| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
107.05 |
105.87 |
-1.18 |
-1.1% |
107.60 |
| High |
107.63 |
108.56 |
0.93 |
0.9% |
110.09 |
| Low |
106.22 |
105.82 |
-0.40 |
-0.4% |
106.45 |
| Close |
107.29 |
108.48 |
1.19 |
1.1% |
106.66 |
| Range |
1.41 |
2.74 |
1.33 |
94.3% |
3.64 |
| ATR |
2.05 |
2.10 |
0.05 |
2.4% |
0.00 |
| Volume |
186,424,415 |
257,898,709 |
71,474,294 |
38.3% |
1,042,177,299 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.84 |
114.90 |
109.99 |
|
| R3 |
113.10 |
112.16 |
109.23 |
|
| R2 |
110.36 |
110.36 |
108.98 |
|
| R1 |
109.42 |
109.42 |
108.73 |
109.89 |
| PP |
107.62 |
107.62 |
107.62 |
107.86 |
| S1 |
106.68 |
106.68 |
108.23 |
107.15 |
| S2 |
104.88 |
104.88 |
107.98 |
|
| S3 |
102.14 |
103.94 |
107.73 |
|
| S4 |
99.40 |
101.20 |
106.97 |
|
|
| 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 |
110.08 |
105.82 |
4.26 |
3.9% |
2.00 |
1.8% |
62% |
False |
True |
228,592,557 |
| 10 |
110.09 |
103.02 |
7.07 |
6.5% |
1.79 |
1.6% |
77% |
False |
False |
209,555,007 |
| 20 |
111.90 |
101.13 |
10.77 |
9.9% |
1.88 |
1.7% |
68% |
False |
False |
239,623,668 |
| 40 |
113.20 |
101.13 |
12.07 |
11.1% |
1.99 |
1.8% |
61% |
False |
False |
256,893,671 |
| 60 |
122.12 |
101.13 |
20.99 |
19.3% |
2.25 |
2.1% |
35% |
False |
False |
288,646,324 |
| 80 |
122.12 |
101.13 |
20.99 |
19.3% |
1.98 |
1.8% |
35% |
False |
False |
258,859,653 |
| 100 |
122.12 |
101.13 |
20.99 |
19.3% |
1.79 |
1.6% |
35% |
False |
False |
241,311,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.21 |
|
2.618 |
115.73 |
|
1.618 |
112.99 |
|
1.000 |
111.30 |
|
0.618 |
110.25 |
|
HIGH |
108.56 |
|
0.618 |
107.51 |
|
0.500 |
107.19 |
|
0.382 |
106.87 |
|
LOW |
105.82 |
|
0.618 |
104.13 |
|
1.000 |
103.08 |
|
1.618 |
101.39 |
|
2.618 |
98.65 |
|
4.250 |
94.18 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
108.05 |
108.16 |
| PP |
107.62 |
107.84 |
| S1 |
107.19 |
107.51 |
|