| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
103.13 |
107.00 |
3.87 |
3.8% |
108.03 |
| High |
106.24 |
107.28 |
1.04 |
1.0% |
108.32 |
| Low |
103.02 |
105.91 |
2.89 |
2.8% |
101.13 |
| Close |
106.11 |
107.16 |
1.05 |
1.0% |
102.20 |
| Range |
3.22 |
1.37 |
-1.85 |
-57.5% |
7.19 |
| ATR |
2.32 |
2.26 |
-0.07 |
-2.9% |
0.00 |
| Volume |
253,435,807 |
210,681,997 |
-42,753,810 |
-16.9% |
1,441,517,714 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.89 |
110.40 |
107.91 |
|
| R3 |
109.52 |
109.03 |
107.54 |
|
| R2 |
108.15 |
108.15 |
107.41 |
|
| R1 |
107.66 |
107.66 |
107.29 |
107.91 |
| PP |
106.78 |
106.78 |
106.78 |
106.91 |
| S1 |
106.29 |
106.29 |
107.03 |
106.54 |
| S2 |
105.41 |
105.41 |
106.91 |
|
| S3 |
104.04 |
104.92 |
106.78 |
|
| S4 |
102.67 |
103.55 |
106.41 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.45 |
121.02 |
106.15 |
|
| R3 |
118.26 |
113.83 |
104.18 |
|
| R2 |
111.07 |
111.07 |
103.52 |
|
| R1 |
106.64 |
106.64 |
102.86 |
105.26 |
| PP |
103.88 |
103.88 |
103.88 |
103.20 |
| S1 |
99.45 |
99.45 |
101.54 |
98.07 |
| S2 |
96.69 |
96.69 |
100.88 |
|
| S3 |
89.50 |
92.26 |
100.22 |
|
| S4 |
82.31 |
85.07 |
98.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.28 |
101.13 |
6.15 |
5.7% |
2.25 |
2.1% |
98% |
True |
False |
267,171,501 |
| 10 |
108.83 |
101.13 |
7.70 |
7.2% |
2.03 |
1.9% |
78% |
False |
False |
266,744,523 |
| 20 |
113.20 |
101.13 |
12.07 |
11.3% |
1.89 |
1.8% |
50% |
False |
False |
250,167,556 |
| 40 |
117.68 |
101.13 |
16.55 |
15.4% |
2.18 |
2.0% |
36% |
False |
False |
289,241,556 |
| 60 |
122.12 |
101.13 |
20.99 |
19.6% |
2.22 |
2.1% |
29% |
False |
False |
289,049,160 |
| 80 |
122.12 |
101.13 |
20.99 |
19.6% |
1.93 |
1.8% |
29% |
False |
False |
257,899,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.10 |
|
2.618 |
110.87 |
|
1.618 |
109.50 |
|
1.000 |
108.65 |
|
0.618 |
108.13 |
|
HIGH |
107.28 |
|
0.618 |
106.76 |
|
0.500 |
106.60 |
|
0.382 |
106.43 |
|
LOW |
105.91 |
|
0.618 |
105.06 |
|
1.000 |
104.54 |
|
1.618 |
103.69 |
|
2.618 |
102.32 |
|
4.250 |
100.09 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
106.97 |
106.30 |
| PP |
106.78 |
105.44 |
| S1 |
106.60 |
104.58 |
|