| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
109.03 |
108.34 |
-0.69 |
-0.6% |
107.60 |
| High |
109.07 |
109.94 |
0.87 |
0.8% |
110.09 |
| Low |
106.63 |
108.33 |
1.70 |
1.6% |
106.45 |
| Close |
107.07 |
109.46 |
2.39 |
2.2% |
106.66 |
| Range |
2.44 |
1.61 |
-0.83 |
-34.0% |
3.64 |
| ATR |
2.13 |
2.18 |
0.05 |
2.5% |
0.00 |
| Volume |
264,354,757 |
274,516,930 |
10,162,173 |
3.8% |
1,042,177,299 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.07 |
113.38 |
110.35 |
|
| R3 |
112.46 |
111.77 |
109.90 |
|
| R2 |
110.85 |
110.85 |
109.76 |
|
| R1 |
110.16 |
110.16 |
109.61 |
110.51 |
| PP |
109.24 |
109.24 |
109.24 |
109.42 |
| S1 |
108.55 |
108.55 |
109.31 |
108.90 |
| S2 |
107.63 |
107.63 |
109.17 |
|
| S3 |
106.02 |
106.94 |
109.02 |
|
| S4 |
104.41 |
105.33 |
108.58 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.65 |
116.30 |
108.66 |
|
| R3 |
115.01 |
112.66 |
107.66 |
|
| R2 |
111.37 |
111.37 |
107.33 |
|
| R1 |
109.02 |
109.02 |
106.99 |
108.38 |
| PP |
107.73 |
107.73 |
107.73 |
107.41 |
| S1 |
105.38 |
105.38 |
106.33 |
104.74 |
| S2 |
104.09 |
104.09 |
105.99 |
|
| S3 |
100.45 |
101.74 |
105.66 |
|
| S4 |
96.81 |
98.10 |
104.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.94 |
105.82 |
4.12 |
3.8% |
2.19 |
2.0% |
88% |
True |
False |
253,161,632 |
| 10 |
110.09 |
105.82 |
4.27 |
3.9% |
1.74 |
1.6% |
85% |
False |
False |
217,030,396 |
| 20 |
110.09 |
101.13 |
8.96 |
8.2% |
1.88 |
1.7% |
93% |
False |
False |
241,887,459 |
| 40 |
113.20 |
101.13 |
12.07 |
11.0% |
1.96 |
1.8% |
69% |
False |
False |
253,741,421 |
| 60 |
121.11 |
101.13 |
19.98 |
18.3% |
2.25 |
2.1% |
42% |
False |
False |
289,312,159 |
| 80 |
122.12 |
101.13 |
20.99 |
19.2% |
2.00 |
1.8% |
40% |
False |
False |
261,344,817 |
| 100 |
122.12 |
101.13 |
20.99 |
19.2% |
1.81 |
1.7% |
40% |
False |
False |
243,490,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.78 |
|
2.618 |
114.15 |
|
1.618 |
112.54 |
|
1.000 |
111.55 |
|
0.618 |
110.93 |
|
HIGH |
109.94 |
|
0.618 |
109.32 |
|
0.500 |
109.14 |
|
0.382 |
108.95 |
|
LOW |
108.33 |
|
0.618 |
107.34 |
|
1.000 |
106.72 |
|
1.618 |
105.73 |
|
2.618 |
104.12 |
|
4.250 |
101.49 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
109.35 |
108.93 |
| PP |
109.24 |
108.41 |
| S1 |
109.14 |
107.88 |
|