
False |
42,519 |
| 120 |
6,359.5 |
5,442.0 |
917.5 |
14.9% |
105.2 |
1.7% |
80% |
False |
False |
35,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,689.6 |
|
2.618 |
6,522.3 |
|
1.618 |
6,419.8 |
|
1.000 |
6,356.5 |
|
0.618 |
6,317.3 |
|
HIGH |
6,254.0 |
|
0.618 |
6,214.8 |
|
0.500 |
6,202.8 |
|
0.382 |
6,190.7 |
|
LOW |
6,151.5 |
|
0.618 |
6,088.2 |
|
1.000 |
6,049.0 |
|
1.618 |
5,985.7 |
|
2.618 |
5,883.2 |
|
4.250 |
5,715.9 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,202.8 |
6,197.3 |
| PP |
6,194.3 |
6,190.7 |
| S1 |
6,185.9 |
6,184.1 |
|