Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
107.13 |
107.60 |
0.47 |
0.4% |
103.64 |
High |
107.97 |
108.24 |
0.27 |
0.3% |
107.97 |
Low |
106.93 |
107.15 |
0.22 |
0.2% |
101.88 |
Close |
107.96 |
108.03 |
0.07 |
0.1% |
107.96 |
Range |
1.04 |
1.09 |
0.05 |
4.8% |
6.09 |
ATR |
2.17 |
2.09 |
-0.08 |
-3.6% |
0.00 |
Volume |
144,931,850 |
130,969,133 |
-13,962,717 |
-9.6% |
864,844,829 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.08 |
110.64 |
108.63 |
|
R3 |
109.99 |
109.55 |
108.33 |
|
R2 |
108.90 |
108.90 |
108.23 |
|
R1 |
108.46 |
108.46 |
108.13 |
108.68 |
PP |
107.81 |
107.81 |
107.81 |
107.92 |
S1 |
107.37 |
107.37 |
107.93 |
107.59 |
S2 |
106.72 |
106.72 |
107.83 |
|
S3 |
105.63 |
106.28 |
107.73 |
|
S4 |
104.54 |
105.19 |
107.43 |
|
|
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 |
108.24 |
101.88 |
6.36 |
5.9% |
1.84 |
1.7% |
97% |
True |
False |
199,162,792 |
10 |
108.32 |
101.13 |
7.19 |
6.7% |
1.91 |
1.8% |
96% |
False |
False |
243,733,167 |
20 |
113.20 |
101.13 |
12.07 |
11.2% |
1.79 |
1.7% |
57% |
False |
False |
237,373,951 |
40 |
115.33 |
101.13 |
14.20 |
13.1% |
2.15 |
2.0% |
49% |
False |
False |
284,395,338 |
60 |
122.12 |
101.13 |
20.99 |
19.4% |
2.22 |
2.1% |
33% |
False |
False |
288,564,645 |
80 |
122.12 |
101.13 |
20.99 |
19.4% |
1.93 |
1.8% |
33% |
False |
False |
257,026,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.87 |
2.618 |
111.09 |
1.618 |
110.00 |
1.000 |
109.33 |
0.618 |
108.91 |
HIGH |
108.24 |
0.618 |
107.82 |
0.500 |
107.70 |
0.382 |
107.57 |
LOW |
107.15 |
0.618 |
106.48 |
1.000 |
106.06 |
1.618 |
105.39 |
2.618 |
104.30 |
4.250 |
102.52 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
107.92 |
107.71 |
PP |
107.81 |
107.39 |
S1 |
107.70 |
107.08 |
|