| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,019.50 |
1,054.50 |
35.00 |
3.4% |
1,071.75 |
| High |
1,055.00 |
1,063.75 |
8.75 |
0.8% |
1,075.00 |
| Low |
1,011.75 |
1,049.50 |
37.75 |
3.7% |
1,001.75 |
| Close |
1,054.75 |
1,062.50 |
7.75 |
0.7% |
1,009.75 |
| Range |
43.25 |
14.25 |
-29.00 |
-67.1% |
73.25 |
| ATR |
25.48 |
24.68 |
-0.80 |
-3.1% |
0.00 |
| Volume |
2,084 |
2,332 |
248 |
11.9% |
11,594 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,101.25 |
1,096.25 |
1,070.25 |
|
| R3 |
1,087.00 |
1,082.00 |
1,066.50 |
|
| R2 |
1,072.75 |
1,072.75 |
1,065.00 |
|
| R1 |
1,067.75 |
1,067.75 |
1,063.75 |
1,070.25 |
| PP |
1,058.50 |
1,058.50 |
1,058.50 |
1,060.00 |
| S1 |
1,053.50 |
1,053.50 |
1,061.25 |
1,056.00 |
| S2 |
1,044.25 |
1,044.25 |
1,060.00 |
|
| S3 |
1,030.00 |
1,039.25 |
1,058.50 |
|
| S4 |
1,015.75 |
1,025.00 |
1,054.75 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.50 |
1,202.50 |
1,050.00 |
|
| R3 |
1,175.25 |
1,129.25 |
1,030.00 |
|
| R2 |
1,102.00 |
1,102.00 |
1,023.25 |
|
| R1 |
1,056.00 |
1,056.00 |
1,016.50 |
1,042.50 |
| PP |
1,028.75 |
1,028.75 |
1,028.75 |
1,022.00 |
| S1 |
982.75 |
982.75 |
1,003.00 |
969.00 |
| S2 |
955.50 |
955.50 |
996.25 |
|
| S3 |
882.25 |
909.50 |
989.50 |
|
| S4 |
809.00 |
836.25 |
969.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,063.75 |
998.75 |
65.00 |
6.1% |
27.25 |
2.6% |
98% |
True |
False |
1,956 |
| 10 |
1,086.50 |
998.75 |
87.75 |
8.3% |
25.25 |
2.4% |
73% |
False |
False |
2,012 |
| 20 |
1,125.00 |
998.75 |
126.25 |
11.9% |
22.75 |
2.1% |
50% |
False |
False |
1,227 |
| 40 |
1,164.75 |
998.75 |
166.00 |
15.6% |
25.75 |
2.4% |
38% |
False |
False |
659 |
| 60 |
1,208.00 |
998.75 |
209.25 |
19.7% |
25.00 |
2.4% |
30% |
False |
False |
488 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.7% |
21.00 |
2.0% |
30% |
False |
False |
372 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.7% |
17.50 |
1.7% |
30% |
False |
False |
312 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.7% |
16.25 |
1.5% |
30% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,124.25 |
|
2.618 |
1,101.00 |
|
1.618 |
1,086.75 |
|
1.000 |
1,078.00 |
|
0.618 |
1,072.50 |
|
HIGH |
1,063.75 |
|
0.618 |
1,058.25 |
|
0.500 |
1,056.50 |
|
0.382 |
1,055.00 |
|
LOW |
1,049.50 |
|
0.618 |
1,040.75 |
|
1.000 |
1,035.25 |
|
1.618 |
1,026.50 |
|
2.618 |
1,012.25 |
|
4.250 |
989.00 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,060.50 |
1,052.00 |
| PP |
1,058.50 |
1,041.75 |
| S1 |
1,056.50 |
1,031.25 |
|