| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,265.0 |
2,355.0 |
90.0 |
4.0% |
2,353.0 |
| High |
2,362.0 |
2,379.0 |
17.0 |
0.7% |
2,366.0 |
| Low |
2,252.0 |
2,340.0 |
88.0 |
3.9% |
2,269.0 |
| Close |
2,333.0 |
2,362.0 |
29.0 |
1.2% |
2,273.0 |
| Range |
110.0 |
39.0 |
-71.0 |
-64.5% |
97.0 |
| ATR |
63.6 |
62.4 |
-1.3 |
-2.0% |
0.0 |
| Volume |
1,231,034 |
1,125,377 |
-105,657 |
-8.6% |
4,939,223 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.3 |
2,458.7 |
2,383.5 |
|
| R3 |
2,438.3 |
2,419.7 |
2,372.7 |
|
| R2 |
2,399.3 |
2,399.3 |
2,369.2 |
|
| R1 |
2,380.7 |
2,380.7 |
2,365.6 |
2,390.0 |
| PP |
2,360.3 |
2,360.3 |
2,360.3 |
2,365.0 |
| S1 |
2,341.7 |
2,341.7 |
2,358.4 |
2,351.0 |
| S2 |
2,321.3 |
2,321.3 |
2,354.9 |
|
| S3 |
2,282.3 |
2,302.7 |
2,351.3 |
|
| S4 |
2,243.3 |
2,263.7 |
2,340.6 |
|
|
| 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 |
2,379.0 |
2,252.0 |
127.0 |
5.4% |
56.0 |
2.4% |
87% |
True |
False |
1,071,154 |
| 10 |
2,457.0 |
2,252.0 |
205.0 |
8.7% |
59.0 |
2.5% |
54% |
False |
False |
1,051,950 |
| 20 |
2,457.0 |
2,252.0 |
205.0 |
8.7% |
60.6 |
2.6% |
54% |
False |
False |
1,065,721 |
| 40 |
2,544.0 |
2,252.0 |
292.0 |
12.4% |
57.0 |
2.4% |
38% |
False |
False |
567,116 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
18.4% |
61.0 |
2.6% |
58% |
False |
False |
378,717 |
| 80 |
2,544.0 |
1,918.0 |
626.0 |
26.5% |
62.8 |
2.7% |
71% |
False |
False |
285,774 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.0% |
63.8 |
2.7% |
79% |
False |
False |
230,349 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
36.0% |
61.8 |
2.6% |
79% |
False |
False |
192,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.8 |
|
2.618 |
2,481.1 |
|
1.618 |
2,442.1 |
|
1.000 |
2,418.0 |
|
0.618 |
2,403.1 |
|
HIGH |
2,379.0 |
|
0.618 |
2,364.1 |
|
0.500 |
2,359.5 |
|
0.382 |
2,354.9 |
|
LOW |
2,340.0 |
|
0.618 |
2,315.9 |
|
1.000 |
2,301.0 |
|
1.618 |
2,276.9 |
|
2.618 |
2,237.9 |
|
4.250 |
2,174.3 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.2 |
2,346.5 |
| PP |
2,360.3 |
2,331.0 |
| S1 |
2,359.5 |
2,315.5 |
|