| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,355.0 |
2,390.0 |
35.0 |
1.5% |
2,353.0 |
| High |
2,379.0 |
2,461.0 |
82.0 |
3.4% |
2,366.0 |
| Low |
2,340.0 |
2,383.0 |
43.0 |
1.8% |
2,269.0 |
| Close |
2,362.0 |
2,443.0 |
81.0 |
3.4% |
2,273.0 |
| Range |
39.0 |
78.0 |
39.0 |
100.0% |
97.0 |
| ATR |
62.4 |
65.0 |
2.6 |
4.2% |
0.0 |
| Volume |
1,125,377 |
1,285,973 |
160,596 |
14.3% |
4,939,223 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.0 |
2,631.0 |
2,485.9 |
|
| R3 |
2,585.0 |
2,553.0 |
2,464.5 |
|
| R2 |
2,507.0 |
2,507.0 |
2,457.3 |
|
| R1 |
2,475.0 |
2,475.0 |
2,450.2 |
2,491.0 |
| PP |
2,429.0 |
2,429.0 |
2,429.0 |
2,437.0 |
| S1 |
2,397.0 |
2,397.0 |
2,435.9 |
2,413.0 |
| S2 |
2,351.0 |
2,351.0 |
2,428.7 |
|
| S3 |
2,273.0 |
2,319.0 |
2,421.6 |
|
| S4 |
2,195.0 |
2,241.0 |
2,400.1 |
|
|
| 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 |
2,461.0 |
2,252.0 |
209.0 |
8.6% |
62.2 |
2.5% |
91% |
True |
False |
1,102,395 |
| 10 |
2,461.0 |
2,252.0 |
209.0 |
8.6% |
61.0 |
2.5% |
91% |
True |
False |
1,076,577 |
| 20 |
2,461.0 |
2,252.0 |
209.0 |
8.6% |
61.7 |
2.5% |
91% |
True |
False |
1,072,326 |
| 40 |
2,544.0 |
2,252.0 |
292.0 |
12.0% |
58.0 |
2.4% |
65% |
False |
False |
599,243 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
17.8% |
60.6 |
2.5% |
77% |
False |
False |
400,145 |
| 80 |
2,544.0 |
1,918.0 |
626.0 |
25.6% |
62.9 |
2.6% |
84% |
False |
False |
301,104 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.8% |
64.3 |
2.6% |
88% |
False |
False |
243,202 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
34.8% |
62.2 |
2.5% |
88% |
False |
False |
202,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.5 |
|
2.618 |
2,665.2 |
|
1.618 |
2,587.2 |
|
1.000 |
2,539.0 |
|
0.618 |
2,509.2 |
|
HIGH |
2,461.0 |
|
0.618 |
2,431.2 |
|
0.500 |
2,422.0 |
|
0.382 |
2,412.8 |
|
LOW |
2,383.0 |
|
0.618 |
2,334.8 |
|
1.000 |
2,305.0 |
|
1.618 |
2,256.8 |
|
2.618 |
2,178.8 |
|
4.250 |
2,051.5 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.0 |
2,414.2 |
| PP |
2,429.0 |
2,385.3 |
| S1 |
2,422.0 |
2,356.5 |
|