| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,087.00 |
1,058.00 |
-29.00 |
-2.7% |
1,066.50 |
| High |
1,090.25 |
1,066.25 |
-24.00 |
-2.2% |
1,094.25 |
| Low |
1,054.75 |
1,052.50 |
-2.25 |
-0.2% |
1,054.75 |
| Close |
1,058.50 |
1,059.25 |
0.75 |
0.1% |
1,058.50 |
| Range |
35.50 |
13.75 |
-21.75 |
-61.3% |
39.50 |
| ATR |
23.21 |
22.53 |
-0.68 |
-2.9% |
0.00 |
| Volume |
2,469 |
3,571 |
1,102 |
44.6% |
10,140 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,100.50 |
1,093.75 |
1,066.75 |
|
| R3 |
1,086.75 |
1,080.00 |
1,063.00 |
|
| R2 |
1,073.00 |
1,073.00 |
1,061.75 |
|
| R1 |
1,066.25 |
1,066.25 |
1,060.50 |
1,069.50 |
| PP |
1,059.25 |
1,059.25 |
1,059.25 |
1,061.00 |
| S1 |
1,052.50 |
1,052.50 |
1,058.00 |
1,056.00 |
| S2 |
1,045.50 |
1,045.50 |
1,056.75 |
|
| S3 |
1,031.75 |
1,038.75 |
1,055.50 |
|
| S4 |
1,018.00 |
1,025.00 |
1,051.75 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.75 |
1,162.50 |
1,080.25 |
|
| R3 |
1,148.25 |
1,123.00 |
1,069.25 |
|
| R2 |
1,108.75 |
1,108.75 |
1,065.75 |
|
| R1 |
1,083.50 |
1,083.50 |
1,062.00 |
1,076.50 |
| PP |
1,069.25 |
1,069.25 |
1,069.25 |
1,065.50 |
| S1 |
1,044.00 |
1,044.00 |
1,055.00 |
1,037.00 |
| S2 |
1,029.75 |
1,029.75 |
1,051.25 |
|
| S3 |
990.25 |
1,004.50 |
1,047.75 |
|
| S4 |
950.75 |
965.00 |
1,036.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,094.25 |
1,052.50 |
41.75 |
3.9% |
21.75 |
2.1% |
16% |
False |
True |
2,503 |
| 10 |
1,094.25 |
998.75 |
95.50 |
9.0% |
22.50 |
2.1% |
63% |
False |
False |
2,063 |
| 20 |
1,125.00 |
998.75 |
126.25 |
11.9% |
22.75 |
2.1% |
48% |
False |
False |
1,861 |
| 40 |
1,125.00 |
998.75 |
126.25 |
11.9% |
23.75 |
2.2% |
48% |
False |
False |
1,009 |
| 60 |
1,208.00 |
998.75 |
209.25 |
19.8% |
25.50 |
2.4% |
29% |
False |
False |
727 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.8% |
21.75 |
2.1% |
29% |
False |
False |
555 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.8% |
18.50 |
1.8% |
29% |
False |
False |
462 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.8% |
16.75 |
1.6% |
29% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,124.75 |
|
2.618 |
1,102.25 |
|
1.618 |
1,088.50 |
|
1.000 |
1,080.00 |
|
0.618 |
1,074.75 |
|
HIGH |
1,066.25 |
|
0.618 |
1,061.00 |
|
0.500 |
1,059.50 |
|
0.382 |
1,057.75 |
|
LOW |
1,052.50 |
|
0.618 |
1,044.00 |
|
1.000 |
1,038.75 |
|
1.618 |
1,030.25 |
|
2.618 |
1,016.50 |
|
4.250 |
994.00 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,059.50 |
1,073.50 |
| PP |
1,059.25 |
1,068.75 |
| S1 |
1,059.25 |
1,064.00 |
|