| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,402.0 |
2,420.0 |
18.0 |
0.7% |
2,427.0 |
| High |
2,457.0 |
2,433.0 |
-24.0 |
-1.0% |
2,433.0 |
| Low |
2,392.0 |
2,355.0 |
-37.0 |
-1.5% |
2,335.0 |
| Close |
2,442.0 |
2,369.0 |
-73.0 |
-3.0% |
2,388.0 |
| Range |
65.0 |
78.0 |
13.0 |
20.0% |
98.0 |
| ATR |
62.2 |
63.9 |
1.8 |
2.9% |
0.0 |
| Volume |
998,626 |
1,185,541 |
186,915 |
18.7% |
5,154,885 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,619.7 |
2,572.3 |
2,411.9 |
|
| R3 |
2,541.7 |
2,494.3 |
2,390.5 |
|
| R2 |
2,463.7 |
2,463.7 |
2,383.3 |
|
| R1 |
2,416.3 |
2,416.3 |
2,376.2 |
2,401.0 |
| PP |
2,385.7 |
2,385.7 |
2,385.7 |
2,378.0 |
| S1 |
2,338.3 |
2,338.3 |
2,361.9 |
2,323.0 |
| S2 |
2,307.7 |
2,307.7 |
2,354.7 |
|
| S3 |
2,229.7 |
2,260.3 |
2,347.6 |
|
| S4 |
2,151.7 |
2,182.3 |
2,326.1 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.3 |
2,631.7 |
2,441.9 |
|
| R3 |
2,581.3 |
2,533.7 |
2,415.0 |
|
| R2 |
2,483.3 |
2,483.3 |
2,406.0 |
|
| R1 |
2,435.7 |
2,435.7 |
2,397.0 |
2,410.5 |
| PP |
2,385.3 |
2,385.3 |
2,385.3 |
2,372.8 |
| S1 |
2,337.7 |
2,337.7 |
2,379.0 |
2,312.5 |
| S2 |
2,287.3 |
2,287.3 |
2,370.0 |
|
| S3 |
2,189.3 |
2,239.7 |
2,361.1 |
|
| S4 |
2,091.3 |
2,141.7 |
2,334.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,457.0 |
2,355.0 |
102.0 |
4.3% |
67.0 |
2.8% |
14% |
False |
True |
992,558 |
| 10 |
2,457.0 |
2,335.0 |
122.0 |
5.1% |
65.5 |
2.8% |
28% |
False |
False |
1,041,889 |
| 20 |
2,540.0 |
2,335.0 |
205.0 |
8.7% |
58.2 |
2.5% |
17% |
False |
False |
765,899 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
10.7% |
59.9 |
2.5% |
31% |
False |
False |
385,120 |
| 60 |
2,544.0 |
2,043.0 |
501.0 |
21.1% |
61.7 |
2.6% |
65% |
False |
False |
257,706 |
| 80 |
2,544.0 |
1,727.0 |
817.0 |
34.5% |
65.2 |
2.8% |
79% |
False |
False |
196,592 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
35.9% |
62.7 |
2.6% |
79% |
False |
False |
157,412 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
35.9% |
62.8 |
2.6% |
79% |
False |
False |
131,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.5 |
|
2.618 |
2,637.2 |
|
1.618 |
2,559.2 |
|
1.000 |
2,511.0 |
|
0.618 |
2,481.2 |
|
HIGH |
2,433.0 |
|
0.618 |
2,403.2 |
|
0.500 |
2,394.0 |
|
0.382 |
2,384.8 |
|
LOW |
2,355.0 |
|
0.618 |
2,306.8 |
|
1.000 |
2,277.0 |
|
1.618 |
2,228.8 |
|
2.618 |
2,150.8 |
|
4.250 |
2,023.5 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,394.0 |
2,406.0 |
| PP |
2,385.7 |
2,393.7 |
| S1 |
2,377.3 |
2,381.3 |
|