| 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 |
10,121.81 |
10,321.16 |
199.35 |
2.0% |
10,098.12 |
| High |
10,363.24 |
10,441.95 |
78.71 |
0.8% |
10,441.95 |
| Low |
10,121.81 |
10,287.48 |
165.67 |
1.6% |
10,007.76 |
| Close |
10,322.30 |
10,424.62 |
102.32 |
1.0% |
10,424.62 |
| Range |
241.43 |
154.47 |
-86.96 |
-36.0% |
434.19 |
| ATR |
180.20 |
178.36 |
-1.84 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,848.09 |
10,790.83 |
10,509.58 |
|
| R3 |
10,693.62 |
10,636.36 |
10,467.10 |
|
| R2 |
10,539.15 |
10,539.15 |
10,452.94 |
|
| R1 |
10,481.89 |
10,481.89 |
10,438.78 |
10,510.52 |
| PP |
10,384.68 |
10,384.68 |
10,384.68 |
10,399.00 |
| S1 |
10,327.42 |
10,327.42 |
10,410.46 |
10,356.05 |
| S2 |
10,230.21 |
10,230.21 |
10,396.30 |
|
| S3 |
10,075.74 |
10,172.95 |
10,382.14 |
|
| S4 |
9,921.27 |
10,018.48 |
10,339.66 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,594.01 |
11,443.51 |
10,663.42 |
|
| R3 |
11,159.82 |
11,009.32 |
10,544.02 |
|
| R2 |
10,725.63 |
10,725.63 |
10,504.22 |
|
| R1 |
10,575.13 |
10,575.13 |
10,464.42 |
10,650.38 |
| PP |
10,291.44 |
10,291.44 |
10,291.44 |
10,329.07 |
| S1 |
10,140.94 |
10,140.94 |
10,384.82 |
10,216.19 |
| S2 |
9,857.25 |
9,857.25 |
10,345.02 |
|
| S3 |
9,423.06 |
9,706.75 |
10,305.22 |
|
| S4 |
8,988.87 |
9,272.56 |
10,185.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,441.95 |
10,007.76 |
434.19 |
4.2% |
187.64 |
1.8% |
96% |
True |
False |
|
| 10 |
10,441.95 |
10,007.76 |
434.19 |
4.2% |
171.52 |
1.6% |
96% |
True |
False |
|
| 20 |
10,441.95 |
9,614.32 |
827.63 |
7.9% |
171.98 |
1.6% |
98% |
True |
False |
|
| 40 |
10,594.16 |
9,614.32 |
979.84 |
9.4% |
179.12 |
1.7% |
83% |
False |
False |
|
| 60 |
11,197.93 |
9,614.32 |
1,583.61 |
15.2% |
210.26 |
2.0% |
51% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
182.60 |
1.8% |
49% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
162.94 |
1.6% |
49% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
158.18 |
1.5% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,098.45 |
|
2.618 |
10,846.35 |
|
1.618 |
10,691.88 |
|
1.000 |
10,596.42 |
|
0.618 |
10,537.41 |
|
HIGH |
10,441.95 |
|
0.618 |
10,382.94 |
|
0.500 |
10,364.72 |
|
0.382 |
10,346.49 |
|
LOW |
10,287.48 |
|
0.618 |
10,192.02 |
|
1.000 |
10,133.01 |
|
1.618 |
10,037.55 |
|
2.618 |
9,883.08 |
|
4.250 |
9,630.98 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,404.65 |
10,367.66 |
| PP |
10,384.68 |
10,310.69 |
| S1 |
10,364.72 |
10,253.73 |
|