| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,066.50 |
1,072.00 |
5.50 |
0.5% |
1,010.25 |
| High |
1,072.50 |
1,091.00 |
18.50 |
1.7% |
1,070.50 |
| Low |
1,061.00 |
1,068.75 |
7.75 |
0.7% |
998.75 |
| Close |
1,072.00 |
1,085.00 |
13.00 |
1.2% |
1,068.00 |
| Range |
11.50 |
22.25 |
10.75 |
93.5% |
71.75 |
| ATR |
22.86 |
22.82 |
-0.04 |
-0.2% |
0.00 |
| Volume |
1,193 |
1,249 |
56 |
4.7% |
6,919 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.25 |
1,139.00 |
1,097.25 |
|
| R3 |
1,126.00 |
1,116.75 |
1,091.00 |
|
| R2 |
1,103.75 |
1,103.75 |
1,089.00 |
|
| R1 |
1,094.50 |
1,094.50 |
1,087.00 |
1,099.00 |
| PP |
1,081.50 |
1,081.50 |
1,081.50 |
1,084.00 |
| S1 |
1,072.25 |
1,072.25 |
1,083.00 |
1,077.00 |
| S2 |
1,059.25 |
1,059.25 |
1,081.00 |
|
| S3 |
1,037.00 |
1,050.00 |
1,079.00 |
|
| S4 |
1,014.75 |
1,027.75 |
1,072.75 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.00 |
1,236.25 |
1,107.50 |
|
| R3 |
1,189.25 |
1,164.50 |
1,087.75 |
|
| R2 |
1,117.50 |
1,117.50 |
1,081.25 |
|
| R1 |
1,092.75 |
1,092.75 |
1,074.50 |
1,105.00 |
| PP |
1,045.75 |
1,045.75 |
1,045.75 |
1,052.00 |
| S1 |
1,021.00 |
1,021.00 |
1,061.50 |
1,033.50 |
| S2 |
974.00 |
974.00 |
1,054.75 |
|
| S3 |
902.25 |
949.25 |
1,048.25 |
|
| S4 |
830.50 |
877.50 |
1,028.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,091.00 |
1,011.75 |
79.25 |
7.3% |
20.50 |
1.9% |
92% |
True |
False |
1,632 |
| 10 |
1,091.00 |
998.75 |
92.25 |
8.5% |
24.50 |
2.3% |
93% |
True |
False |
1,946 |
| 20 |
1,125.00 |
998.75 |
126.25 |
11.6% |
21.50 |
2.0% |
68% |
False |
False |
1,402 |
| 40 |
1,138.00 |
998.75 |
139.25 |
12.8% |
25.00 |
2.3% |
62% |
False |
False |
745 |
| 60 |
1,208.00 |
998.75 |
209.25 |
19.3% |
25.00 |
2.3% |
41% |
False |
False |
542 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.3% |
21.25 |
2.0% |
41% |
False |
False |
415 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.3% |
17.75 |
1.6% |
41% |
False |
False |
350 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.3% |
16.50 |
1.5% |
41% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,185.50 |
|
2.618 |
1,149.25 |
|
1.618 |
1,127.00 |
|
1.000 |
1,113.25 |
|
0.618 |
1,104.75 |
|
HIGH |
1,091.00 |
|
0.618 |
1,082.50 |
|
0.500 |
1,080.00 |
|
0.382 |
1,077.25 |
|
LOW |
1,068.75 |
|
0.618 |
1,055.00 |
|
1.000 |
1,046.50 |
|
1.618 |
1,032.75 |
|
2.618 |
1,010.50 |
|
4.250 |
974.25 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,083.25 |
1,081.75 |
| PP |
1,081.50 |
1,078.25 |
| S1 |
1,080.00 |
1,075.00 |
|