| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,351.0 |
2,295.0 |
-56.0 |
-2.4% |
2,373.0 |
| High |
2,366.0 |
2,317.0 |
-49.0 |
-2.1% |
2,457.0 |
| Low |
2,296.0 |
2,270.0 |
-26.0 |
-1.1% |
2,355.0 |
| Close |
2,312.0 |
2,282.0 |
-30.0 |
-1.3% |
2,369.0 |
| Range |
70.0 |
47.0 |
-23.0 |
-32.9% |
102.0 |
| ATR |
63.4 |
62.3 |
-1.2 |
-1.9% |
0.0 |
| Volume |
980,567 |
1,129,767 |
149,200 |
15.2% |
4,102,830 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.7 |
2,403.3 |
2,307.9 |
|
| R3 |
2,383.7 |
2,356.3 |
2,294.9 |
|
| R2 |
2,336.7 |
2,336.7 |
2,290.6 |
|
| R1 |
2,309.3 |
2,309.3 |
2,286.3 |
2,299.5 |
| PP |
2,289.7 |
2,289.7 |
2,289.7 |
2,284.8 |
| S1 |
2,262.3 |
2,262.3 |
2,277.7 |
2,252.5 |
| S2 |
2,242.7 |
2,242.7 |
2,273.4 |
|
| S3 |
2,195.7 |
2,215.3 |
2,269.1 |
|
| S4 |
2,148.7 |
2,168.3 |
2,256.2 |
|
|
| 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 |
2,270.0 |
187.0 |
8.2% |
59.8 |
2.6% |
6% |
False |
True |
1,050,759 |
| 10 |
2,457.0 |
2,270.0 |
187.0 |
8.2% |
64.0 |
2.8% |
6% |
False |
True |
1,029,008 |
| 20 |
2,533.0 |
2,270.0 |
263.0 |
11.5% |
59.4 |
2.6% |
5% |
False |
True |
913,113 |
| 40 |
2,544.0 |
2,270.0 |
274.0 |
12.0% |
59.2 |
2.6% |
4% |
False |
True |
461,753 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
19.0% |
60.9 |
2.7% |
40% |
False |
False |
308,433 |
| 80 |
2,544.0 |
1,890.0 |
654.0 |
28.7% |
62.9 |
2.8% |
60% |
False |
False |
234,624 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
37.3% |
62.8 |
2.7% |
69% |
False |
False |
188,098 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
37.3% |
62.1 |
2.7% |
69% |
False |
False |
156,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.8 |
|
2.618 |
2,440.0 |
|
1.618 |
2,393.0 |
|
1.000 |
2,364.0 |
|
0.618 |
2,346.0 |
|
HIGH |
2,317.0 |
|
0.618 |
2,299.0 |
|
0.500 |
2,293.5 |
|
0.382 |
2,288.0 |
|
LOW |
2,270.0 |
|
0.618 |
2,241.0 |
|
1.000 |
2,223.0 |
|
1.618 |
2,194.0 |
|
2.618 |
2,147.0 |
|
4.250 |
2,070.3 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,293.5 |
2,318.0 |
| PP |
2,289.7 |
2,306.0 |
| S1 |
2,285.8 |
2,294.0 |
|