| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,440.0 |
2,482.0 |
42.0 |
1.7% |
2,265.0 |
| High |
2,493.0 |
2,487.0 |
-6.0 |
-0.2% |
2,493.0 |
| Low |
2,434.0 |
2,453.0 |
19.0 |
0.8% |
2,252.0 |
| Close |
2,458.0 |
2,471.0 |
13.0 |
0.5% |
2,471.0 |
| Range |
59.0 |
34.0 |
-25.0 |
-42.4% |
241.0 |
| ATR |
64.6 |
62.4 |
-2.2 |
-3.4% |
0.0 |
| Volume |
1,295,313 |
902,100 |
-393,213 |
-30.4% |
5,839,797 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.3 |
2,555.7 |
2,489.7 |
|
| R3 |
2,538.3 |
2,521.7 |
2,480.4 |
|
| R2 |
2,504.3 |
2,504.3 |
2,477.2 |
|
| R1 |
2,487.7 |
2,487.7 |
2,474.1 |
2,479.0 |
| PP |
2,470.3 |
2,470.3 |
2,470.3 |
2,466.0 |
| S1 |
2,453.7 |
2,453.7 |
2,467.9 |
2,445.0 |
| S2 |
2,436.3 |
2,436.3 |
2,464.8 |
|
| S3 |
2,402.3 |
2,419.7 |
2,461.7 |
|
| S4 |
2,368.3 |
2,385.7 |
2,452.3 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.3 |
3,040.7 |
2,603.6 |
|
| R3 |
2,887.3 |
2,799.7 |
2,537.3 |
|
| R2 |
2,646.3 |
2,646.3 |
2,515.2 |
|
| R1 |
2,558.7 |
2,558.7 |
2,493.1 |
2,602.5 |
| PP |
2,405.3 |
2,405.3 |
2,405.3 |
2,427.3 |
| S1 |
2,317.7 |
2,317.7 |
2,448.9 |
2,361.5 |
| S2 |
2,164.3 |
2,164.3 |
2,426.8 |
|
| S3 |
1,923.3 |
2,076.7 |
2,404.7 |
|
| S4 |
1,682.3 |
1,835.7 |
2,338.5 |
|
|
| 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% |
64.0 |
2.6% |
91% |
False |
False |
1,167,959 |
| 10 |
2,493.0 |
2,252.0 |
241.0 |
9.8% |
56.0 |
2.3% |
91% |
False |
False |
1,077,902 |
| 20 |
2,493.0 |
2,252.0 |
241.0 |
9.8% |
60.8 |
2.5% |
91% |
False |
False |
1,059,895 |
| 40 |
2,544.0 |
2,252.0 |
292.0 |
11.8% |
57.5 |
2.3% |
75% |
False |
False |
654,108 |
| 60 |
2,544.0 |
2,185.0 |
359.0 |
14.5% |
59.4 |
2.4% |
80% |
False |
False |
436,757 |
| 80 |
2,544.0 |
1,918.0 |
626.0 |
25.3% |
62.4 |
2.5% |
88% |
False |
False |
328,227 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
64.8 |
2.6% |
91% |
False |
False |
265,174 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
34.4% |
61.3 |
2.5% |
91% |
False |
False |
221,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.5 |
|
2.618 |
2,576.0 |
|
1.618 |
2,542.0 |
|
1.000 |
2,521.0 |
|
0.618 |
2,508.0 |
|
HIGH |
2,487.0 |
|
0.618 |
2,474.0 |
|
0.500 |
2,470.0 |
|
0.382 |
2,466.0 |
|
LOW |
2,453.0 |
|
0.618 |
2,432.0 |
|
1.000 |
2,419.0 |
|
1.618 |
2,398.0 |
|
2.618 |
2,364.0 |
|
4.250 |
2,308.5 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,470.7 |
2,460.0 |
| PP |
2,470.3 |
2,449.0 |
| S1 |
2,470.0 |
2,438.0 |
|