| 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 |
2,733.0 |
2,774.0 |
41.0 |
1.5% |
2,625.0 |
| High |
2,776.0 |
2,774.0 |
-2.0 |
-0.1% |
2,726.0 |
| Low |
2,733.0 |
2,742.0 |
9.0 |
0.3% |
2,575.0 |
| Close |
2,753.0 |
2,750.0 |
-3.0 |
-0.1% |
2,706.0 |
| Range |
43.0 |
32.0 |
-11.0 |
-25.6% |
151.0 |
| ATR |
63.4 |
61.2 |
-2.2 |
-3.5% |
0.0 |
| Volume |
2,690 |
3,375 |
685 |
25.5% |
13,310 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.3 |
2,832.7 |
2,767.6 |
|
| R3 |
2,819.3 |
2,800.7 |
2,758.8 |
|
| R2 |
2,787.3 |
2,787.3 |
2,755.9 |
|
| R1 |
2,768.7 |
2,768.7 |
2,752.9 |
2,762.0 |
| PP |
2,755.3 |
2,755.3 |
2,755.3 |
2,752.0 |
| S1 |
2,736.7 |
2,736.7 |
2,747.1 |
2,730.0 |
| S2 |
2,723.3 |
2,723.3 |
2,744.1 |
|
| S3 |
2,691.3 |
2,704.7 |
2,741.2 |
|
| S4 |
2,659.3 |
2,672.7 |
2,732.4 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,122.0 |
3,065.0 |
2,789.1 |
|
| R3 |
2,971.0 |
2,914.0 |
2,747.5 |
|
| R2 |
2,820.0 |
2,820.0 |
2,733.7 |
|
| R1 |
2,763.0 |
2,763.0 |
2,719.8 |
2,791.5 |
| PP |
2,669.0 |
2,669.0 |
2,669.0 |
2,683.3 |
| S1 |
2,612.0 |
2,612.0 |
2,692.2 |
2,640.5 |
| S2 |
2,518.0 |
2,518.0 |
2,678.3 |
|
| S3 |
2,367.0 |
2,461.0 |
2,664.5 |
|
| S4 |
2,216.0 |
2,310.0 |
2,623.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,776.0 |
2,598.0 |
178.0 |
6.5% |
52.0 |
1.9% |
85% |
False |
False |
2,449 |
| 10 |
2,776.0 |
2,575.0 |
201.0 |
7.3% |
59.8 |
2.2% |
87% |
False |
False |
2,415 |
| 20 |
2,776.0 |
2,481.0 |
295.0 |
10.7% |
58.2 |
2.1% |
91% |
False |
False |
2,226 |
| 40 |
2,779.0 |
2,450.0 |
329.0 |
12.0% |
59.6 |
2.2% |
91% |
False |
False |
5,316 |
| 60 |
2,779.0 |
2,387.0 |
392.0 |
14.3% |
69.9 |
2.5% |
93% |
False |
False |
3,973 |
| 80 |
2,937.0 |
2,387.0 |
550.0 |
20.0% |
64.6 |
2.3% |
66% |
False |
False |
3,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.0 |
|
2.618 |
2,857.8 |
|
1.618 |
2,825.8 |
|
1.000 |
2,806.0 |
|
0.618 |
2,793.8 |
|
HIGH |
2,774.0 |
|
0.618 |
2,761.8 |
|
0.500 |
2,758.0 |
|
0.382 |
2,754.2 |
|
LOW |
2,742.0 |
|
0.618 |
2,722.2 |
|
1.000 |
2,710.0 |
|
1.618 |
2,690.2 |
|
2.618 |
2,658.2 |
|
4.250 |
2,606.0 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.0 |
2,745.5 |
| PP |
2,755.3 |
2,741.0 |
| S1 |
2,752.7 |
2,736.5 |
|