| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,420.0 |
2,353.0 |
-67.0 |
-2.8% |
2,373.0 |
| High |
2,433.0 |
2,358.0 |
-75.0 |
-3.1% |
2,457.0 |
| Low |
2,355.0 |
2,319.0 |
-36.0 |
-1.5% |
2,355.0 |
| Close |
2,369.0 |
2,343.0 |
-26.0 |
-1.1% |
2,369.0 |
| Range |
78.0 |
39.0 |
-39.0 |
-50.0% |
102.0 |
| ATR |
63.9 |
62.9 |
-1.0 |
-1.6% |
0.0 |
| Volume |
1,185,541 |
959,297 |
-226,244 |
-19.1% |
4,102,830 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.0 |
2,439.0 |
2,364.5 |
|
| R3 |
2,418.0 |
2,400.0 |
2,353.7 |
|
| R2 |
2,379.0 |
2,379.0 |
2,350.2 |
|
| R1 |
2,361.0 |
2,361.0 |
2,346.6 |
2,350.5 |
| PP |
2,340.0 |
2,340.0 |
2,340.0 |
2,334.8 |
| S1 |
2,322.0 |
2,322.0 |
2,339.4 |
2,311.5 |
| S2 |
2,301.0 |
2,301.0 |
2,335.9 |
|
| S3 |
2,262.0 |
2,283.0 |
2,332.3 |
|
| S4 |
2,223.0 |
2,244.0 |
2,321.6 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.7 |
2,636.3 |
2,425.1 |
|
| R3 |
2,597.7 |
2,534.3 |
2,397.1 |
|
| R2 |
2,495.7 |
2,495.7 |
2,387.7 |
|
| R1 |
2,432.3 |
2,432.3 |
2,378.4 |
2,413.0 |
| PP |
2,393.7 |
2,393.7 |
2,393.7 |
2,384.0 |
| S1 |
2,330.3 |
2,330.3 |
2,359.7 |
2,311.0 |
| S2 |
2,291.7 |
2,291.7 |
2,350.3 |
|
| S3 |
2,189.7 |
2,228.3 |
2,341.0 |
|
| S4 |
2,087.7 |
2,126.3 |
2,312.9 |
|
|
| 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 |
2,319.0 |
138.0 |
5.9% |
63.2 |
2.7% |
17% |
False |
True |
1,012,425 |
| 10 |
2,457.0 |
2,319.0 |
138.0 |
5.9% |
65.2 |
2.8% |
17% |
False |
True |
1,021,701 |
| 20 |
2,533.0 |
2,319.0 |
214.0 |
9.1% |
57.2 |
2.4% |
11% |
False |
True |
812,250 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
10.8% |
59.2 |
2.5% |
21% |
False |
False |
409,047 |
| 60 |
2,544.0 |
2,043.0 |
501.0 |
21.4% |
61.5 |
2.6% |
60% |
False |
False |
273,651 |
| 80 |
2,544.0 |
1,806.0 |
738.0 |
31.5% |
64.1 |
2.7% |
73% |
False |
False |
208,532 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.3% |
62.0 |
2.6% |
76% |
False |
False |
167,005 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
36.3% |
62.9 |
2.7% |
76% |
False |
False |
139,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.8 |
|
2.618 |
2,460.1 |
|
1.618 |
2,421.1 |
|
1.000 |
2,397.0 |
|
0.618 |
2,382.1 |
|
HIGH |
2,358.0 |
|
0.618 |
2,343.1 |
|
0.500 |
2,338.5 |
|
0.382 |
2,333.9 |
|
LOW |
2,319.0 |
|
0.618 |
2,294.9 |
|
1.000 |
2,280.0 |
|
1.618 |
2,255.9 |
|
2.618 |
2,216.9 |
|
4.250 |
2,153.3 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.5 |
2,388.0 |
| PP |
2,340.0 |
2,373.0 |
| S1 |
2,338.5 |
2,358.0 |
|