| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1,058.25 |
1,082.00 |
23.75 |
2.2% |
1,058.00 |
| High |
1,089.50 |
1,096.50 |
7.00 |
0.6% |
1,096.50 |
| Low |
1,056.50 |
1,079.75 |
23.25 |
2.2% |
1,046.50 |
| Close |
1,083.00 |
1,096.00 |
13.00 |
1.2% |
1,096.00 |
| Range |
33.00 |
16.75 |
-16.25 |
-49.2% |
50.00 |
| ATR |
23.95 |
23.44 |
-0.51 |
-2.1% |
0.00 |
| Volume |
6,929 |
3,357 |
-3,572 |
-51.6% |
27,425 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.00 |
1,135.25 |
1,105.25 |
|
| R3 |
1,124.25 |
1,118.50 |
1,100.50 |
|
| R2 |
1,107.50 |
1,107.50 |
1,099.00 |
|
| R1 |
1,101.75 |
1,101.75 |
1,097.50 |
1,104.50 |
| PP |
1,090.75 |
1,090.75 |
1,090.75 |
1,092.25 |
| S1 |
1,085.00 |
1,085.00 |
1,094.50 |
1,088.00 |
| S2 |
1,074.00 |
1,074.00 |
1,093.00 |
|
| S3 |
1,057.25 |
1,068.25 |
1,091.50 |
|
| S4 |
1,040.50 |
1,051.50 |
1,086.75 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,229.75 |
1,212.75 |
1,123.50 |
|
| R3 |
1,179.75 |
1,162.75 |
1,109.75 |
|
| R2 |
1,129.75 |
1,129.75 |
1,105.25 |
|
| R1 |
1,112.75 |
1,112.75 |
1,100.50 |
1,121.25 |
| PP |
1,079.75 |
1,079.75 |
1,079.75 |
1,084.00 |
| S1 |
1,062.75 |
1,062.75 |
1,091.50 |
1,071.25 |
| S2 |
1,029.75 |
1,029.75 |
1,086.75 |
|
| S3 |
979.75 |
1,012.75 |
1,082.25 |
|
| S4 |
929.75 |
962.75 |
1,068.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,096.50 |
1,046.50 |
50.00 |
4.6% |
23.75 |
2.2% |
99% |
True |
False |
5,485 |
| 10 |
1,096.50 |
1,046.50 |
50.00 |
4.6% |
22.50 |
2.1% |
99% |
True |
False |
3,756 |
| 20 |
1,096.50 |
998.75 |
97.75 |
8.9% |
23.25 |
2.1% |
99% |
True |
False |
2,877 |
| 40 |
1,125.00 |
998.75 |
126.25 |
11.5% |
23.50 |
2.1% |
77% |
False |
False |
1,599 |
| 60 |
1,198.50 |
998.75 |
199.75 |
18.2% |
26.00 |
2.4% |
49% |
False |
False |
1,108 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.1% |
22.75 |
2.1% |
46% |
False |
False |
853 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.1% |
19.75 |
1.8% |
46% |
False |
False |
700 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.1% |
17.25 |
1.6% |
46% |
False |
False |
585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.75 |
|
2.618 |
1,140.25 |
|
1.618 |
1,123.50 |
|
1.000 |
1,113.25 |
|
0.618 |
1,106.75 |
|
HIGH |
1,096.50 |
|
0.618 |
1,090.00 |
|
0.500 |
1,088.00 |
|
0.382 |
1,086.25 |
|
LOW |
1,079.75 |
|
0.618 |
1,069.50 |
|
1.000 |
1,063.00 |
|
1.618 |
1,052.75 |
|
2.618 |
1,036.00 |
|
4.250 |
1,008.50 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.50 |
1,089.50 |
| PP |
1,090.75 |
1,083.00 |
| S1 |
1,088.00 |
1,076.50 |
|