| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
6,245.0 |
6,190.0 |
-55.0 |
-0.9% |
6,050.5 |
| High |
6,254.0 |
6,249.5 |
-4.5 |
-0.1% |
6,199.5 |
| Low |
6,151.5 |
6,092.0 |
-59.5 |
-1.0% |
5,911.5 |
| Close |
6,177.5 |
6,131.5 |
-46.0 |
-0.7% |
6,173.0 |
| Range |
102.5 |
157.5 |
55.0 |
53.7% |
288.0 |
| ATR |
120.7 |
123.4 |
2.6 |
2.2% |
0.0 |
| Volume |
108,761 |
130,607 |
21,846 |
20.1% |
697,633 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,630.2 |
6,538.3 |
6,218.1 |
|
| R3 |
6,472.7 |
6,380.8 |
6,174.8 |
|
| R2 |
6,315.2 |
6,315.2 |
6,160.4 |
|
| R1 |
6,223.3 |
6,223.3 |
6,145.9 |
6,190.5 |
| PP |
6,157.7 |
6,157.7 |
6,157.7 |
6,141.3 |
| S1 |
6,065.8 |
6,065.8 |
6,117.1 |
6,033.0 |
| S2 |
6,000.2 |
6,000.2 |
6,102.6 |
|
| S3 |
5,842.7 |
5,908.3 |
6,088.2 |
|
| S4 |
5,685.2 |
5,750.8 |
6,044.9 |
|
|
| 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 |
6,092.0 |
167.0 |
2.7% |
99.9 |
1.6% |
24% |
False |
True |
118,823 |
| 10 |
6,259.0 |
5,911.5 |
347.5 |
5.7% |
125.5 |
2.0% |
63% |
False |
False |
132,077 |
| 20 |
6,264.5 |
5,805.0 |
459.5 |
7.5% |
121.0 |
2.0% |
71% |
False |
False |
134,920 |
| 40 |
6,359.5 |
5,805.0 |
554.5 |
9.0% |
120.0 |
2.0% |
59% |
False |
False |
108,199 |
| 60 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
136.6 |
2.2% |
70% |
False |
False |
72,386 |
| 80 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
126.8 |
2.1% |
70% |
False |
False |
54,392 |
| 100 |
6,359.5 |
5,593.5 |
766.0 |
12.5% |
113.6 |
1.9% |
70% |
False |
False |
43,822 |
| 120 |
6,359.5 |
5,480.0 |
879.5 |
14.3% |
106.0 |
1.7% |
74% |
False |
False |
36,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,918.9 |
|
2.618 |
6,661.8 |
|
1.618 |
6,504.3 |
|
1.000 |
6,407.0 |
|
0.618 |
6,346.8 |
|
HIGH |
6,249.5 |
|
0.618 |
6,189.3 |
|
0.500 |
6,170.8 |
|
0.382 |
6,152.2 |
|
LOW |
6,092.0 |
|
0.618 |
5,994.7 |
|
1.000 |
5,934.5 |
|
1.618 |
5,837.2 |
|
2.618 |
5,679.7 |
|
4.250 |
5,422.6 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,170.8 |
6,175.5 |
| PP |
6,157.7 |
6,160.8 |
| S1 |
6,144.6 |
6,146.2 |
|