| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,534.0 |
2,575.0 |
41.0 |
1.6% |
2,498.0 |
| High |
2,600.0 |
2,613.0 |
13.0 |
0.5% |
2,613.0 |
| Low |
2,518.0 |
2,566.0 |
48.0 |
1.9% |
2,481.0 |
| Close |
2,584.0 |
2,579.0 |
-5.0 |
-0.2% |
2,579.0 |
| Range |
82.0 |
47.0 |
-35.0 |
-42.7% |
132.0 |
| ATR |
60.8 |
59.8 |
-1.0 |
-1.6% |
0.0 |
| Volume |
1,121,314 |
1,033,953 |
-87,361 |
-7.8% |
4,878,885 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.0 |
2,700.0 |
2,604.9 |
|
| R3 |
2,680.0 |
2,653.0 |
2,591.9 |
|
| R2 |
2,633.0 |
2,633.0 |
2,587.6 |
|
| R1 |
2,606.0 |
2,606.0 |
2,583.3 |
2,619.5 |
| PP |
2,586.0 |
2,586.0 |
2,586.0 |
2,592.8 |
| S1 |
2,559.0 |
2,559.0 |
2,574.7 |
2,572.5 |
| S2 |
2,539.0 |
2,539.0 |
2,570.4 |
|
| S3 |
2,492.0 |
2,512.0 |
2,566.1 |
|
| S4 |
2,445.0 |
2,465.0 |
2,553.2 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.7 |
2,898.3 |
2,651.6 |
|
| R3 |
2,821.7 |
2,766.3 |
2,615.3 |
|
| R2 |
2,689.7 |
2,689.7 |
2,603.2 |
|
| R1 |
2,634.3 |
2,634.3 |
2,591.1 |
2,662.0 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,571.5 |
| S1 |
2,502.3 |
2,502.3 |
2,566.9 |
2,530.0 |
| S2 |
2,425.7 |
2,425.7 |
2,554.8 |
|
| S3 |
2,293.7 |
2,370.3 |
2,542.7 |
|
| S4 |
2,161.7 |
2,238.3 |
2,506.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,613.0 |
2,481.0 |
132.0 |
5.1% |
51.4 |
2.0% |
74% |
True |
False |
975,777 |
| 10 |
2,613.0 |
2,252.0 |
361.0 |
14.0% |
57.7 |
2.2% |
91% |
True |
False |
1,071,868 |
| 20 |
2,613.0 |
2,252.0 |
361.0 |
14.0% |
57.6 |
2.2% |
91% |
True |
False |
1,031,034 |
| 40 |
2,613.0 |
2,252.0 |
361.0 |
14.0% |
56.5 |
2.2% |
91% |
True |
False |
775,651 |
| 60 |
2,613.0 |
2,252.0 |
361.0 |
14.0% |
59.1 |
2.3% |
91% |
True |
False |
517,846 |
| 80 |
2,613.0 |
1,940.0 |
673.0 |
26.1% |
61.6 |
2.4% |
95% |
True |
False |
389,127 |
| 100 |
2,613.0 |
1,693.0 |
920.0 |
35.7% |
63.7 |
2.5% |
96% |
True |
False |
313,916 |
| 120 |
2,613.0 |
1,693.0 |
920.0 |
35.7% |
61.3 |
2.4% |
96% |
True |
False |
261,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.8 |
|
2.618 |
2,736.0 |
|
1.618 |
2,689.0 |
|
1.000 |
2,660.0 |
|
0.618 |
2,642.0 |
|
HIGH |
2,613.0 |
|
0.618 |
2,595.0 |
|
0.500 |
2,589.5 |
|
0.382 |
2,584.0 |
|
LOW |
2,566.0 |
|
0.618 |
2,537.0 |
|
1.000 |
2,519.0 |
|
1.618 |
2,490.0 |
|
2.618 |
2,443.0 |
|
4.250 |
2,366.3 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.5 |
2,570.3 |
| PP |
2,586.0 |
2,561.7 |
| S1 |
2,582.5 |
2,553.0 |
|