| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,217.55 |
10,370.96 |
153.41 |
1.5% |
9,689.21 |
| High |
10,407.82 |
10,400.10 |
-7.72 |
-0.1% |
10,201.77 |
| Low |
10,217.55 |
10,303.00 |
85.45 |
0.8% |
9,659.01 |
| Close |
10,363.02 |
10,366.72 |
3.70 |
0.0% |
10,198.03 |
| Range |
190.27 |
97.10 |
-93.17 |
-49.0% |
542.76 |
| ATR |
172.78 |
167.38 |
-5.41 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,647.91 |
10,604.41 |
10,420.13 |
|
| R3 |
10,550.81 |
10,507.31 |
10,393.42 |
|
| R2 |
10,453.71 |
10,453.71 |
10,384.52 |
|
| R1 |
10,410.21 |
10,410.21 |
10,375.62 |
10,383.41 |
| PP |
10,356.61 |
10,356.61 |
10,356.61 |
10,343.21 |
| S1 |
10,313.11 |
10,313.11 |
10,357.82 |
10,286.31 |
| S2 |
10,259.51 |
10,259.51 |
10,348.92 |
|
| S3 |
10,162.41 |
10,216.01 |
10,340.02 |
|
| S4 |
10,065.31 |
10,118.91 |
10,313.32 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,647.88 |
11,465.72 |
10,496.55 |
|
| R3 |
11,105.12 |
10,922.96 |
10,347.29 |
|
| R2 |
10,562.36 |
10,562.36 |
10,297.54 |
|
| R1 |
10,380.20 |
10,380.20 |
10,247.78 |
10,471.28 |
| PP |
10,019.60 |
10,019.60 |
10,019.60 |
10,065.15 |
| S1 |
9,837.44 |
9,837.44 |
10,148.28 |
9,928.52 |
| S2 |
9,476.84 |
9,476.84 |
10,098.52 |
|
| S3 |
8,934.08 |
9,294.68 |
10,048.77 |
|
| S4 |
8,391.32 |
8,751.92 |
9,899.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,407.82 |
10,019.26 |
388.56 |
3.7% |
113.02 |
1.1% |
89% |
False |
False |
|
| 10 |
10,407.82 |
9,614.32 |
793.50 |
7.7% |
153.94 |
1.5% |
95% |
False |
False |
|
| 20 |
10,594.16 |
9,614.32 |
979.84 |
9.5% |
154.09 |
1.5% |
77% |
False |
False |
|
| 40 |
10,718.86 |
9,614.32 |
1,104.54 |
10.7% |
188.93 |
1.8% |
68% |
False |
False |
|
| 60 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
201.19 |
1.9% |
46% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
173.70 |
1.7% |
46% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
156.75 |
1.5% |
46% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
156.21 |
1.5% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,812.78 |
|
2.618 |
10,654.31 |
|
1.618 |
10,557.21 |
|
1.000 |
10,497.20 |
|
0.618 |
10,460.11 |
|
HIGH |
10,400.10 |
|
0.618 |
10,363.01 |
|
0.500 |
10,351.55 |
|
0.382 |
10,340.09 |
|
LOW |
10,303.00 |
|
0.618 |
10,242.99 |
|
1.000 |
10,205.90 |
|
1.618 |
10,145.89 |
|
2.618 |
10,048.79 |
|
4.250 |
9,890.33 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,361.66 |
10,336.87 |
| PP |
10,356.61 |
10,307.01 |
| S1 |
10,351.55 |
10,277.16 |
|