| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,353.0 |
2,351.0 |
-2.0 |
-0.1% |
2,373.0 |
| High |
2,358.0 |
2,366.0 |
8.0 |
0.3% |
2,457.0 |
| Low |
2,319.0 |
2,296.0 |
-23.0 |
-1.0% |
2,355.0 |
| Close |
2,343.0 |
2,312.0 |
-31.0 |
-1.3% |
2,369.0 |
| Range |
39.0 |
70.0 |
31.0 |
79.5% |
102.0 |
| ATR |
62.9 |
63.4 |
0.5 |
0.8% |
0.0 |
| Volume |
959,297 |
980,567 |
21,270 |
2.2% |
4,102,830 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.7 |
2,493.3 |
2,350.5 |
|
| R3 |
2,464.7 |
2,423.3 |
2,331.3 |
|
| R2 |
2,394.7 |
2,394.7 |
2,324.8 |
|
| R1 |
2,353.3 |
2,353.3 |
2,318.4 |
2,339.0 |
| PP |
2,324.7 |
2,324.7 |
2,324.7 |
2,317.5 |
| S1 |
2,283.3 |
2,283.3 |
2,305.6 |
2,269.0 |
| S2 |
2,254.7 |
2,254.7 |
2,299.2 |
|
| S3 |
2,184.7 |
2,213.3 |
2,292.8 |
|
| S4 |
2,114.7 |
2,143.3 |
2,273.5 |
|
|
| 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 |
2,296.0 |
161.0 |
7.0% |
62.0 |
2.7% |
10% |
False |
True |
1,032,747 |
| 10 |
2,457.0 |
2,296.0 |
161.0 |
7.0% |
63.0 |
2.7% |
10% |
False |
True |
1,018,365 |
| 20 |
2,533.0 |
2,296.0 |
237.0 |
10.3% |
58.5 |
2.5% |
7% |
False |
True |
859,179 |
| 40 |
2,544.0 |
2,290.0 |
254.0 |
11.0% |
59.3 |
2.6% |
9% |
False |
False |
433,533 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
18.8% |
61.3 |
2.6% |
47% |
False |
False |
289,972 |
| 80 |
2,544.0 |
1,806.0 |
738.0 |
31.9% |
63.8 |
2.8% |
69% |
False |
False |
220,656 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.8% |
62.4 |
2.7% |
73% |
False |
False |
176,803 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
36.8% |
62.3 |
2.7% |
73% |
False |
False |
147,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.5 |
|
2.618 |
2,549.3 |
|
1.618 |
2,479.3 |
|
1.000 |
2,436.0 |
|
0.618 |
2,409.3 |
|
HIGH |
2,366.0 |
|
0.618 |
2,339.3 |
|
0.500 |
2,331.0 |
|
0.382 |
2,322.7 |
|
LOW |
2,296.0 |
|
0.618 |
2,252.7 |
|
1.000 |
2,226.0 |
|
1.618 |
2,182.7 |
|
2.618 |
2,112.7 |
|
4.250 |
1,998.5 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,331.0 |
2,364.5 |
| PP |
2,324.7 |
2,347.0 |
| S1 |
2,318.3 |
2,329.5 |
|