| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
109.31 |
109.61 |
0.30 |
0.3% |
103.64 |
| High |
110.08 |
110.06 |
-0.02 |
0.0% |
107.97 |
| Low |
108.86 |
108.17 |
-0.69 |
-0.6% |
101.88 |
| Close |
109.65 |
109.68 |
0.03 |
0.0% |
107.96 |
| Range |
1.22 |
1.89 |
0.67 |
54.9% |
6.09 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.5% |
0.00 |
| Volume |
184,343,878 |
231,682,437 |
47,338,559 |
25.7% |
864,844,829 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.97 |
114.22 |
110.72 |
|
| R3 |
113.08 |
112.33 |
110.20 |
|
| R2 |
111.19 |
111.19 |
110.03 |
|
| R1 |
110.44 |
110.44 |
109.85 |
110.82 |
| PP |
109.30 |
109.30 |
109.30 |
109.49 |
| S1 |
108.55 |
108.55 |
109.51 |
108.93 |
| S2 |
107.41 |
107.41 |
109.33 |
|
| S3 |
105.52 |
106.66 |
109.16 |
|
| S4 |
103.63 |
104.77 |
108.64 |
|
|
| 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 |
106.93 |
3.16 |
2.9% |
1.28 |
1.2% |
87% |
False |
False |
180,899,159 |
| 10 |
110.09 |
101.13 |
8.96 |
8.2% |
1.76 |
1.6% |
95% |
False |
False |
224,035,330 |
| 20 |
113.20 |
101.13 |
12.07 |
11.0% |
1.76 |
1.6% |
71% |
False |
False |
235,765,075 |
| 40 |
113.20 |
101.13 |
12.07 |
11.0% |
2.04 |
1.9% |
71% |
False |
False |
274,325,877 |
| 60 |
122.12 |
101.13 |
20.99 |
19.1% |
2.21 |
2.0% |
41% |
False |
False |
286,683,371 |
| 80 |
122.12 |
101.13 |
20.99 |
19.1% |
1.94 |
1.8% |
41% |
False |
False |
257,297,632 |
| 100 |
122.12 |
101.13 |
20.99 |
19.1% |
1.77 |
1.6% |
41% |
False |
False |
240,464,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.09 |
|
2.618 |
115.01 |
|
1.618 |
113.12 |
|
1.000 |
111.95 |
|
0.618 |
111.23 |
|
HIGH |
110.06 |
|
0.618 |
109.34 |
|
0.500 |
109.12 |
|
0.382 |
108.89 |
|
LOW |
108.17 |
|
0.618 |
107.00 |
|
1.000 |
106.28 |
|
1.618 |
105.11 |
|
2.618 |
103.22 |
|
4.250 |
100.14 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
109.49 |
109.50 |
| PP |
109.30 |
109.31 |
| S1 |
109.12 |
109.13 |
|