| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,058.00 |
1,057.00 |
-1.00 |
-0.1% |
1,066.50 |
| High |
1,066.25 |
1,076.00 |
9.75 |
0.9% |
1,094.25 |
| Low |
1,052.50 |
1,046.50 |
-6.00 |
-0.6% |
1,054.75 |
| Close |
1,059.25 |
1,075.50 |
16.25 |
1.5% |
1,058.50 |
| Range |
13.75 |
29.50 |
15.75 |
114.5% |
39.50 |
| ATR |
22.53 |
23.03 |
0.50 |
2.2% |
0.00 |
| Volume |
3,571 |
7,643 |
4,072 |
114.0% |
10,140 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,154.50 |
1,144.50 |
1,091.75 |
|
| R3 |
1,125.00 |
1,115.00 |
1,083.50 |
|
| R2 |
1,095.50 |
1,095.50 |
1,081.00 |
|
| R1 |
1,085.50 |
1,085.50 |
1,078.25 |
1,090.50 |
| PP |
1,066.00 |
1,066.00 |
1,066.00 |
1,068.50 |
| S1 |
1,056.00 |
1,056.00 |
1,072.75 |
1,061.00 |
| S2 |
1,036.50 |
1,036.50 |
1,070.00 |
|
| S3 |
1,007.00 |
1,026.50 |
1,067.50 |
|
| S4 |
977.50 |
997.00 |
1,059.25 |
|
|
| 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 |
1,046.50 |
47.75 |
4.4% |
23.25 |
2.2% |
61% |
False |
True |
3,782 |
| 10 |
1,094.25 |
1,011.75 |
82.50 |
7.7% |
22.00 |
2.0% |
77% |
False |
False |
2,707 |
| 20 |
1,112.50 |
998.75 |
113.75 |
10.6% |
23.00 |
2.1% |
67% |
False |
False |
2,233 |
| 40 |
1,125.00 |
998.75 |
126.25 |
11.7% |
23.75 |
2.2% |
61% |
False |
False |
1,198 |
| 60 |
1,208.00 |
998.75 |
209.25 |
19.5% |
25.75 |
2.4% |
37% |
False |
False |
848 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.5% |
22.00 |
2.0% |
37% |
False |
False |
651 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.5% |
19.00 |
1.8% |
37% |
False |
False |
538 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.5% |
16.75 |
1.6% |
37% |
False |
False |
450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.50 |
|
2.618 |
1,153.25 |
|
1.618 |
1,123.75 |
|
1.000 |
1,105.50 |
|
0.618 |
1,094.25 |
|
HIGH |
1,076.00 |
|
0.618 |
1,064.75 |
|
0.500 |
1,061.25 |
|
0.382 |
1,057.75 |
|
LOW |
1,046.50 |
|
0.618 |
1,028.25 |
|
1.000 |
1,017.00 |
|
1.618 |
998.75 |
|
2.618 |
969.25 |
|
4.250 |
921.00 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,070.75 |
1,073.00 |
| PP |
1,066.00 |
1,070.75 |
| S1 |
1,061.25 |
1,068.50 |
|