| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,529.0 |
2,534.0 |
5.0 |
0.2% |
2,265.0 |
| High |
2,538.0 |
2,600.0 |
62.0 |
2.4% |
2,493.0 |
| Low |
2,493.0 |
2,518.0 |
25.0 |
1.0% |
2,252.0 |
| Close |
2,521.0 |
2,584.0 |
63.0 |
2.5% |
2,471.0 |
| Range |
45.0 |
82.0 |
37.0 |
82.2% |
241.0 |
| ATR |
59.1 |
60.8 |
1.6 |
2.8% |
0.0 |
| Volume |
864,809 |
1,121,314 |
256,505 |
29.7% |
5,839,797 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.3 |
2,780.7 |
2,629.1 |
|
| R3 |
2,731.3 |
2,698.7 |
2,606.6 |
|
| R2 |
2,649.3 |
2,649.3 |
2,599.0 |
|
| R1 |
2,616.7 |
2,616.7 |
2,591.5 |
2,633.0 |
| PP |
2,567.3 |
2,567.3 |
2,567.3 |
2,575.5 |
| S1 |
2,534.7 |
2,534.7 |
2,576.5 |
2,551.0 |
| S2 |
2,485.3 |
2,485.3 |
2,569.0 |
|
| S3 |
2,403.3 |
2,452.7 |
2,561.5 |
|
| S4 |
2,321.3 |
2,370.7 |
2,538.9 |
|
|
| 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 |
2,600.0 |
2,453.0 |
147.0 |
5.7% |
48.8 |
1.9% |
89% |
True |
False |
949,406 |
| 10 |
2,600.0 |
2,252.0 |
348.0 |
13.5% |
57.1 |
2.2% |
95% |
True |
False |
1,059,600 |
| 20 |
2,600.0 |
2,252.0 |
348.0 |
13.5% |
58.9 |
2.3% |
95% |
True |
False |
1,036,018 |
| 40 |
2,600.0 |
2,252.0 |
348.0 |
13.5% |
56.6 |
2.2% |
95% |
True |
False |
749,875 |
| 60 |
2,600.0 |
2,225.0 |
375.0 |
14.5% |
59.4 |
2.3% |
96% |
True |
False |
500,748 |
| 80 |
2,600.0 |
1,918.0 |
682.0 |
26.4% |
62.1 |
2.4% |
98% |
True |
False |
376,208 |
| 100 |
2,600.0 |
1,693.0 |
907.0 |
35.1% |
64.1 |
2.5% |
98% |
True |
False |
303,582 |
| 120 |
2,600.0 |
1,693.0 |
907.0 |
35.1% |
61.2 |
2.4% |
98% |
True |
False |
253,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.5 |
|
2.618 |
2,814.7 |
|
1.618 |
2,732.7 |
|
1.000 |
2,682.0 |
|
0.618 |
2,650.7 |
|
HIGH |
2,600.0 |
|
0.618 |
2,568.7 |
|
0.500 |
2,559.0 |
|
0.382 |
2,549.3 |
|
LOW |
2,518.0 |
|
0.618 |
2,467.3 |
|
1.000 |
2,436.0 |
|
1.618 |
2,385.3 |
|
2.618 |
2,303.3 |
|
4.250 |
2,169.5 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.7 |
2,571.5 |
| PP |
2,567.3 |
2,559.0 |
| S1 |
2,559.0 |
2,546.5 |
|