| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,390.0 |
2,440.0 |
50.0 |
2.1% |
2,353.0 |
| High |
2,461.0 |
2,493.0 |
32.0 |
1.3% |
2,366.0 |
| Low |
2,383.0 |
2,434.0 |
51.0 |
2.1% |
2,269.0 |
| Close |
2,443.0 |
2,458.0 |
15.0 |
0.6% |
2,273.0 |
| Range |
78.0 |
59.0 |
-19.0 |
-24.4% |
97.0 |
| ATR |
65.0 |
64.6 |
-0.4 |
-0.7% |
0.0 |
| Volume |
1,285,973 |
1,295,313 |
9,340 |
0.7% |
4,939,223 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.7 |
2,607.3 |
2,490.5 |
|
| R3 |
2,579.7 |
2,548.3 |
2,474.2 |
|
| R2 |
2,520.7 |
2,520.7 |
2,468.8 |
|
| R1 |
2,489.3 |
2,489.3 |
2,463.4 |
2,505.0 |
| PP |
2,461.7 |
2,461.7 |
2,461.7 |
2,469.5 |
| S1 |
2,430.3 |
2,430.3 |
2,452.6 |
2,446.0 |
| S2 |
2,402.7 |
2,402.7 |
2,447.2 |
|
| S3 |
2,343.7 |
2,371.3 |
2,441.8 |
|
| S4 |
2,284.7 |
2,312.3 |
2,425.6 |
|
|
| 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 |
2,493.0 |
2,252.0 |
241.0 |
9.8% |
65.4 |
2.7% |
85% |
True |
False |
1,169,795 |
| 10 |
2,493.0 |
2,252.0 |
241.0 |
9.8% |
60.4 |
2.5% |
85% |
True |
False |
1,106,246 |
| 20 |
2,493.0 |
2,252.0 |
241.0 |
9.8% |
61.8 |
2.5% |
85% |
True |
False |
1,072,720 |
| 40 |
2,544.0 |
2,252.0 |
292.0 |
11.9% |
58.1 |
2.4% |
71% |
False |
False |
631,570 |
| 60 |
2,544.0 |
2,142.0 |
402.0 |
16.4% |
60.1 |
2.4% |
79% |
False |
False |
421,729 |
| 80 |
2,544.0 |
1,918.0 |
626.0 |
25.5% |
63.1 |
2.6% |
86% |
False |
False |
317,033 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.6% |
64.4 |
2.6% |
90% |
False |
False |
256,153 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
34.6% |
62.0 |
2.5% |
90% |
False |
False |
213,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,743.8 |
|
2.618 |
2,647.5 |
|
1.618 |
2,588.5 |
|
1.000 |
2,552.0 |
|
0.618 |
2,529.5 |
|
HIGH |
2,493.0 |
|
0.618 |
2,470.5 |
|
0.500 |
2,463.5 |
|
0.382 |
2,456.5 |
|
LOW |
2,434.0 |
|
0.618 |
2,397.5 |
|
1.000 |
2,375.0 |
|
1.618 |
2,338.5 |
|
2.618 |
2,279.5 |
|
4.250 |
2,183.3 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.5 |
2,444.2 |
| PP |
2,461.7 |
2,430.3 |
| S1 |
2,459.8 |
2,416.5 |
|