| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
107.00 |
107.13 |
0.13 |
0.1% |
103.64 |
| High |
107.28 |
107.97 |
0.69 |
0.6% |
107.97 |
| Low |
105.91 |
106.93 |
1.02 |
1.0% |
101.88 |
| Close |
107.16 |
107.96 |
0.80 |
0.7% |
107.96 |
| Range |
1.37 |
1.04 |
-0.33 |
-24.1% |
6.09 |
| ATR |
2.26 |
2.17 |
-0.09 |
-3.9% |
0.00 |
| Volume |
210,681,997 |
144,931,850 |
-65,750,147 |
-31.2% |
864,844,829 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.74 |
110.39 |
108.53 |
|
| R3 |
109.70 |
109.35 |
108.25 |
|
| R2 |
108.66 |
108.66 |
108.15 |
|
| R1 |
108.31 |
108.31 |
108.06 |
108.49 |
| PP |
107.62 |
107.62 |
107.62 |
107.71 |
| S1 |
107.27 |
107.27 |
107.86 |
107.45 |
| S2 |
106.58 |
106.58 |
107.77 |
|
| S3 |
105.54 |
106.23 |
107.67 |
|
| S4 |
104.50 |
105.19 |
107.39 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.21 |
122.17 |
111.31 |
|
| R3 |
118.12 |
116.08 |
109.63 |
|
| R2 |
112.03 |
112.03 |
109.08 |
|
| R1 |
109.99 |
109.99 |
108.52 |
111.01 |
| PP |
105.94 |
105.94 |
105.94 |
106.45 |
| S1 |
103.90 |
103.90 |
107.40 |
104.92 |
| S2 |
99.85 |
99.85 |
106.84 |
|
| S3 |
93.76 |
97.81 |
106.29 |
|
| S4 |
87.67 |
91.72 |
104.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.97 |
101.62 |
6.35 |
5.9% |
1.98 |
1.8% |
100% |
True |
False |
219,627,303 |
| 10 |
108.42 |
101.13 |
7.29 |
6.8% |
1.96 |
1.8% |
94% |
False |
False |
254,407,536 |
| 20 |
113.20 |
101.13 |
12.07 |
11.2% |
1.82 |
1.7% |
57% |
False |
False |
241,528,646 |
| 40 |
117.68 |
101.13 |
16.55 |
15.3% |
2.16 |
2.0% |
41% |
False |
False |
286,979,700 |
| 60 |
122.12 |
101.13 |
20.99 |
19.4% |
2.22 |
2.1% |
33% |
False |
False |
288,790,608 |
| 80 |
122.12 |
101.13 |
20.99 |
19.4% |
1.93 |
1.8% |
33% |
False |
False |
257,604,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.39 |
|
2.618 |
110.69 |
|
1.618 |
109.65 |
|
1.000 |
109.01 |
|
0.618 |
108.61 |
|
HIGH |
107.97 |
|
0.618 |
107.57 |
|
0.500 |
107.45 |
|
0.382 |
107.33 |
|
LOW |
106.93 |
|
0.618 |
106.29 |
|
1.000 |
105.89 |
|
1.618 |
105.25 |
|
2.618 |
104.21 |
|
4.250 |
102.51 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
107.79 |
107.14 |
| PP |
107.62 |
106.32 |
| S1 |
107.45 |
105.50 |
|