| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,619.0 |
2,615.0 |
-4.0 |
-0.2% |
2,498.0 |
| High |
2,633.0 |
2,624.0 |
-9.0 |
-0.3% |
2,613.0 |
| Low |
2,578.0 |
2,561.0 |
-17.0 |
-0.7% |
2,481.0 |
| Close |
2,595.0 |
2,570.0 |
-25.0 |
-1.0% |
2,579.0 |
| Range |
55.0 |
63.0 |
8.0 |
14.5% |
132.0 |
| ATR |
59.4 |
59.7 |
0.3 |
0.4% |
0.0 |
| Volume |
844,798 |
1,035,023 |
190,225 |
22.5% |
4,878,885 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.0 |
2,735.0 |
2,604.7 |
|
| R3 |
2,711.0 |
2,672.0 |
2,587.3 |
|
| R2 |
2,648.0 |
2,648.0 |
2,581.6 |
|
| R1 |
2,609.0 |
2,609.0 |
2,575.8 |
2,597.0 |
| PP |
2,585.0 |
2,585.0 |
2,585.0 |
2,579.0 |
| S1 |
2,546.0 |
2,546.0 |
2,564.2 |
2,534.0 |
| S2 |
2,522.0 |
2,522.0 |
2,558.5 |
|
| S3 |
2,459.0 |
2,483.0 |
2,552.7 |
|
| S4 |
2,396.0 |
2,420.0 |
2,535.4 |
|
|
| 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 |
2,633.0 |
2,493.0 |
140.0 |
5.4% |
58.4 |
2.3% |
55% |
False |
False |
979,979 |
| 10 |
2,633.0 |
2,383.0 |
250.0 |
9.7% |
54.6 |
2.1% |
75% |
False |
False |
1,024,209 |
| 20 |
2,633.0 |
2,252.0 |
381.0 |
14.8% |
56.8 |
2.2% |
83% |
False |
False |
1,038,080 |
| 40 |
2,633.0 |
2,252.0 |
381.0 |
14.8% |
56.6 |
2.2% |
83% |
False |
False |
822,588 |
| 60 |
2,633.0 |
2,252.0 |
381.0 |
14.8% |
59.0 |
2.3% |
83% |
False |
False |
549,086 |
| 80 |
2,633.0 |
2,043.0 |
590.0 |
23.0% |
60.9 |
2.4% |
89% |
False |
False |
412,582 |
| 100 |
2,633.0 |
1,693.0 |
940.0 |
36.6% |
63.7 |
2.5% |
93% |
False |
False |
332,683 |
| 120 |
2,633.0 |
1,693.0 |
940.0 |
36.6% |
61.3 |
2.4% |
93% |
False |
False |
277,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.8 |
|
2.618 |
2,788.9 |
|
1.618 |
2,725.9 |
|
1.000 |
2,687.0 |
|
0.618 |
2,662.9 |
|
HIGH |
2,624.0 |
|
0.618 |
2,599.9 |
|
0.500 |
2,592.5 |
|
0.382 |
2,585.1 |
|
LOW |
2,561.0 |
|
0.618 |
2,522.1 |
|
1.000 |
2,498.0 |
|
1.618 |
2,459.1 |
|
2.618 |
2,396.1 |
|
4.250 |
2,293.3 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,592.5 |
2,597.0 |
| PP |
2,585.0 |
2,588.0 |
| S1 |
2,577.5 |
2,579.0 |
|