| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,529.0 |
17.0 |
0.7% |
2,265.0 |
| High |
2,548.0 |
2,538.0 |
-10.0 |
-0.4% |
2,493.0 |
| Low |
2,495.0 |
2,493.0 |
-2.0 |
-0.1% |
2,252.0 |
| Close |
2,518.0 |
2,521.0 |
3.0 |
0.1% |
2,471.0 |
| Range |
53.0 |
45.0 |
-8.0 |
-15.1% |
241.0 |
| ATR |
60.2 |
59.1 |
-1.1 |
-1.8% |
0.0 |
| Volume |
1,076,253 |
864,809 |
-211,444 |
-19.6% |
5,839,797 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.3 |
2,631.7 |
2,545.8 |
|
| R3 |
2,607.3 |
2,586.7 |
2,533.4 |
|
| R2 |
2,562.3 |
2,562.3 |
2,529.3 |
|
| R1 |
2,541.7 |
2,541.7 |
2,525.1 |
2,529.5 |
| PP |
2,517.3 |
2,517.3 |
2,517.3 |
2,511.3 |
| S1 |
2,496.7 |
2,496.7 |
2,516.9 |
2,484.5 |
| S2 |
2,472.3 |
2,472.3 |
2,512.8 |
|
| S3 |
2,427.3 |
2,451.7 |
2,508.6 |
|
| S4 |
2,382.3 |
2,406.7 |
2,496.3 |
|
|
| 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 |
2,548.0 |
2,434.0 |
114.0 |
4.5% |
44.2 |
1.8% |
76% |
False |
False |
984,206 |
| 10 |
2,548.0 |
2,252.0 |
296.0 |
11.7% |
53.2 |
2.1% |
91% |
False |
False |
1,043,300 |
| 20 |
2,548.0 |
2,252.0 |
296.0 |
11.7% |
58.6 |
2.3% |
91% |
False |
False |
1,036,154 |
| 40 |
2,548.0 |
2,252.0 |
296.0 |
11.7% |
55.9 |
2.2% |
91% |
False |
False |
721,924 |
| 60 |
2,548.0 |
2,186.0 |
362.0 |
14.4% |
58.9 |
2.3% |
93% |
False |
False |
482,072 |
| 80 |
2,548.0 |
1,918.0 |
630.0 |
25.0% |
61.8 |
2.5% |
96% |
False |
False |
362,199 |
| 100 |
2,548.0 |
1,693.0 |
855.0 |
33.9% |
63.9 |
2.5% |
97% |
False |
False |
292,376 |
| 120 |
2,548.0 |
1,693.0 |
855.0 |
33.9% |
61.1 |
2.4% |
97% |
False |
False |
243,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,729.3 |
|
2.618 |
2,655.8 |
|
1.618 |
2,610.8 |
|
1.000 |
2,583.0 |
|
0.618 |
2,565.8 |
|
HIGH |
2,538.0 |
|
0.618 |
2,520.8 |
|
0.500 |
2,515.5 |
|
0.382 |
2,510.2 |
|
LOW |
2,493.0 |
|
0.618 |
2,465.2 |
|
1.000 |
2,448.0 |
|
1.618 |
2,420.2 |
|
2.618 |
2,375.2 |
|
4.250 |
2,301.8 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,519.2 |
2,518.8 |
| PP |
2,517.3 |
2,516.7 |
| S1 |
2,515.5 |
2,514.5 |
|