| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,295.0 |
2,291.0 |
-4.0 |
-0.2% |
2,373.0 |
| High |
2,317.0 |
2,334.0 |
17.0 |
0.7% |
2,457.0 |
| Low |
2,270.0 |
2,291.0 |
21.0 |
0.9% |
2,355.0 |
| Close |
2,282.0 |
2,304.0 |
22.0 |
1.0% |
2,369.0 |
| Range |
47.0 |
43.0 |
-4.0 |
-8.5% |
102.0 |
| ATR |
62.3 |
61.5 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,129,767 |
958,312 |
-171,455 |
-15.2% |
4,102,830 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.7 |
2,414.3 |
2,327.7 |
|
| R3 |
2,395.7 |
2,371.3 |
2,315.8 |
|
| R2 |
2,352.7 |
2,352.7 |
2,311.9 |
|
| R1 |
2,328.3 |
2,328.3 |
2,307.9 |
2,340.5 |
| PP |
2,309.7 |
2,309.7 |
2,309.7 |
2,315.8 |
| S1 |
2,285.3 |
2,285.3 |
2,300.1 |
2,297.5 |
| S2 |
2,266.7 |
2,266.7 |
2,296.1 |
|
| S3 |
2,223.7 |
2,242.3 |
2,292.2 |
|
| S4 |
2,180.7 |
2,199.3 |
2,280.4 |
|
|
| 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 |
2,433.0 |
2,270.0 |
163.0 |
7.1% |
55.4 |
2.4% |
21% |
False |
False |
1,042,696 |
| 10 |
2,457.0 |
2,270.0 |
187.0 |
8.1% |
60.6 |
2.6% |
18% |
False |
False |
1,012,435 |
| 20 |
2,530.0 |
2,270.0 |
260.0 |
11.3% |
58.6 |
2.5% |
13% |
False |
False |
956,329 |
| 40 |
2,544.0 |
2,270.0 |
274.0 |
11.9% |
57.7 |
2.5% |
12% |
False |
False |
485,677 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
18.8% |
60.7 |
2.6% |
45% |
False |
False |
324,376 |
| 80 |
2,544.0 |
1,911.0 |
633.0 |
27.5% |
62.8 |
2.7% |
62% |
False |
False |
246,400 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.9% |
63.1 |
2.7% |
72% |
False |
False |
197,681 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
36.9% |
61.8 |
2.7% |
72% |
False |
False |
164,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.8 |
|
2.618 |
2,446.6 |
|
1.618 |
2,403.6 |
|
1.000 |
2,377.0 |
|
0.618 |
2,360.6 |
|
HIGH |
2,334.0 |
|
0.618 |
2,317.6 |
|
0.500 |
2,312.5 |
|
0.382 |
2,307.4 |
|
LOW |
2,291.0 |
|
0.618 |
2,264.4 |
|
1.000 |
2,248.0 |
|
1.618 |
2,221.4 |
|
2.618 |
2,178.4 |
|
4.250 |
2,108.3 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,312.5 |
2,318.0 |
| PP |
2,309.7 |
2,313.3 |
| S1 |
2,306.8 |
2,308.7 |
|