| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,615.0 |
2,592.0 |
-23.0 |
-0.9% |
2,498.0 |
| High |
2,624.0 |
2,618.0 |
-6.0 |
-0.2% |
2,613.0 |
| Low |
2,561.0 |
2,551.0 |
-10.0 |
-0.4% |
2,481.0 |
| Close |
2,570.0 |
2,597.0 |
27.0 |
1.1% |
2,579.0 |
| Range |
63.0 |
67.0 |
4.0 |
6.3% |
132.0 |
| ATR |
59.7 |
60.2 |
0.5 |
0.9% |
0.0 |
| Volume |
1,035,023 |
1,059,379 |
24,356 |
2.4% |
4,878,885 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.7 |
2,760.3 |
2,633.9 |
|
| R3 |
2,722.7 |
2,693.3 |
2,615.4 |
|
| R2 |
2,655.7 |
2,655.7 |
2,609.3 |
|
| R1 |
2,626.3 |
2,626.3 |
2,603.1 |
2,641.0 |
| PP |
2,588.7 |
2,588.7 |
2,588.7 |
2,596.0 |
| S1 |
2,559.3 |
2,559.3 |
2,590.9 |
2,574.0 |
| S2 |
2,521.7 |
2,521.7 |
2,584.7 |
|
| S3 |
2,454.7 |
2,492.3 |
2,578.6 |
|
| S4 |
2,387.7 |
2,425.3 |
2,560.2 |
|
|
| 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 |
2,633.0 |
2,518.0 |
115.0 |
4.4% |
62.8 |
2.4% |
69% |
False |
False |
1,018,893 |
| 10 |
2,633.0 |
2,434.0 |
199.0 |
7.7% |
53.5 |
2.1% |
82% |
False |
False |
1,001,549 |
| 20 |
2,633.0 |
2,252.0 |
381.0 |
14.7% |
57.3 |
2.2% |
91% |
False |
False |
1,039,063 |
| 40 |
2,633.0 |
2,252.0 |
381.0 |
14.7% |
57.2 |
2.2% |
91% |
False |
False |
848,493 |
| 60 |
2,633.0 |
2,252.0 |
381.0 |
14.7% |
59.5 |
2.3% |
91% |
False |
False |
566,725 |
| 80 |
2,633.0 |
2,043.0 |
590.0 |
22.7% |
60.7 |
2.3% |
94% |
False |
False |
425,805 |
| 100 |
2,633.0 |
1,693.0 |
940.0 |
36.2% |
63.4 |
2.4% |
96% |
False |
False |
343,264 |
| 120 |
2,633.0 |
1,693.0 |
940.0 |
36.2% |
61.3 |
2.4% |
96% |
False |
False |
286,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.8 |
|
2.618 |
2,793.4 |
|
1.618 |
2,726.4 |
|
1.000 |
2,685.0 |
|
0.618 |
2,659.4 |
|
HIGH |
2,618.0 |
|
0.618 |
2,592.4 |
|
0.500 |
2,584.5 |
|
0.382 |
2,576.6 |
|
LOW |
2,551.0 |
|
0.618 |
2,509.6 |
|
1.000 |
2,484.0 |
|
1.618 |
2,442.6 |
|
2.618 |
2,375.6 |
|
4.250 |
2,266.3 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,592.8 |
2,595.3 |
| PP |
2,588.7 |
2,593.7 |
| S1 |
2,584.5 |
2,592.0 |
|