| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
9,689.21 |
9,736.85 |
47.64 |
0.5% |
10,143.05 |
| High |
9,858.13 |
10,026.60 |
168.47 |
1.7% |
10,201.93 |
| Low |
9,659.01 |
9,736.70 |
77.69 |
0.8% |
9,614.32 |
| Close |
9,743.62 |
10,018.28 |
274.66 |
2.8% |
9,686.48 |
| Range |
199.12 |
289.90 |
90.78 |
45.6% |
587.61 |
| ATR |
183.56 |
191.16 |
7.60 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,796.89 |
10,697.49 |
10,177.73 |
|
| R3 |
10,506.99 |
10,407.59 |
10,098.00 |
|
| R2 |
10,217.09 |
10,217.09 |
10,071.43 |
|
| R1 |
10,117.69 |
10,117.69 |
10,044.85 |
10,167.39 |
| PP |
9,927.19 |
9,927.19 |
9,927.19 |
9,952.05 |
| S1 |
9,827.79 |
9,827.79 |
9,991.71 |
9,877.49 |
| S2 |
9,637.29 |
9,637.29 |
9,965.13 |
|
| S3 |
9,347.39 |
9,537.89 |
9,938.56 |
|
| S4 |
9,057.49 |
9,247.99 |
9,858.84 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,597.07 |
11,229.39 |
10,009.67 |
|
| R3 |
11,009.46 |
10,641.78 |
9,848.07 |
|
| R2 |
10,421.85 |
10,421.85 |
9,794.21 |
|
| R1 |
10,054.17 |
10,054.17 |
9,740.34 |
9,944.21 |
| PP |
9,834.24 |
9,834.24 |
9,834.24 |
9,779.26 |
| S1 |
9,466.56 |
9,466.56 |
9,632.62 |
9,356.60 |
| S2 |
9,246.63 |
9,246.63 |
9,578.75 |
|
| S3 |
8,659.02 |
8,878.95 |
9,524.89 |
|
| S4 |
8,071.41 |
8,291.34 |
9,363.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,026.60 |
9,614.32 |
412.28 |
4.1% |
194.85 |
1.9% |
98% |
True |
False |
|
| 10 |
10,368.04 |
9,614.32 |
753.72 |
7.5% |
183.05 |
1.8% |
54% |
False |
False |
|
| 20 |
10,594.16 |
9,614.32 |
979.84 |
9.8% |
174.49 |
1.7% |
41% |
False |
False |
|
| 40 |
10,920.27 |
9,614.32 |
1,305.95 |
13.0% |
199.13 |
2.0% |
31% |
False |
False |
|
| 60 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
200.96 |
2.0% |
25% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
171.74 |
1.7% |
25% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
157.12 |
1.6% |
25% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.4% |
158.06 |
1.6% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,258.68 |
|
2.618 |
10,785.56 |
|
1.618 |
10,495.66 |
|
1.000 |
10,316.50 |
|
0.618 |
10,205.76 |
|
HIGH |
10,026.60 |
|
0.618 |
9,915.86 |
|
0.500 |
9,881.65 |
|
0.382 |
9,847.44 |
|
LOW |
9,736.70 |
|
0.618 |
9,557.54 |
|
1.000 |
9,446.80 |
|
1.618 |
9,267.64 |
|
2.618 |
8,977.74 |
|
4.250 |
8,504.63 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,972.74 |
9,952.34 |
| PP |
9,927.19 |
9,886.40 |
| S1 |
9,881.65 |
9,820.46 |
|