| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
107.60 |
109.15 |
1.55 |
1.4% |
103.64 |
| High |
108.24 |
110.09 |
1.85 |
1.7% |
107.97 |
| Low |
107.15 |
108.93 |
1.78 |
1.7% |
101.88 |
| Close |
108.03 |
109.66 |
1.63 |
1.5% |
107.96 |
| Range |
1.09 |
1.16 |
0.07 |
6.4% |
6.09 |
| ATR |
2.09 |
2.09 |
0.00 |
-0.1% |
0.00 |
| Volume |
130,969,133 |
212,568,501 |
81,599,368 |
62.3% |
864,844,829 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.04 |
112.51 |
110.30 |
|
| R3 |
111.88 |
111.35 |
109.98 |
|
| R2 |
110.72 |
110.72 |
109.87 |
|
| R1 |
110.19 |
110.19 |
109.77 |
110.46 |
| PP |
109.56 |
109.56 |
109.56 |
109.69 |
| S1 |
109.03 |
109.03 |
109.55 |
109.30 |
| S2 |
108.40 |
108.40 |
109.45 |
|
| S3 |
107.24 |
107.87 |
109.34 |
|
| S4 |
106.08 |
106.71 |
109.02 |
|
|
| 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 |
110.09 |
103.02 |
7.07 |
6.4% |
1.58 |
1.4% |
94% |
True |
False |
190,517,457 |
| 10 |
110.09 |
101.13 |
8.96 |
8.2% |
1.91 |
1.7% |
95% |
True |
False |
248,098,316 |
| 20 |
113.20 |
101.13 |
12.07 |
11.0% |
1.76 |
1.6% |
71% |
False |
False |
237,653,449 |
| 40 |
115.22 |
101.13 |
14.09 |
12.8% |
2.11 |
1.9% |
61% |
False |
False |
281,071,133 |
| 60 |
122.12 |
101.13 |
20.99 |
19.1% |
2.20 |
2.0% |
41% |
False |
False |
286,001,123 |
| 80 |
122.12 |
101.13 |
20.99 |
19.1% |
1.94 |
1.8% |
41% |
False |
False |
257,229,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.02 |
|
2.618 |
113.13 |
|
1.618 |
111.97 |
|
1.000 |
111.25 |
|
0.618 |
110.81 |
|
HIGH |
110.09 |
|
0.618 |
109.65 |
|
0.500 |
109.51 |
|
0.382 |
109.37 |
|
LOW |
108.93 |
|
0.618 |
108.21 |
|
1.000 |
107.77 |
|
1.618 |
107.05 |
|
2.618 |
105.89 |
|
4.250 |
104.00 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
109.61 |
109.28 |
| PP |
109.56 |
108.89 |
| S1 |
109.51 |
108.51 |
|