| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,291.0 |
2,295.0 |
4.0 |
0.2% |
2,353.0 |
| High |
2,334.0 |
2,310.0 |
-24.0 |
-1.0% |
2,366.0 |
| Low |
2,291.0 |
2,269.0 |
-22.0 |
-1.0% |
2,269.0 |
| Close |
2,304.0 |
2,273.0 |
-31.0 |
-1.3% |
2,273.0 |
| Range |
43.0 |
41.0 |
-2.0 |
-4.7% |
97.0 |
| ATR |
61.5 |
60.1 |
-1.5 |
-2.4% |
0.0 |
| Volume |
958,312 |
911,280 |
-47,032 |
-4.9% |
4,939,223 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,407.0 |
2,381.0 |
2,295.6 |
|
| R3 |
2,366.0 |
2,340.0 |
2,284.3 |
|
| R2 |
2,325.0 |
2,325.0 |
2,280.5 |
|
| R1 |
2,299.0 |
2,299.0 |
2,276.8 |
2,291.5 |
| PP |
2,284.0 |
2,284.0 |
2,284.0 |
2,280.3 |
| S1 |
2,258.0 |
2,258.0 |
2,269.2 |
2,250.5 |
| S2 |
2,243.0 |
2,243.0 |
2,265.5 |
|
| S3 |
2,202.0 |
2,217.0 |
2,261.7 |
|
| S4 |
2,161.0 |
2,176.0 |
2,250.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.7 |
2,530.3 |
2,326.4 |
|
| R3 |
2,496.7 |
2,433.3 |
2,299.7 |
|
| R2 |
2,399.7 |
2,399.7 |
2,290.8 |
|
| R1 |
2,336.3 |
2,336.3 |
2,281.9 |
2,319.5 |
| PP |
2,302.7 |
2,302.7 |
2,302.7 |
2,294.3 |
| S1 |
2,239.3 |
2,239.3 |
2,264.1 |
2,222.5 |
| S2 |
2,205.7 |
2,205.7 |
2,255.2 |
|
| S3 |
2,108.7 |
2,142.3 |
2,246.3 |
|
| S4 |
2,011.7 |
2,045.3 |
2,219.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.0 |
2,269.0 |
97.0 |
4.3% |
48.0 |
2.1% |
4% |
False |
True |
987,844 |
| 10 |
2,457.0 |
2,269.0 |
188.0 |
8.3% |
57.5 |
2.5% |
2% |
False |
True |
990,201 |
| 20 |
2,516.0 |
2,269.0 |
247.0 |
10.9% |
58.5 |
2.6% |
2% |
False |
True |
998,366 |
| 40 |
2,544.0 |
2,269.0 |
275.0 |
12.1% |
57.4 |
2.5% |
1% |
False |
True |
508,308 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
19.1% |
60.5 |
2.7% |
38% |
False |
False |
339,506 |
| 80 |
2,544.0 |
1,911.0 |
633.0 |
27.8% |
62.7 |
2.8% |
57% |
False |
False |
257,593 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
37.4% |
63.2 |
2.8% |
68% |
False |
False |
206,794 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
37.4% |
61.9 |
2.7% |
68% |
False |
False |
172,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.3 |
|
2.618 |
2,417.3 |
|
1.618 |
2,376.3 |
|
1.000 |
2,351.0 |
|
0.618 |
2,335.3 |
|
HIGH |
2,310.0 |
|
0.618 |
2,294.3 |
|
0.500 |
2,289.5 |
|
0.382 |
2,284.7 |
|
LOW |
2,269.0 |
|
0.618 |
2,243.7 |
|
1.000 |
2,228.0 |
|
1.618 |
2,202.7 |
|
2.618 |
2,161.7 |
|
4.250 |
2,094.8 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,289.5 |
2,301.5 |
| PP |
2,284.0 |
2,292.0 |
| S1 |
2,278.5 |
2,282.5 |
|